YOUR SPECIALIST IN ALTERNATIVE UCITS

LUXHEDGE MONTHLY BENCHMARK INDICES

Global Alternative UCITS

Last week : 1 Aug : 0.16% YTD : 1.32%

Equity Hedge & Event Driven

Last week : 1 Aug : 0.14% YTD : 3.59%

Relative Value

Last week : 1 Aug : -0.02% YTD : 1.34%

Macro

Last week : 1 Aug : 0.42% YTD : -0.88%

Opportunistic & Multi Strategy

Last week : 1 Aug : 0.19% YTD : 0.38%

Fund of Funds

Last week : 1 Aug : 0.01% YTD : 1.53%

Equity Long/Short Asia incl. Japan

Last week : 1 Aug : 1.86% YTD : 18.20%

Equity Long/Short Emerging Markets

Last week : 1 Aug : 0.50% YTD : 6.08%

Equity Long/Short Europe

Last week : 1 Aug : -0.22% YTD : 1.97%

Equity Long/Short Global

Last week : 1 Aug : 0.04% YTD : 3.81%

Equity Long/Short US

Last week : 1 Aug : 0.91% YTD : 5.61%

Equity Market Neutral

Last week : 1 Aug : 0.33% YTD : 2.23%

Event Driven & Merger Arbitrage

Last week : 1 Aug : -0.23% YTD : 4.22%

Fixed Income Arbitrage

Last week : 1 Aug : -0.02% YTD : 1.34%

Global Macro

Last week : 1 Aug : 0.08% YTD : -0.07%

CTA / Managed Futures

Last week : 1 Aug : 1.06% YTD : -2.19%

Currency Arbitrage

Last week : 1 Aug : 0.47% YTD : -3.24%

Commodity Arbitrage

Last week : 1 Aug : 1.77% YTD : 0.63%

Volatility Arbitrage

Last week : 1 Aug : 0.13% YTD : -0.23%

Multi Strategy

Last week : 1 Aug : 0.12% YTD : 0.50%

NEWS

  • A new AIMA paper zooms in on the CTA industry, highlighting the ability of many CTA funds to produce truly uncorrelated returns which lower volatility in well diversified portfolios. CTA’s are often s...

    25 September, 2017

  • David Stemerman announced that he will wind down his hedge fund Conatus Capital to explore a run for governor of Connecticut. Conatus manages 1.6BUSD and the strategy just became available in UCITS fo...

    21 September, 2017

  • UCITS funds registered net inflows of 174BEUR during the 2nd quarter of 2017. All long-term UCITS (i.e. UCITS excluding money market funds) showed positive inflows of 188BEUR, achieving the highest le...

    19 September, 2017

  • After a tough start to 2017, Macro UCITS strategies began to recover during the summer months. In line with the broader hedge fund market, performance in this category was led by CTA / Managed futures...

    18 September, 2017

  • In its August market overview, Eurekahedge reports that almost all hedge fund strategies gained during the month with CTA/managed futures up 1.27% and macro funds up 1.17%. Emerging markets continued ...

    14 September, 2017

  • German investment firm RP Crest will rename its volatility fund “RP Vega” to “RP Gamma” on 15 September 2017. RP points out that gamma risk is the main risk of strategies that harvest the difference b...

    13 September, 2017

  • AZ Fund Management, the Luxembourg-based asset management branch of Italian group Azimat, has renamed two of its Funds of Funds. The CGM Valor Bond Strategies has been renamed to CGM Alternative Multi...

    12 September, 2017

ARTICLES & RESEARCH

  • What are alternative UCITS and how to invest in them?
    The purpose of this paper is to provide insight in the European Alternative UCITS market. Alternative UCITS are collective investment funds that comply with rather stringent European fund regulation w...
    Read More
  • How to select outperforming Alternative UCITS funds?
    Do outperforming managers exist or are they really just lucky managers who got a fortunate roll of the dice? An upcoming academic publication by Nabil Bouamara (KU Leuven) et al. goes in great depth a...
    Read More

INTERVIEWS