Industry Updates

UCITS Alternative Index Global is up +0.87% in February, +2.25% YTD

Tuesday, March 06, 2012

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Opalesque Industry Update - In February, the UCITS Alternative Index Global is up 0.87% while the UCITS Alternative Index Fund of Funds is up 0.99%.

The UCITS Alternative Index Global is up 0.87% in February, continuing its good run since the beginning of the year (up 1.37% in January). The Fund of Funds Index is up 0.99% bringing its year to date performance to 1.17%. For the second time this year, all strategies end the month with gains. Emerging Markets, Commodities and Long/Short Equity are the best performing strategies, up respectively 2.12%, 1.39% and 1.04%. Emerging Markets is also the best YTD performer with a progression of 6.25%. It is followed by Commodities and Long/Short Equity. As in January, CTA and Volatility post moderate gains compared to the other strategies.

The UAI Blue Chip is up 1.49% in February (2.78% YTD), outperforming the UAI Funds of Funds as well as most UAI single strategy benchmarks.

The UAIX indices perform far better than the overall market in February. The UAIX CTA and UAIX Volatility are up 3.41% and 1.75% respectively. On a year to date basis, the UAIX CTA is now up 4.24%, compared to 0.66% for the UAI CTA. The UAIX Long/Short Equity is up 3.81%, compared to 2.75% for the UAI Long/Short Equity. Not surprisingly, UAIX indices are more volatile than their UAI counterparts as they are based on a small number of constituent funds.

The total assets managed by UCITS hedge funds have increased by more than EUR 3 billion this month to reach EUR 120 billion. At the end of February 2012, the UCITS Alternative Index is composed of more than 830 constituent hedge funds and funds of hedge funds. Please find below the monthly performance of the UCITS Alternative Index of February 2012...Full performance table:Source

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