UCITS Equity Market Neutral & Quantitative Strategies Index

Live

This index is the median of all equity market neutral and stat and quant arb UCITS funds in the Absolute UCITS database.

Performance chart
IndexComposite
Statistics

Monthly returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20200.01% (1.28%) (2.79%)1.77%0.63%0.89% (0.84%)
20190.73% (0.26%) (0.03%) (0.33%)0.23% (0.03%)0.16%0.04% (0.58%)0.03%0.40%0.15%0.50%
20180.69% (0.23%)0.21% (0.06%)0.37% (0.59%) (0.12%)0.10% (0.07%) (2.22%) (1.31%) (0.50%) (3.70%)
20170.49% (0.46%)0.27%0.10%0.08% (0.22%)0.38%0.75%0.40%0.76% (0.11%)0.23%2.70%
2016 (0.37%) (0.77%)0.12% (0.12%)0.39% (0.75%)0.39%0.11%0.37% (0.22%) (0.25%) (0.08%) (1.18%)
20150.20%0.35%0.51%0.00%0.11%0.16%0.29%0.25%0.37% (0.18%)0.38%0.84%3.33%
20140.80%0.61% (0.20%) (0.67%)0.10% (0.13%) (0.07%) (0.08%)0.26% (0.05%)0.51%0.78%1.86%
20130.96%0.32%0.77% (0.25%)0.45%1.14%0.99%0.42%0.30%1.15%0.31%0.32%7.09%
20121.05%0.23%0.29% (0.17%) (0.97%) (0.15%)1.00%0.39% (0.01%)0.80%0.44% (0.04%)2.88%
20110.46%0.26%0.51%0.21%0.10% (0.43%) (0.07%) (0.87%)0.00%0.42%0.24%0.08%0.91%
20100.55% (0.13%)0.32%0.23% (0.25%) (0.18%)0.17%0.19%0.25%0.33% (0.08%)0.41%1.82%
20090.63% (0.11%)0.67%0.21%1.05%0.27% (0.55%)0.06%0.34%0.13% (0.35%)0.27%2.64%
20080.84%0.70% (0.14%)0.47%0.57%0.72%0.13%0.54% (1.73%)0.34%0.77%0.27%3.51%
20070.80% (0.03%)0.75%0.17%0.60%0.37%0.43%0.49% (0.02%)0.87% (0.10%)0.38%4.81%

Note: estimates are shown in italics