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eu

Alternative UCITS Performance Guide

Issue 4 I April 2012

Independent Quantitative Universe Evaluation 

1050 Single Funds and 120 FoFs

Alternative UCITS Research
1050 Single Funds / 120 FoFs
Analysis on 180 PDF pages
Subscribe for free
www.ucitsfunds.eu
Restricted to Professional Investors
Monthly performance update
Compare Funds
Visual Screening
Peer‐Group Rankings
Various Risk/Return Measures
Industry
New Fund Launches
Industry Overview
Strategy Indices
Cost and Time Efficient
Fund/Manager Information
Direct Link / ISIN for Googling

Spring Effect, Giverny 1890

Claude Monet, 1840 ‐ 1926

Research by

www.ucitsfunds.eu

For European Professional Investors Only

This guide is solely for the attention of institutional, professional, qualified or sophisticated investors and distributors. It is not to be distributed to the general 
public, private customers or retail investors in any jurisdiction whatsoever nor to “US Persons”. 
Moreover, any such investor should be, in the European Union, a “Professional” investor as defined in Directive 2004/39/EC dated 21 April 2004 on markets 
in financial instruments (“MIFID”) or as the case may be in each local regulations and, as far as the offering in Switzerland is concerned, a “Qualified Investor” 
within the meaning of the provisions of the Swiss Collective Investment Schemes Ordinance of 23 June 2006 (CISA), the Swiss Collective Investment Schemes 
Ordinance of 22 November 2006 (CISO) and the FINMA’s Circular 08/8 on Public Offering within the meaning of the legislation on Collective Investment 
Schemes of 20 November 2008. In no event may this material be distributed in the European Union to non “Professional” investors as defined in the MIFID or 
in each local regulation, or in Switzerland to investors who do not comply with the definition of “qualified investors” as defined in the applicable legislation 
and regulation.

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Alternative UCITS Performance Guide
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April 2012
Page 4

 

List of Contents
Page

INTRODUCTION

1. How to Use

Fund information, Data, Rankings

5

FACTS & FIGURES

2. Indices and Charts

Strategy Averages, Other Asset Classes

8

3. Industry Update

Domiciles, Number of Funds, Pricing Frequency

15

FUND LISTINGS

4. All Funds From A to Z 

New fund launches
Single funds
Fund of Funds/Multi‐Manager

21
23
60

PEER‐GROUPS:
DATA & RANKINGS

5. Equity Strategies

Equity Long/Short
Equity Market Neutral
Equity Long‐Bias
Equity Emerging Markets
Event Driven
Fixed Income
ABS
Multi‐Strategy
Multi‐Asset
Convertibles
Alternative Beta
Managed Futures/CTAs
FX Trading
Global Macro
Volatility Trading
Commodities

66
83
90
95
100
103
118
121
126
133
136
139
146
151
156
161

Multi‐ and Single‐Strategy, Indexing‐, Absolute Return

168

6. FI and GTAA Strategies

7. Trading Strategies

8. Fund of Funds/Multi‐Manager
FINAL

9. Strategy Classifications, Disclaimer, Terms & Conditions

179

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Alternative UCITS Performance Guide
For European Professional Investors Only

1. How to Use

1. Alphabetical Fund List
Screen Universe with Performance Charts
Direct Link to Fund Website
Google ISIN Number

2. Peer‐Group Comparison
Monthly Data, Rolling Statistics
Rankings Raw Data and Percentiles

April 2012
Page 5

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 6

Fund information, List of funds A to Z
Data

31.12.2011

Data
NAV data of
Fund #
Report specific fund ID 
number
#

Rolling 12m

Fund Name
Official  fund name .
Occasionally preceeded 
by promoter or platform
name

NAV‐Frequency
Reporting frequency 
(not fund liquidity)
NAV‐ 1st

Fund Name

Manager

Link to Website

1

3.14 Tungsten Long Short Strategy

SEB / Tungsten

2

4Keys Macro Strategy US Fonds

HypoVereinsbank

3

7H Absolute

4

8a+ Gran Paradiso

Sparkling lines
12 month rolling 
performance

CCY
Currency of share class 
(others might be 
available)

