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UCITS HFS Index breaks negative trend, up +0.97% in July 2012

Monday, August 06, 2012
Opalesque Industry Update - After four negative months in a row the UCITS HFS Index reported a monthly gain of +0.97% for July 2012. The broad index started positively into the month with a first week performance of +0.35%, followed up by gains of +0.15% in week two. While the third week of July marked the best weekly performance of the month with additional gains of +0.51%, the last days of trading showed mixed results: while week four brought the first loss of -0.22%, the last three days of the month nearly nullified that loss with another positive performance of +0.18%. From all funds tracked 74.23% reported profits from a monthly perspective.

From a sub-strategy perspective eleven out of the twelve sub-strategies were positive in July, the best performing being CTA (+3.26%), Fixed Income (+1.24%) and Convertible (+1.18%). While the first two reported gains except for the fourth week of trading, the latter only experienced a slight loss in week two.

With its exceptional monthly performance CTA also turned positive from a year to date perspective and now stands at +0.51% in 2012. Furthermore Credit and Fixed Income remain the only two strategies with back-to-back positive monthly results in 2012 with yearly performances of +5.66% and +4.21%. The only strategy to report a loss for July is Event Driven (-0.17%).

Although it started positive into the month with a first week performance of +0.34%, the gains were eroded week after week, finally turning negative in week four from a monthly viewpoint. From a year to date perspective the broad UCITS HFS Index now stands at +2.01% in 2012.

(press release)

About the UCITS HFS Index
The UCITS HFS Index Series is the first index family that tracks all UCITS funds using hedge fund strategies. The UCITS HFS Index Series includes all UCITS III funds that apply absolute return strategies, have more than 10 Mio. € of assets under management, offer at least weekly liquidity and have reported numbers for more than one month. Index tracking funds, long-only and 130/30 strategies are excluded. The indices are calculated on every Friday and at the end of each month by the index provider AG and are published on the website

Founded in 2009, the Freienbach-based Swiss AG is a financial service provider specialized in internet based services tailored for the hedge fund industry. It launched the first index family for hedge funds in UCITS wrapper – the UCITS HFS Index family – and acts as index provider in this regard. provides institutional investors with information via its databases and newsletters and offers investable products on and licensing of its indices. Corporate website:Source

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