– The UCITS Alternative Blue Chip Index is down -0.19% this week, due mainly to a negative performance of its commodities and CTA constituents following the sharp decline in energy prices. Those strategies account for more than a half of this week’s losses.
– 52% of the funds in the index recorded a negative weekly performance.
– On a month-to-date basis, only 2 strategies (LS Equity and Equity Market Neutral) are positive. Commodities funds (-0.28%) are the worst contributors to the month’s performance, followed by Macro (-0.14%) and CTA (-0.10%) funds.