Website
Direct link to fund 
documents 

Strategy

CCY ISIN Number

http://sebmasterkag.com

Equity L/S

EUR DE000A0RGTU7

D

Apr 11

Y

www.structuredinvest.lu

Global Macro

EUR LU0381444644

D

Jul 10

Y

Global Wealth Management SA

www.gwmholding.com

Equity L/S

EUR LU0475579685

8a+ Investimenti SGR SpA

www.ottoapiu.it

Equity L/S

EUR IT0004485121

Manager
Fund manager  and/or 
fund promoter

Please note: Missing data
We have NO influence on this. We have a very high rate of around  90% reported  fund NAV 
data. It is the decision of the fund manager/promoter to advise his  fund administrator to first
report fund NAV's to various financial data providers (see list to the right) and second since 
fund launch. From our experience fund managers are not aware of this. Therefore please 
contact them, NOT us. We don't collect any NAV data from the fund manager nor from the 
fund administrator. Our fund report has  only officially distributed NAVs. This guarantees  the 
highest quality.

Strategy
Marketed classification, 
sometimes not congruent

Financial Data Providers
FinancialExpress 
Thomson Reuters Datastream
SIX‐Telekurs 
Morningstar Europe
Interactive Data
Lipper 
VWD
WM Datenservice
Bloomberg

Freq. NAV

UCITS

n/a No data
D

Jun 09

ISIN Number 
Copy/paste => Google  
it!

1st NAV
First reported NAV Date . 
Distributed by the fund 
administrator to various 
financial data service providers
UCITS
Ucits III / IV 
compliant

Y
Y

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 7

Monthly Returns, Yearly Returns, and Risk Measures
Data

31.12.2011

Fund #
Report specific fund ID 
number

Currency

Risk measures (12 month rolling) 
Volatility p.a.,
Sharpe‐Ratio (rf=1%),
Maximum Drawdown, 
Correlation to MSCI World

Averages of Specific Strategy
YTD, Months, This Year ‐1, ‐2, ‐3, 
Vola, Sharpe‐Ratio, Max Drawdown, Correlation
to MSCI World

Returns
YTD, Monthly, This ‐Year‐1, ‐2, ‐3, 

Equity‐
#

Fund Name

CCY Rolling 12m

9

Average All Strategies

1

3.14 Tungsten Long Short Strategy

EUR

2

4Keys Macro Strategy US Fonds

EUR

3

7H Absolute

EUR

4

8a+ Gran Paradiso

EUR

YTD

Jan

Feb

Mar

Apr

May

Jun

Jul

3.01

‐1.20

2.11

8.92

404.6

502.1

4.44

0.46

18.9

0.81

‐2.00

‐0.19

6.15
19.6

1.45

‐7.40

0.91

2.14

0.88

‐1.70

0.17

6.06

2.07

5.07

0.68

3.37

‐1.76

‐3.39

0.11

‐0.04

0.65

0.63

‐0.13

‐0.11

0.31

‐0.74

‐0.65

Aug

Sep

Oct

Nov

Dec

2010

2009

2008

4.80

Vola Sharpe MaxDD Correl.
42.2

22.3
‐0.58

Rolling Returns, and Percentile Rankings
Returns
YTD, 3 Months, 6m, 12m, 
This Year ‐1, ‐2

Fund #
Report specific fund ID 
number

Fund Name

4

Average All Strategies

CCY Rolling 12m

1

3.14 Tungsten Long Short Strategy

EUR

2

4Keys Macro Strategy US Fonds

EUR

3

7H Absolute

EUR

4

8a+ Gran Paradiso

EUR

YTD

3m

6m

12m

2010

3.01

‐2.48

1.61

14.7

4.80

‐1.40

2009

‐4.98

3.90

27.0

‐0.04

‐1.07

‐0.69

2.41

4.80

YTD

1.16

‐4.55

19.6

1.45

‐7.40

0.91

80.0

2.14

0.88

‐1.70

0.17

0.00

6.15

6.06

(12 months)

Percentile rankings

Vola Sharpe MaxDD Eq‐Crl.
9.30

Risk measures 
Peer Group rankings 
Volatility p.a.,
Sharpe‐Ratio,
Max. DD, 
#BEZUG!
Data
Correl. MSCI World

Returns Peer‐Group Rankings
YTD, 3 Months, 6m, 12m, 
This Year ‐1, ‐2

(12 months)

Numbers
#

Peer‐Group Rankings
100 Highest
0 Lowest

Risk measures
(12 month rolling) 
Volatility p.a.,
Sharpe‐Ratio,
Max. DD, 
Correl. MSCI World

3m

6m

12m

0.00

80.0

100.0

66.6

0.00

40.0

2010

2009

Vola Sharpe MaxDD Eq‐Crl.

