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UCITS Alternative Index Global down 0.49% in March (+1.75% YTD)

Tuesday, April 03, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.49% in March bringing its YTD to 1.75%, while the UCITS Alternative Index Fund of Funds is down -0.80% bringing its YTD to 0.36%. As opposed to the first two months of the year where all strategies posted gains, only one strategy returned positive performance this month - Fixed Income with 0.31% (up1.99% YTD). Worst performing strategies this month are Emerging Markets and CTA returning respectively -1.70% and -1.64%. The other main negative strategies for the month include FX (-0.79%), Commodities (-0.78%) and Macro (-0.64%). On a year to date basis, the Emerging Markets Index still leads the way with 4.44%. It is followed by Long/Short Equity with 2.49% and Event-Driven with 2.17%.

The UAI Blue Chip is up 0.36% in March, bringing its year to date performance to 3.15%.

All UAIX indices achieved positive returns in March except for the UAIX CTA, down -1.50%. The best UAIX this month is the UAIX Long/Short Equity with 0.62%, followed by UAIX Fixed Income ( 0.56%) and UAIX Volatility ( 0.51%). On year to date, UAIX Long/Short Equity is up 4.46%. All UAIX display better results than their UAI counterparts so far this year.

The total assets managed by UCITS hedge funds have increased by 800 million this month to reach EUR 120 billion. At the end of March 2012, the UCITS Alternative Index is composed of 840 constituent hedge funds and funds of hedge funds.

Full index tables: Source

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