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UCITS Alternative Index Global down -0.47% in April (1.27% YTD); most single strategy indices negative

Friday, May 04, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.47% in April 2012 bringing its year to date performance to 1.27%, while the UCITS Alternative Index Fund of Funds is down -0.75% bringing its yearly performance to -0.39%. It is the second consecutive negative month for the UAI Global and Funds of Funds Indices.

Except for Volatility ( 0.37%) and CTA which is flat for the month, all single strategy indices are negative. The main negative performers are Macro and Event-Driven, which post losses of -0.73% and -0.71%. On a year to date basis, the Emerging Markets Index is still the best performer with 4.09% despite a negative performance in April (-0.33%). It is followed by Fixed Income with 1.98% and Event-Driven with 1.44%.

The UAI Blue Chip is down -0.60% in April, bringing its year to date performance to 2.75%. The strategies that contribute positively to the Blue Chip Index performance are Fixed Income (2 bp) and Volatility (10 bp), while all other strategies are negative contributors.

All UAIX indices achieved negative returns in April. The worst UAIX performer this month is the UAIX Long/Short Equity with -2.12%, followed by UAIX CTA (-1.62%) and UAIX Commodities (-0.52%). On year to date, all UAIX remain positive with the UAIX returning the best results with 4.13% followed by the UAIX Fixed Income with 3.43%.

The total assets managed by UCITS hedge funds have increased by 3 billion this month to reach EUR 123 billion. At the end of April 2012, the UCITS Alternative Index is composed of 845 constituent hedge funds and funds of hedge funds.

Index Performance Summary - Show Tickers - Download Performance

 

Apr 12

Apr NAV

Mar 12

YTD

2011

Ann rtn

UCITS Alternative Index Global

-0.47%

111.31

-0.49%

1.27%

-3.64%

1.71%

 

UCITS Alternative Index Fund of Funds

-0.75%

84.13

-0.80%

-0.39%

-5.25%

-3.91%

 

UCITS Alternative Index Commodities

-0.66%

102.04

-0.78%

1.21%

0.44%

0.47%

UCITS Alternative Index CTA

0.00%

107.24

-1.64%

-0.99%

-3.24%

1.63%

UCITS Alternative Index Emerging Markets

-0.33%

105.65

-1.70%

4.09%

-10.68%

1.28%

UCITS Alternative Index Equity Market Neutral

-0.66%

95.81

-0.24%

-0.17%

-3.28%

-0.98%

UCITS Alternative Index Event-Driven

-0.71%

101.68

-0.08%

1.44%

-2.45%

0.38%

UCITS Alternative Index Fixed Income

-0.01%

109.38

0.31%

1.98%

-0.80%

2.09%

UCITS Alternative Index FX

-0.52%

96.45

-0.79%

-0.17%

-4.22%

-0.83%

UCITS Alternative Index Long/Short Equity

-0.61%

98.49

-0.25%

1.87%

-4.53%

-0.35%

UCITS Alternative Index Macro

-0.73%

101.30

-0.64%

1.17%

-3.14%

0.30%

UCITS Alternative Index Multi-Strategy

-0.46%

102.40

-0.11%

0.95%

-2.07%

0.55%

UCITS Alternative Index Volatility

0.37%

123.53

-0.27%

0.70%

4.83%

5.00%

UCITS Alternative Index Blue Chip

Index Performance Summary - Download Performance

Last Update: 02.05.2012

 

Weekly Perf

MTD

NAV

Apr 12

YTD

2011

UCITS Alternative Index Blue Chip

0.22%

0.22%

106.94

-0.60%

2.75%

-3.96%

UAIX

Index Performance Summary - Download Performance

Last Update: 02.05.2012

 

Weekly Perf

MTD

NAV

Apr 12

YTD

2011

UAIX Commodities

0.00%

0.00%

120.48

-0.52%

3.16%

0.93%

UAIX CTA

0.74%

0.74%

120.48

-1.62%

1.75%

-3.47%

UAIX Fixed Income

0.10%

0.10%

110.42

-0.02%

3.43%

-0.36%

UAIX Long/Short Equity

0.67%

0.67%

115.89

-2.12%

2.91%

-2.84%

UAIX Volatility

0.15%

0.15%

125.34

-0.25%

4.13%

9.18%


The UCITS Alternative Index series is the industry's leading benchmark for the UCITS hedge funds universe. The series of indices track the performance of both global and strategy specific UCITS hedge funds. Index rules and statistics are accessible on the UCITS Alternative Index website www.ucits-alternative.com. UCITS Alternative Index is a registered trademark. Alix Capital is the exclusive Index Provider to the UCITS Alternative Index.

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