0.17
‐0.58

33.3

28.6

40.0

100.0

0.00

100.0

0.00

0.00

57.2

66.6

100.0

33.4

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Alternative UCITS Performance Guide
For European Professional Investors Only

2. Indices and Charts

Indices
Charts

April 2012
Page 8

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Alternative UCITS Performance Report

April 2012

For European Professional Investors Only

Indices
Data

31.03.2012

#

Fund Name

Page 9

Returns

Statistics

2012
CCY Rolling 12m

2011

12 months

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sharpe MaxDD Eq‐Crl.

Average Benchmarks

4.72

2.96

2.17

‐0.50

‐1.16

‐1.04

‐0.47

‐3.93

‐3.70

3.52

‐1.41

‐0.16

‐5.99

7.61

18.8

10.2

‐0.57

‐11.6

0.66

MSCI World Net

11.6

5.02

4.88

1.29

‐2.07

‐1.58

‐1.81

‐7.05

‐8.64

10.3

‐2.44

‐0.06

‐5.54

11.8

30.0

21.4

0.07

‐21.5

1.00

MSCI Emerging Markets Net

14.1

11.3

5.99

‐3.33

‐2.62

‐1.54

‐0.44

‐8.94

‐14.6

13.2

‐6.66

‐1.21

‐18.4

18.9

78.5

26.8

‐0.31

‐29.8

0.89

S&P 500

12.6

4.48

4.32

3.29

‐1.13

‐1.67

‐2.03

‐5.43

‐7.03

10.9

‐0.22

1.02

2.11

15.1

26.5

19.8

0.60

‐16.4

0.96

FTSE 100

4.64

2.05

3.91

‐1.32

‐0.95

‐0.40

‐2.13

‐6.62

‐4.74

8.20

‐0.15

1.25

‐2.18

12.6

27.3

22.1

0.10

‐17.4

0.95

DAX

17.8

9.50

6.15

1.32

‐2.94

1.13

‐2.95

‐19.2

‐4.89

11.6

‐0.85

‐3.13

‐14.7

16.1

23.8

31.2

0.05

‐31.1

0.92

Stoxx Europe 50

9.96

5.60

4.36

‐0.22

‐1.87

‐0.85

‐5.83 ‐12.83 ‐5.93

8.48

‐2.34

‐0.28

‐14.4

3.52

28.9

26.8

‐0.45

‐28.3

0.94

CITI World Government Bond Index

‐0.51

1.47

‐0.95

‐1.01

‐0.12

0.21

2.30

2.07

‐1.95

0.54

‐1.51

0.86

6.35

5.17

2.55

5.62

1.10

‐4.20

0.18

HFRX Global Hedge Fund Index

3.02

1.72

1.42

‐0.15

‐1.39

‐1.59

‐0.10

‐3.47

‐2.99

0.81

‐0.86

‐0.42

‐8.87

5.19

13.4

5.11

‐1.53

‐9.78

0.82

938 UCITS All Single Funds

2.24

1.64

1.24

‐0.65

‐0.67

‐1.00

0.03

‐1.80

‐2.18

1.24

‐1.10

‐0.04

‐4.55

5.59

10.1

4.05

‐0.84

‐5.88

0.83

32

6.74

5.61

3.84

‐2.67

‐2.21

‐1.53

0.57

‐6.94

‐8.06

4.26

‐3.52

‐1.35

‐18.0

13.4

63.8

12.1

‐0.99

‐19.2

0.78

UCITS Equity Em. Mkts.

