Figures for November released by UCITS Alternative Index show that its Alternative Index Global was down 0.21 per cent to leave it at +0.78 per c
Figures for November released by UCITS Alternative Index show that its Alternative Index Global was down 0.21 per cent to leave it at +0.78 per cent YTD. Last month was clearly not one to shout about, with all strategies, bar multi-strategy and commodities, in negative territory. The worst performing strategy was CTA, down 2.01 per cent to leave it -2.58 per cent YTD having only had two positive months in the last eight months. Another bad performer was the FX Index, down 0.50 per cent leaving it just in the black at +0.19 per cent YTD. With respect to the best performing strategies, multi strategy gained 0.05 per cent and commodities gained 0.01 per cent. For the year, Fixed Income (+3.98 per cent) and Event-Driven (+3.55 per cent) are way out in front, with Commodities (-4.70 per cent) very much the laggard. The UCITS HFS Index also had CTA as its worst performing strategy, losing 2.09 per cent, but by contrast the biggest gains came from its HFS Index Currency, up 2.21 per cent for the month.
