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UCITS Alternative Index Global returns 0.14% in August (-0.14% YTD) while UCITS Alternative Index Fund of Funds is down 0.35% (-1.18% YTD)

Monday, September 06, 2010
Opalesque Industry update - In August the UCITS Alternative Index Global is up 0.14% bringing its year to date performance to -0.14% while the Fund of Funds Index is down -0.35% bringing its performance for the year to -1.18%.

The CTA Index and Macro Index achieved the best performance for the month with 0.93% and 0.42% respectively. The Long/Short Equity Index and Equity Market Neutral Index are the worst performing ones with -0.21% and -0.15% respectively for the period.

On a year to date basis the Fixed Income Index is still the best performing sector with 2.98% while the Commodities Index shows the lowest return with -4.90%. At the end of August 2010 the UCITS Alternative Index was made of more than 550 constituent hedge funds and fund of hedge funds.


Index Performance Summary

 

Aug-10

Aug NAV

Jul-10

YTD

2009

Ann rtn

UCITS Alternative Index Global

0.14%

111.81

0.53%

-0.14%

9.27%

2.42%

UCITS Alternative Index Fund of Funds

-0.35%

88.38

-0.35%

-1.18%

1.64%

-4.53%

UCITS Alternative Index Long/Short Equity

-0.21%

97.65

0.99%

-1.12%

10.85%

-0.89%

UCITS Alternative Index Equity Market Neutral

-0.15%

98.63

-0.16%

-1.15%

-0.57%

-0.52%

UCITS Alternative Index Fixed Income

0.24%

106.92

0.68%

2.98%

11.83%

2.54%

UCITS Alternative Index CTA

0.93%

110.11

-0.35%

-1.62%

0.88%

3.68%

UCITS Alternative Index Macro

0.42%

101.84

0.40%

0.37%

9.61%

0.69%

UCITS Alternative Index Multi-Strategy

0.35%

102.05

-0.26%

-2.04%

2.25%

0.76%

UCITS Alternative Index Emerging Markets

0.35%

109.85

1.68%

-0.16%

34.68%

3.59%

UCITS Alternative Index FX

0.20%

101.45

-0.02%

0.68%

1.19%

0.54%

UCITS Alternative Index Commodities

-0.04%

97.51

0.50%

-4.90%

5.93%

-0.94%

UCITS Alternative Index Event-Driven

0.29%

100.29

1.33%

1.98%

4.96%

0.1

The UCITS Alternative Index series is the industry's leading benchmark for the UCITS absolute return funds universe. The series of indices tracks the performance of both global and strategy specific UCITS absolute return funds. NARA Capital is the exclusive Index Agent to the UCITS Alternative Index. www.alternative-ucits.com


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