Opalesque Industry Update - June happened to be a difficult month for most financial markets and hedge fund strategies. The UCITS Alternative Index Global is down -1.00%, bringing its year to date performance to -0.83% while the Fund of Funds Index is also down -1.35% reaching -1.52% since the beginning of the year. All strategies end the month with a negative performance. Emerging Markets and Commodities are the worst performing strategies with -1.69% and -1.50%. Fixed Income and Event-Driven are the best performing ones with -0.37% and -0.50%. On a year to date basis, the Commodities Index is still the best performer with 2.08%, followed by the Fixed Income Index with 0.95%. The CTA Index is the worst performer since the beginning of the year with -2.43%, followed by the Emerging Markets and FX Indices with both -1.72%.|
Please find below the monthly performance of the UCITS Alternative Index as of June 2011.
(press release) Source