HFRI-I Liquid Alternative UCITS Indices
The HFRI-I Liquid Alternative UCITS Indices are performance benchmarks comprised of liquid alternative investment strategies compliant with established UCITS guidelines.
HFRI-I Indices
| Index Name | DTD | MTD | YTD | Index Value | Aug 2023 | YTD | LAST 12M | LAST 36M | View Strategies | |
|---|---|---|---|---|---|---|---|---|---|---|
| HFRI-I Liquid Alternative UCITS Index › | 0.0508% | -0.42% | 2.35% | 1294.11 | -0.55% | 2.78% | 3.99% | 1.81% | ||
| HFRI-I Liquid Alternative UCITS Equity Hedge Index › | 0.1137% | -0.90% | 2.64% | 1372.79 | -1.19% | 3.58% | 5.48% | 2.43% | VIEW + | |
| HFRI-I Liquid Alternative UCITS Event Driven Index › | 0.0042% | 0.17% | -1.31% | 1160.36 | 0.68% | -1.48% | -2.79% | 1.55% | VIEW + | |
| HFRI-I Liquid Alternative UCITS Macro Index › | 0.0085% | 0.67% | 3.78% | 1271.51 | 0.28% | 3.10% | 3.60% | 2.91% | VIEW + | |
| HFRI-I Liquid Alternative UCITS Relative Value Index › | -0.0435% | -0.58% | 2.74% | 1263.89 | -0.46% | 3.34% | 5.10% | 1.35% | VIEW + |
HFRI-I Indices - Equity Hedge
| Index Name | DTD | MTD | YTD | Index Value | Aug 2023 | YTD | LAST 12M | LAST 36M | |
|---|---|---|---|---|---|---|---|---|---|
| HFRI-I Liquid Alternative UCITS Equity Hedge Index › | 0.1137% | -0.90% | 2.64% | 1372.79 | -1.19% | 3.58% | 5.48% | 2.43% | |
| HFRI-I Liquid Alternative UCITS EH: Equity Market Neutral Index › | 0.0106% | 0.84% | 1.03% | 1013.32 | 0.34% | 0.19% | 1.95% | 1.69% | |
| HFRI-I Liquid Alternative UCITS EH: Fundamental Growth Index › | -0.0416% | -1.26% | 1.59% | 1045.42 | -1.71% | 2.89% | 4.27% | 0.87% | |
| HFRI-I Liquid Alternative UCITS EH: Fundamental Value Index › | 0.2460% | -0.52% | 3.05% | 1109.61 | -0.98% | 3.59% | 6.49% | 3.02% | |
| HFRI-I Liquid Alternative UCITS EH: Multi-Strategy Index › | 0.1160% | -2.47% | 5.08% | 1074.01 | -2.14% | 7.74% | 9.21% | 5.48% |
HFRI-I Indices - Event Driven
| Index Name | DTD | MTD | YTD | Index Value | Aug 2023 | YTD | LAST 12M | LAST 36M | |
|---|---|---|---|---|---|---|---|---|---|
| HFRI-I Liquid Alternative UCITS Event Driven Index › | 0.0042% | 0.17% | -1.31% | 1160.36 | 0.68% | -1.48% | -2.79% | 1.55% | |
| HFRI-I Liquid Alternative UCITS ED: Merger Arbitrage Index › | 0.0567% | 0.49% | -1.23% | 1087.90 | 1.10% | -1.72% | -2.03% | 2.04% | |
| HFRI-I Liquid Alternative UCITS ED: Multi-Strategy Index › | -0.0600% | -0.22% | -1.41% | 1128.98 | 0.18% | -1.20% | -0.92% | 1.65% |
HFRI-I Indices - Macro
| Index Name | DTD | MTD | YTD | Index Value | Aug 2023 | YTD | LAST 12M | LAST 36M | |
|---|---|---|---|---|---|---|---|---|---|
| HFRI-I Liquid Alternative UCITS Macro Index › | 0.0085% | 0.67% | 3.78% | 1271.51 | 0.28% | 3.10% | 3.60% | 2.91% | |
| HFRI-I Liquid Alternative UCITS Macro: Multi-Strategy Index › | -0.1158% | -0.65% | 2.65% | 1027.26 | 0.97% | 3.33% | 3.55% | -0.13% | |
| HFRI-I Liquid Alternative UCITS Macro: Systematic Diversified Index › | 0.0877% | 1.52% | 4.47% | 1076.87 | -0.17% | 2.90% | 2.89% | 3.66% |
HFRI-I Indices - Relative Value
| Index Name | DTD | MTD | YTD | Index Value | Aug 2023 | YTD | LAST 12M | LAST 36M | |
|---|---|---|---|---|---|---|---|---|---|
| HFRI-I Liquid Alternative UCITS Relative Value Index › | -0.0435% | -0.58% | 2.74% | 1263.89 | -0.46% | 3.34% | 5.10% | 1.35% | |
| HFRI-I Liquid Alternative UCITS RV: Fixed Income-Corporate Index › | -0.2809% | -0.51% | 2.49% | 1118.63 | -0.34% | 3.01% | 4.65% | 0.88% | |
| HFRI-I Liquid Alternative UCITS RV: Fixed Income-Sovereign Index › | 0.0709% | -2.56% | 1.84% | 978.81 | -1.85% | 4.52% | 6.27% | -0.88% | |
| HFRI-I Liquid Alternative UCITS RV: Multi-Strategy Index › | 0.1458% | 0.23% | 3.39% | 1068.74 | 0.05% | 3.15% | 5.05% | 2.66% |
HFRI-I LIQUID ALTERNATIVE UCITS INDICES: MID-SEPTEMBER 2023 PERFORMANCE NOTES
Global financial markets declined through mid-September as interest rates increased and investors positioned for ongoing tension between inflation challenges and a weakening global economy. Technology led global equity market declines, although performance was mixed across sectors with gains seen in Energy. Regional performance was mixed with gains in the UK & Japan offset by declines in Germany and Hong Kong. Interest rates increased with similar increases across all maturities; the US Dollar gained against most currencies. Energy led commodity gains with Oil posting a sharp increase while Natural Gas declined; Silver led Metals declines while Sugar led Agricultural gains.
The HFRI-I Liquid Alternative UCITS Index gained +0.23% through mid-September.
Comments reference performance figures as of September 15th, 2023