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