186 UCITS Equity L/S

2.83

1.73

1.31

‐0.23

‐0.60

‐0.93

‐0.82

‐3.28

‐1.77

1.79

‐1.46

‐0.10

‐6.66

5.69

12.4

5.92

‐0.82

‐7.97

0.91

36

UCITS Equity Long‐Bias

10.7

7.36

4.58

‐1.42

‐1.08

‐2.24

‐1.34

‐9.46

‐8.35

7.62

‐4.45

‐0.80

‐19.5

24.9

58.0

18.7

‐0.54

‐23.5

0.89

62

UCITS Equity Mkt. Neutral

0.59

0.30

0.40

‐0.11

‐0.13

‐0.49

‐0.10

‐0.68

‐0.18

‐0.10

‐0.12

‐0.14

‐2.45

1.90

3.13

1.47

‐1.74

‐2.18

0.61

24

UCITS Event Driven

2.89

1.35

1.24

0.27

‐0.51

‐0.75

‐0.58

‐2.33

‐1.32

1.67

‐0.81

‐0.07

‐2.91

4.46

6.14

4.19

‐0.57

‐5.95

0.71

12

UCITS Alternative Beta

1.66

1.77

0.83

‐0.92

‐0.81

‐0.94

0.09

‐2.68

‐1.77

1.29

‐0.38

‐0.06

‐3.61

5.73

9.24

5.35

‐0.54

‐6.01

0.84

66

UCITS Multi‐Asset

2.68

1.99

1.33

‐0.64

‐0.53

‐0.99

‐0.10

‐2.16

‐2.06

1.85

‐1.75

0.64

‐3.75

5.28

11.5

5.19

‐0.39

‐6.09

0.88

20

UCITS Convertibles

8.27

3.70

2.70

1.66

‐0.94

‐1.23

‐1.18

‐3.71

‐3.46

2.91

‐3.00

‐0.18

‐7.71

8.35

30.8

6.68

‐0.58

‐11.3

0.78

2.25

1.31

0.85

0.08

0.23

‐0.44

0.20

‐0.73

‐1.23

1.00

‐1.00

0.40

‐0.92

2.91

8.23

1.85

0.11

‐2.45

0.61

176 UCITS Fixed Income
54

UCITS Multi‐Strategy

1.20

0.78

0.88

‐0.46

‐0.64

‐0.89

0.20

‐0.80

‐0.20

0.08

‐0.63

0.98

‐2.08

3.83

1.61

2.62

‐0.29

‐2.96

0.42

59

UCITS Commodities

2.23

2.85

1.92

‐2.47

‐2.70

‐3.25

2.66

1.10

‐9.68

3.48

‐1.31

‐2.02

‐5.06

11.5

18.4

10.9

‐0.73

‐12.5

0.67

45

UCITS FX Trading

0.58

0.82

0.45

‐0.68

‐1.41

‐0.67

‐0.48

‐1.43

‐0.27

‐0.61

‐0.16

0.18

‐4.27

0.43

0.23

2.02

‐2.34

‐4.70

0.32

43

UCITS Global Macro

2.24

1.28

1.22

‐0.27

‐0.44

‐1.27

0.08

‐1.14

‐1.79

0.64

‐0.48

0.21

‐4.35

2.44

5.61

3.40

‐0.78

‐4.85

0.69

52

UCITS Managed Futures

‐0.66

0.22

0.53

‐1.40

‐2.06

‐1.86

1.22

0.12

‐0.43

‐2.33

‐0.79

0.29

‐4.74

2.47

‐5.76

5.57

‐0.94

‐6.61

‐0.01

56

UCITS Volatility Trading

‐3.05

‐0.80

‐0.09

‐2.18

‐0.33

‐0.04

0.47

1.53

2.23

‐0.94

1.62

0.02

2.11

‐0.36

0.07

4.33

‐0.05

‐4.08

‐0.71

1.43

0.96

0.87

‐0.40

‐0.95

‐1.19

0.38

‐2.50

‐1.19

0.04

‐0.81

‐0.03

‐5.61

3.40

5.95

2.80

‐1.78

‐6.19

0.50

102 UCITS FoFs

Statistics are based on weekly data. Volatility is annualized. Sharpe‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Report

April 2012

For European Professional Investors Only

Indices
Data

31.03.2012

#

Fund Name

Page 10

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sharpe MaxDD Eq‐Crl.

Average Benchmarks

4.72

4.72

6.79

‐2.59

‐5.99

7.61

10.2

‐0.57

‐11.6

0.66

YTD

3m

6m

12m

2011

2010

Vola Sharpe MaxDD Eq‐Crl.

