Industry Updates

UCITS hedge funds down for year after tough June, commodities lone bright spot at +2.08%

Tuesday, July 05, 2011

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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.

Index	June	YTD
UCITS Alternative Index Global	-1.00%	-0.83%
UCITS Alternative Index Fund of Funds	-1.35%	-1.52%
UCITS Alternative Index Commodities	-1.50%	2.08%
UCITS Alternative Index CTA	-0.93%	-2.43%
UCITS Alternative Index Emerging Markets	-1.69%	-2.43%
UCITS Alternative Index Equity Market Neutral	-0.50%	-0.77%
UCITS Alternative Index Event Driven	-1.43%	-0.42%
UCITS Alternative Index Fixed Income	-0.37%	0.15%
UCITS Alternative Index FX	-1.02%	-1.15%
UCITS Alternative Index Long/Short Equity	-1.11%	-0.45%
UCITS Alternative Index Macro	-1.05%	-0.35%
UCITS Alternative Index Multi Strategy	-0.95%	0.29%