UCITS Hedge Fund Index Flat In June

New York (HedgeCo.net) – The UCITS hedge fund alternative Index Blue Chip is flat this week with a performance of 0.0%. So far this month the UAI Blue Chip is down -0.01%, while it is up 2.05% on year to date. Macro (up 0.55%), Fixed Income (up 0.16%) and Emerging Markets (up 0.15%) are the best performing strategies for the week.

The strategies posting the lowest returns are Commodities (-1.14%), CTA (-0.89%) and Volatility (-0.44%). However, due to their small weight in the Index, their combined contribution to performance is only -9bp.

Two UAIX perform positively this week: the UAIX Volaitlity is up 0.58% and the UAIX Fixed Income is up 0.16%. The UAIX CTA is down -0.78%, the UAIX Commodities is down -0.52% and the UAIX Long/Short Equity is down -0.11%. All UAIX are postitive on a YTD basis, with the UAIX Volatility up 5.20% and the UAIX FIxed Income up 3.50%,
Please find below the weekly performance of the UCITS Alternative Index series as of June 20th 2012.

This entry was posted in hedge-fund-research, HedgeCo News. Bookmark the permalink.

Leave a Reply