MSCI World Net

11.6

11.6

20.0

0.56

‐5.54

11.8

21.4

0.07

‐21.5

1.00

87.5

87.5

91.6

79.1

37.5

75.0

16.7

MSCI Emerging Markets Net

14.1

14.1

19.1

‐8.80

‐18.4

18.9

26.8

‐0.31

‐29.8

0.89

95.8

95.8

87.5

12.5

4.10

95.8

4.20

66.6

4.10

29.2

S&P 500

12.6

12.6

25.9

8.54

2.11

15.1

19.8

0.60

‐16.4

0.96

91.6

91.6

95.8

100.0

95.8

87.5

20.9

95.8

29.1

4.20

83.3

16.6

0.00

FTSE 100

4.64

4.64

14.5

1.24

‐2.18

12.6

22.1

0.10

‐17.4

0.95

66.6

66.6

79.1

91.6

79.1

79.1

12.5

87.5

25.0

8.40

DAX

17.8

17.8

26.3

‐1.34

‐14.7

16.1

31.2

0.05

‐31.1

0.92

100.0

100.0

100.0

70.8

12.5

91.6

0.00

79.1

0.00

16.7
12.5

Stoxx Europe 50

9.96

9.96

16.2

‐9.44

‐14.4

3.52

26.8

‐0.45

‐28.3

0.94

79.1

79.1

83.3

4.10

16.6

29.1

8.40

58.3

8.30

CITI World Government Bond Index

‐0.51

‐0.51

‐0.63

5.12

6.35

5.17

5.62

1.10

‐4.20

0.18

8.30

8.30

8.30

95.8

100.0

41.6

45.9

100.0

83.3

91.7

HFRX Global Hedge Fund Index

3.02

3.02

2.52

‐6.49

‐8.87

5.19

5.11

‐1.53

‐9.78

0.82

62.5

62.5

41.6

20.8

20.8

45.8

62.5

12.5

41.6

45.9

938 UCITS All Single Funds

2.24

2.24

2.33

‐2.55

‐4.55

5.59

4.05

‐0.84

‐5.88

0.83

37.5

37.5

33.3

41.6

50.0

54.1

75.0

25.0

70.8

41.7

32

6.74

6.74

5.91

‐11.0

‐18.0

13.4

12.1

‐0.99

‐19.2

0.78

70.8

70.8

66.6

0.00

8.30

83.3

29.2

16.6

20.8

54.2

186 UCITS Equity L/S

2.83

2.83

3.04

‐3.72

‐6.66

5.69

5.92

‐0.82

‐7.97

0.91

54.1

54.1

54.1

33.3

29.1

58.3

41.7

29.1

45.8

20.9

36

UCITS Equity Long‐Bias

10.7

10.7

12.9

‐9.05

‐19.5

24.9

18.7

‐0.54

‐23.5

0.89

83.3

83.3

75.0

8.30

0.00

100.0

25.0

54.1

12.5

25.0

62

UCITS Equity Mkt. Neutral

0.59

0.59

0.22

‐1.43

‐2.45

1.90

1.47

‐1.74

‐2.18

0.61

16.6

16.6

16.6

62.5

75.0

8.30

100.0

8.30

100.0

70.9

24

UCITS Event Driven

2.89

2.89

3.69

‐1.42

‐2.91

4.46

4.19

‐0.57

‐5.95

0.71

58.3

58.3

62.5

66.6

70.8

37.5

70.9

45.8

66.6

58.4

12

UCITS Alternative Beta

1.66

1.66

2.52

‐2.45

‐3.61

5.73

5.35

‐0.54

‐6.01

0.84

29.1

29.1

37.5

45.8

66.6

62.5

54.2

50.0

62.5

37.5

UCITS Equity Em. Mkts.

