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UCITS Alternative Index Global down in June

Thursday, July 05, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is down -0.23% in June bringing its year to date performance to -0.33%. The UCITS Alternative Index Fund of Funds is down -0.77% bringing its yearly performance to -2.39%. 10 out of 11 strategies indices return negative performances this month. The UAI CTA is down -1.69%, while the UAI Commodities and UAI FX are down respectively -0.84% and -0.69%. The only positive strategy this month is Fixed Income, up 0.30%. So far this year, the UAI Fixed Income (up 2.00%) and the UAI Volatility (up 1.32%) are the best performers. The other positive strategies on YTD are Multi-Strategy ( 0.46%) and Emerging Markets ( 0.19%).

The UAI Blue Chip is up 0.01% in June and up 2.07% on YTD. The main positive contributors to the Index performance this month are Multi-Strategy (up 0.58%) and Fixed Income (up 0.49%), while the main detractors are Event-Driven (-1.58%) and CTA (-0.82%).

All UAIX are up in June. The UAIX Volatility is up 1.08%, the UAIX CTA is up 0.72%. As for the other UAIXs, Fixed Income is up 0.37%, while Commodities and Long/Short Equity are up respectively 0.28% and 0.02%. As of June end, the best UAIX performer is Volatility, up 5.42%. It is followed by the UAIX Fixed Income, up 3.70%, and the UAIX CTA, up 1.56%.

The total assets managed by UCITS hedge funds has increased by 3 billion this month to reach EUR 129 billion. At the end of June 2012, the UCITS Alternative Index is composed of 854 constituent hedge funds and funds of hedge funds.

Press release

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