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Lux hedge database feb 2013

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  • 1. LuxHedge S.A. Online Databasewww.luxhedge.com February 2013
  • 2. LuxHedge Database IntroductionAlternative UCITS strategies are attracting more and more investors aroundthe world. Their weight in a typical portfolio is becoming quite significant, notto mention a noticeable growing number of fund of funds managers exposedto these strategies.The lack of visibility on this very specific range of funds has led a majority ofinvestors to invest only in the most known alternative UCITS funds when infact many others are available. Our Database is somehow filling the gap bysensibly improving the information regarding most alternative UCITSstrategies domiciled in Luxembourg. It gives access to all components of morethan 10 sub-indices, which can be easily monitored in terms of performance,volatility while keeping track of their asset size evolution and numbers.There exhaustiveness of the Database will allow the users to screen manyfunds that are yet probably unknown to investors. 1www.luxhedge.com February 2013
  • 3. LuxHedge Database Fund Picking A rigorous and quantitative selection can be successful… Top managers really outperform the indices !!! Perf 2012 Perf 2012 Global 2,96% Global 16,63% Long/Short 4,17% Long/Short 13,26% Equity Market Neutral -0,15% Equity Market Neutral 2,41% Fixed Income 6,17% Fixed Income 12,83%LuxHedge UCITS Indices Top 20 Performers CTA / Managed Futures -2,83% CTA / Managed Futures 0,05% Global Macro 3,86% Global Macro 6,79% Multi-Strategy 3,36% Multi-Strategy 8,18% FoF 1,68% FoF 3,90%The 2012 performances of the LuxHedge Indices encompasses around 400 alternativeUCITS funds but do you really want to know the best of them?LUXHEDGE Database can help you selecting top managers in every alternative strategy. 2 3www.luxhedge.com February 2013
  • 4. LuxHedge Database Fund Picking15% Risk Return view 2012 Return % Top 20 Fixed Income Top 20 Arbitrage Long Short Europe Equity Selection area10% Top 20 Multi-Strategy5% A systematic LuxHedge Fixed Income screening of each Arbitrage LuxHedge LuxHedge UCITS sub- LuxHedge Long Short Europe index can really add Multi-Strategy value over time to any fund selector !0% 1% 4% 6% 2012 Volatility % 3www.luxhedge.com February 2013
  • 5. LuxHedge Database Study The most used alternative UCITS fundsThe LuxHedge FoF UCITS Index currently tracks the average performance of35 funds of alternative UCITS funds domiciled in Luxembourg as of end ofFebruary 2013. We screened the 2011 and 2012 annual reports of each of these35 FoFs, in order to identify all the single funds in which they were invested.We found out that about 10 Luxembourg alternative UCITS funds, evenly splitinto Long/Short funds and CTA funds, were more often included in theseportfolios than any other.We then compared the performance of these 5 Long/Short funds (L/S5) and 5CTA’s (CTA5) with the respective performance of the top performers of eachgroup in our database. 4www.luxhedge.com February 2013
  • 6. LuxHedge Database Long/Short strategy LuxHedge Long/Short UCITS Index Top 5 Performers The L/S5 2011 2012 2011 2012 +9.57% +21.46% -9.34% +10.75% Top Long/Short funds are they really known ??? 5www.luxhedge.com February 2013
  • 7. LuxHedge Database CTA/Managed Futures strategy LuxHedge CTA/Managed Futures UCITS Index Top 5 Performers The CTA5 2011 2012 2011 2012 +7.04% +6.94% -0.65% -1.05% Top CTA’s funds are they really known ??? 6www.luxhedge.com February 2013
  • 8. LuxHedge Database Tools available Various research criteria Looking for a sub-fund, an umbrella, etc Each sub-strategy of the LuxHedge Index - than 1 year, + than 1, 2, 3, 4, 5 years From 1 to 5 years, maximum 1 to 30 % Daily, weekly or bi-weekly From - than 20 to + than 1.000 Millions EUR Performance scale: -10% -5% 0% +5% +10% 7www.luxhedge.com February 2013
  • 9. LuxHedge Database Your research  Various research criteria  Lots of inquiry possibilities  Fast and clear sorted list of sub-funds Your research <= Click on it & see next slide… 8www.luxhedge.com February 2013
  • 10. LuxHedge Database Your result Your result Save your selection Sort by any column Get Key Investors Information  Updated every year  For information only 9www.luxhedge.com February 2013
  • 11. LuxHedge Database Details & Prices Save your selection Sort by any column Account prices: Get Key Investors Information Single user licence 1.995 EUR p.a.  Updated every year Up to 5 users licence 4.995 EUR p.a.  For information only 10www.luxhedge.com February 2013
  • 12. Contact & Website LuxHedge S.A. 370, route de Longwy L-1940 Luxembourg www.luxhedge.comwww.info@luxhedge.com 11www.luxhedge.com February 2013