Performance

Managed futures tops UCITS hedge fund performance for 2010

by

Managed futures was the best performing UCITS strategy last year, according to research from the Absolute UCITS database.

Funds running a UCITS managed futures strategy returned a median performance of 7.46% in 2010. This was slightly below the managed futures category in the HedgeFund Intelligence Global Index which returned an estimated median of 8.12% for the full year. In 2009 the UCITS strategy’s median performance was down 1.28%.

Funds that deploy a managed futures strategy in the Absolute UCITS database include: Man AHL Diversity, SEB Asset Selection, Aimhedge and BlueTrend, which was liquidated