New York (HedgeCo.Net) – The UCITS Alternative Index Blue Chip is up 0.20% this week. The best performing strategies are Commodities (up 1.19%), Emerging Markets (up 0.98%) and Long/Short Equity (up 0.43%). The strategies posting losses this week are Volatility (-0.67%), Event-Driven (-0.22%) and Fixed Income (-0.03%). On a year to date basis, the Blue Chip Index is up 2.95%. Fixed Income is the best strategy in 2012 with a performance of 5.46%. It is followed by Multi-Strategy and Emerging Markets, with respective performances of 4.79% and 4.73%.
Three UAIX are up this week. The UAIX Commodities performs the best, up 0.42%. Next come the UAIX Long/Short Equity (up 0.35%) and the UAIX Volatility (up 0.17%). On the negative side, the UAIX Fixed Income is down -0.02% and the UAIX CTA is down -2.15%, giving back most of its gains from the last two weeks. So far this year, the UAIX Volatility is up 5.00% and the UAIX Fixed Income is up 4.34%. The other UAIX are all positive.