With the final month’s performance figures of 2010 released by UCITS Alternative Index this week, it was evidently clear that across the board, strategies were well down on 2PARA_BREAK_SENTINEL_9f8e7d6c
With the final month’s performance figures of 2010 released by UCITS Alternative Index this week, it was evidently clear that across the board, strategies were well down on 2009 having had to navigate through some difficult global headwinds. The best returns for December came from the Commodities Index and CTA Index, up 2.73 per cent and 2.66 per cent respectively. Despite positive returns in the last three months of 2010, the Commodities Index was 2010’s worst performing strategy, down 2.10 per cent compared to +5.93 per cent in 2009. Fund of Funds (-0.33 per cent), Equity Market Neutral (-0.55 per cent) and Multi-Strategy (-0.56 per cent) were the other strategies to finish in the red for 2010. CTA ended up completely flat for the year, making just 0.01 per cent. December’s worst performing strategy was FX (down 0.08 per cent), capping off a volatile year which left it just in positive territory at +0.11 per cent. The biggest winners for 2010, by some margin, were Event-Driven (+4.47 per cent) and Fixed Income (+4.15 per cent). In terms of the greatest year-on-year swing, this was seen in the Emerging Markets Index: gains of 3.27 per cent represented a tenfold reduction on ’09, which generated +34.68 per cent returns.
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