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UCITS Alternative Index Global up 0.84% in July (+0.50% YTD)

Tuesday, August 07, 2012
Opalesque Industry Update - The UCITS Alternative Index Global is up 0.84% in July bringing its year to date performance to 0.50%, while the UCITS Alternative Index Fund of Funds is up 0.83% bringing its yearly performance to -1.58%. In July, 9 out of 11 strategies indices return positive performances.

The UAI CTA is the best performer, up 2.67%, while the UAI Commodities and UAI Macro are up respectively 2.18% and 1.06%. The only negative strategies this month are Event-Driven and Volatility, down respectively -0.29% and -0.20%. So far this year, the UAI Fixed Income and the UAI Multi-Strategy are the best performers, up respectively 2.67% and 1.49%. The other positive strategies since the beginning of the year are Volatility (up 1.12%), Emerging Markets (up 1.11%), Macro (up 0.91%), FX (up 0.76%) and CTA (up 0.60%).

The UAI Blue Chip is up 0.68% in July and up 2.75% for the year. Fixed Income, Emerging Markets and Multi-Strategy are the main performance contributors.

Three out of five UAIX are up in July. The UAIX CTA is up 3.28%, the UAIX Fixed Income is up 0.66% and the UAIX Long/Short Equity is up 0.56%. The UAIX Commodities is down -0.71% while UAIX Volatility is down -0.59%. As of July end, the best UAIX performer is CTA, up 4.84%. It is followed by the UAIX Volatility, up 4.83%, and the UAIX Fixed Income, up 4.36%.

The total assets managed by UCITS hedge funds have increased by 4 billion this month to reach EUR 133 billion. At the end of July 2012, the UCITS Alternative Index is composed of more than 860 constituent hedge funds and funds of hedge funds. Corporate website: Source

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