UCITS Hedge Fund Strategy Index up 1.01% for Feb., 2.10% YTD

Mar 19 2015 | 3:15pm ET

Performance in the UCITS world was positive in February, with the UCITS Hedge Fund Strategy Index gaining 1.01% in February 2015, nearly matching the 1.09% booked in January. Year to date, the broad UCITS HFS Index is up 2.10%, compared to 1.62% gain earned in all of 2014.

Of all funds tracked by the index, 73.96% reported profits in February 2015, and eleven of its twelve strategies were in the green for the month. Top performers were Long/Short Equity (+1.91%), Global Macro (+1.79%) and Event Driven (+1.50%).

The only strategy in the red in February was Currency (-0.08%) which is also now down -0.27% for the year. Year to date, top performers are Global Macro (+3.64%), CTA (+3.56%) and Long/Short Equity (+3.35%). 

The UCITS HFS Index Series is the first index family that tracks all UCITS funds using hedge fund strategies. Compiled by Swiss-based 2n20.com AG, it consists of all UCITS III compliant funds applying absolute return strategies with more than €10 million 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 index is equally weighted and adjusts on a quarterly basis.

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