05.07.2011 UCITS hedge funds down for year after tough June, commodities lone bright spot at +2.08%
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%

(press release) Source

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