66

UCITS Multi‐Asset

2.68

2.68

3.40

‐1.45

‐3.75

5.28

5.19

‐0.39

‐6.09

0.88

50.0

50.0

58.3

58.3

62.5

50.0

58.4

62.5

58.3

33.4

20

UCITS Convertibles

8.27

8.27

7.88

‐2.42

‐7.71

8.35

6.68

‐0.58

‐11.3

0.78

75.0

75.0

70.8

50.0

25.0

66.6

37.5

41.6

37.5

50.0

2.25

2.25

2.65

1.03

‐0.92

2.91

1.85

0.11

‐2.45

0.61

45.8

45.8

50.0

87.5

87.5

20.8

95.9

91.6

95.8

75.0

176 UCITS Fixed Income
54

UCITS Multi‐Strategy

1.20

1.20

1.63

‐0.09

‐2.08

3.83

2.62

‐0.29

‐2.96

0.42

20.8

20.8

25.0

75.0

83.3

33.3

87.5

70.8

91.6

83.4

59

UCITS Commodities

2.23

2.23

2.29

‐7.63

‐5.06

11.5

10.9

‐0.73

‐12.5

0.67

33.3

33.3

29.1

16.6

41.6

70.8

33.4

37.5

33.3

66.7

45

UCITS FX Trading

0.58

0.58

‐0.01

‐3.46

‐4.27

0.43

2.02

‐2.34

‐4.70

0.32

12.5

12.5

12.5

37.5

58.3

4.10

91.7

0.00

79.1

87.5

43

UCITS Global Macro

2.24

2.24

2.62

‐1.54

‐4.35

2.44

3.40

‐0.78

‐4.85

0.69

41.6

41.6

45.8

54.1

54.1

12.5

79.2

33.3

75.0

62.5

52

UCITS Managed Futures

‐0.66

‐0.66

‐3.47

‐4.06

‐4.74

2.47

5.57

‐0.94

‐6.61

‐0.01

4.10

4.10

0.00

25.0

45.8

16.6

50.0

20.8

50.0

95.9

56

UCITS Volatility Trading

‐3.05

‐3.05

‐2.39

0.88

2.11

‐0.36

4.33

‐0.05

‐4.08

‐0.71

0.00

0.00

4.10

83.3

91.6

0.00

66.7

75.0

87.5

100.0

1.43

1.43

0.61

‐3.86

‐5.61

3.40

2.80

‐1.78

‐6.19

0.50

25.0

25.0

20.8

29.1

33.3

25.0

83.4

4.10

54.1

79.2

102 UCITS FoFs

Statistics are based on weekly data. Volatility is annualized. Sharpe‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 11

Equity Strategies
Data

31. Mrz 2012

UCITS Equity‐Strategies
1.25

1

MSCI World
All Single Funds
0.75

Equity Em. Mkts.
Equity L/S
Equity Long‐Bias
Equity Mkt. Neutral

0.5

Event Driven

31.12.2012

31.12.2011

31.12.2010

31.12.2009

31.12.2008

31.12.2007

0.25

www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 12

FI‐ and GTAA‐Strategies
Data

31. Mrz 2012

UCITS Fixed Income‐ and GTAA‐Strategies
1.25

1

MSCI World
All Single Funds
0.75

Alternative Beta
Multi‐Asset
Convertibles
Fixed Income

0.5

Multi‐Strategy

31.12.2012

31.12.2011

31.12.2010

31.12.2009

31.12.2008

31.12.2007

0.25

www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 13

Trading Strategies
Data

31. Mrz 2012

UCITS Trading Strategies
1.5

1.25

1

MSCI World
All Single Funds
Commodities
FX Trading

0.75

Global Macro
Managed Futures
Volatility Trading
0.5

31.12.2012

31.12.2011

31.12.2010

31.12.2009

31.12.2008

31.12.2007

0.25

www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 14

Fund of Funds
Data

31. Mrz 2012

UCITS Fund of Funds
1.25

1

0.75

MSCI World
All Single Funds
FoFs

0.5

31.12.2012

31.12.2011

31.12.2010

31.12.2009

31.12.2008

31.12.2007

0.25

www.ucitsfunds.eu

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Alternative UCITS Performance Guide
For European Professional Investors Only

3. Industry Update

Funds by Domicile
Funds by Strategy
Single Funds by Strategy
FoFs by Strategy
NAV Reporting Frequency

April 2012
Page 15

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 16

Funds by Domicile
Data

31. Mrz 2012

1176

Number of Funds

Alternative UCITS Funds by Domicile
Luxembourg
50.5%

Austria
Estland
Finland
Malta
0.2%

France
Netherland
0.0%
Spain
1.5%
n/a
0.8%

Liechtenstein
0.7%

Italy
1.0%

Austria
2.6%
Estland
0.1%
Finland
0.3%
France
11.0%

Ireland
19.9%
Great Britain
4.0%

Germany
7.5%

Germany
Great Britain
Ireland
Italy
Liechtenstein
Luxembourg
Malta
Netherland
Spain
n/a

www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 17

Funds by Strategy
Data

31. Mrz 2012

1176

Number of Funds

Alternative UCITS by Strategy
Alternative Beta

15

Commodities

62

Convertibles

22

Equity Em. Mkts.

