UCITS Mixed Arbitrage & Multi-Strategy Index

Live

This index is the median of all Mixed Arbitrage & Multi-Strategy 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
20200.16% (2.35%) (6.08%)2.14%0.65%0.46% (5.13%)
20191.18%0.35%0.58%0.53% (0.94%)1.20%0.46% (0.35%)0.22%0.32%0.67%0.61%4.92%
20180.74% (1.19%) (0.49%)0.24% (0.48%) (0.57%)0.42%0.07%0.03% (2.12%) (0.69%) (0.97%) (4.93%)
20170.27%0.38%0.23%0.18%0.18%1.40%0.70% (0.03%)0.14%0.66% (0.13%)0.38%4.44%
2016 (0.81%) (0.24%)0.19% (3.11%) (0.70%) (0.57%)0.71%0.46% (0.17%) (0.34%) (0.40%)0.86% (4.10%)
20152.07%1.00%0.75% (0.20%)0.02% (1.54%)0.19% (1.85%) (0.50%)0.43%0.28% (0.81%) (0.22%)
2014 (0.26%)1.17% (0.63%)0.02%0.89%0.20%0.15%0.18% (0.03%) (0.17%)1.47%0.23%3.25%
20131.64%0.57%0.82%0.57%0.10% (2.17%)0.77% (0.70%)0.81%1.86%0.72%0.64%5.71%
20122.30%1.49% (1.08%) (0.35%) (1.05%) (0.18%)0.93%0.24%0.40% (0.62%)0.83%0.64%3.55%
20110.19%0.47%0.09%1.00% (0.52%) (0.58%) (0.73%) (1.71%) (0.50%)0.21% (0.47%)0.74% (1.83%)
2010 (0.35%)0.38%1.69%0.74% (0.58%)0.08%0.42%0.88%0.64%0.28% (0.70%)1.24%4.79%
20090.18% (0.17%)0.34%0.73%0.04%0.01%1.23%0.96%1.90% (0.63%)0.79%0.09%5.58%
2008 (1.00%)0.68% (2.10%)0.84% (0.08%) (1.41%) (1.03%)0.70% (2.63%)0.28%0.81%0.01% (4.90%)
20070.40%0.73% (0.42%)1.18%1.16% (0.83%) (0.78%) (1.13%)2.26%0.06% (2.50%)0.95%0.99%

Note: estimates are shown in italics