UCITS Alternative Index Down 0.71% in June, Up 1.64% YTD

Jul 1 2015 | 2:14pm ET

The UCITS Alternative Index Blue Chip, which tracks the performance of the largest and most representative absolute return UCITS funds, dropped 0.71% during June, according to new data from Switzerland-based index provider Hedgeanalytics AG.

For the year to date, the index remains up 1.64%, compared to a total return in 2014 of 2.43%. 

In terms of sub-indices, the company’s UAIX series was largely negative, with ten of the twelve components in the red during June, led by -1.92%, -1.83% and -1.60% for UAIX Emerging Markets, UAIX CTA and UAIX Commodities, respectively. The UAIX Macro index was down 1.05% for the month.

On the plus side, UAIX Equity Market Neutral and UAIX FX posted gains of 0.18% and 0.13%, respectively. 

Year to date, all but the UAIX Commodities index (-4.34%) is in positive territory, led by the UAIX Emerging Market (+4.86%). Equity market neutral is up 1.59% YTD, while CTA’s are still up 2.29% for the first half despite a tough second half of the second quarter. Macro and Multi-strat UCITS indices are both up just over 2%.

The UCITS Alternative Index series benchmarks the UCITS absolute return funds universe, tracking the performance of both global and strategy specific UCITS absolute return funds. 

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