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UCITS HFS hedge fund index gains +0.26% in April, -0.42% YTD

Monday, May 09, 2011
Opalesque Industry Update - The UCITS HFS Index continues its up and down performance in 2011 and reports gains of +0.26% in April. After a positive start into the month with first week gains of +0.36%, the trend was reversed in week two as the UCITS HFS Index reported a loss of -0.42%. The third week of trading was rather quiet from a sub-strategy and thus also from a broad index perspective (+0.05%). But with strong month end performances of CTA, Multi Strategy, Convertible and L/S Equity the broad UCITS HFS Index was able to add gains of +0.27% in the last week of trading, thereby turning positive from a monthly perspective.

From a sub-strategy perspective six out of the eleven strategies reported positive numbers, the biggest winners being CTA (+2.25%), Multi Strategy (+0.79%) and L/S Equity (+0.69%). All three strategies started positively into April and were able finish strongly after losses taken in the middle of the month. CTA in particular finished very strongly and managed to turn positive from a year to date perspective, although just by +0.01%. The biggest losers were Fixed Income (-2.37%), Global Macro (-1.81%) and Currency (-0.41%). Although Global Macro lost throughout the month, the second week of trading was the worst. Fixed Income on the other hand recorded most of its losses right at the beginning of April. From all funds tracked in the broad UCITS HFS Index 72.36% were positive in April. The UCITS HFS Index now stands at -0.42% from a year to date perspective in 2011.

(press release)

About the UCITS HFS Index

The UCITS HFS Index Series is the first index family that tracks all UCITS funds using hedge fund strategies. The UCITS HFS Index Series includes all UCITS III funds that apply absolute return strategies, have more than 10 Mio. € of assets under management, offer at least weekly liquidity and have reported numbers for more than one month. Index tracking funds, long-only and 130/30 strategies are excluded.

The indices are calculated on every 5th, 10th and 15th business day and at the end of each month by the index calculator Structured Solutions AG. The results are published on the website and via the usual vendors.


Founded in 2009, the Freienbach-based Swiss AG is a financial service provider specialized in internet based services tailored for the hedge fund industry. It operates the first transparent secondary market platform for trading hedge funds, providing all measures necessary to help clients to conduct transactions safe and quickly. Furthermore AG launched the first index family for hedge funds in UCITS wrapper and acts as index advisor in this regard.

- FG

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