39

Equity L/S

229

Equity Long‐Bias

41

Equity Mkt. Neutral

71

Event Driven

30

FI ABS

15

Fixed Income

188

FoF / Absolute Ret.

9

FoF / Indexing

8

FoF / Multi‐Strat.

78

FoF / Single‐Strat.

25

FX Trading

52

Global Macro

47

Managed Futures

56

Multi‐Asset

73

Multi‐Strategy

59

Volatility Trading

57
0

50

100

150

200

250
www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 18

Single Funds by Strategy
Data

31. Mrz 2012

1055

Number of Funds

Alternative UCITS Percentage of Single Funds by Strategy
Volatility Trading
5.4%
Multi‐Strategy
5.6%

Alternative Beta
1.4%

Commodities
5.9% Convertibles
2.1%
Equity Em. Mkts.
3.7%

Multi‐Asset
6.9%

Alternative Beta
Commodities
Convertibles
Equity Em. Mkts.
Equity L/S

Managed Futures
5.3%

Equity Long‐Bias
Equity L/S
21.6%

Global Macro
4.5%

Equity Mkt. Neutral
Event Driven
FI ABS
Fixed Income
FX Trading

FX Trading
4.9%

Global Macro
Managed Futures
Multi‐Asset
Equity Long‐Bias
3.9%

Fixed Income
17.8%

FI ABS
1.4%

Event Driven
2.8%

Equity Mkt. Neutral
6.7%

Multi‐Strategy
Volatility Trading

www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 19

FoFs by Strategy
Data

31. Mrz 2012

119

Number of Funds

Alternative UCITS FoFs by Strategy
FoF / Absolute Ret.
7.6%

FoF / Indexing
5.9%

FoF / Single‐Strat.
21.0%

FoF / Indexing
FoF / Multi‐Strat.
FoF / Single‐Strat.
FoF / Absolute Ret.

FoF / Multi‐Strat.
65.5%
www.ucitsfunds.eu

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 20

NAV Reporting Frequency
Data

31. Mrz 2012

1013

Number of NAV Reporting Funds

Alternative UCITS NAV Reporting Frequency

4.2%
Bi‐Weekly
4.6%

45.3%
Weekly
Fund of Funds

11.7%

Single Funds

50.5%
Daily
83.8%

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%
www.ucitsfunds.eu

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Alternative UCITS Performance Guide
For European Professional Investors Only

4. All Funds From A to Z

New Fund Launches

April 2012
Page 21

www.ucitsfunds.eu

Alternative UCITS Performance Report

April 2012

For European Professional Investors Only

Page 22

New Fund Launches
NAV- 1st
#

Date

Fund Name

Manager

Link to Website

Strategy

452
455

01.01.2012

Goldman Sachs - CCI Technology UCITS Fund

GS / CCI

www.gsquartix-funds.com

Equity L/S

n/a

No data

Y

01.01.2012

Goldman Sachs - Javelin Cap Em Mkts Alpha F D£ C

GS / Javelin Capital

www.gsquartix-funds.com

Equity Em. Mkts.

GBP LU0651153792

n/a

No data

Y

456

01.01.2012

Goldmans Sachs - GSI SEG Long Short Ucits Fd I€D

GS /

www.gsquartix-funds.com

Equity L/S

EUR LU0669522319

n/a

No data

Y

860

02.01.2012

Reyl Long/Short Emerging Markets B EUR

Reyl Asset Management

www.reyl-sa.com

Equity Em. Mkts.

EUR LU0705072345

n/a

No data

Y

861

02.01.2012

Reyl Long/Short European Equities B EUR

Reyl Asset Management

www.reyl-sa.com

Equity L/S

EUR LU0705071453

n/a

No data

Y

653

12.01.2012

Merchant Astor Long/Short UCITS Fund

Merchant / Astor AM

www.merchantfundsplc.com

Equity L/S

n/a

No data

Y

664

16.01.2012

MLIS QFS Currency Ucits Fund EUR B

MLIS /QFS

www.merrillinvestfunds.ml.com

FX Trading

EUR LU0690450738

n/a

No data

Y

992

18.01.2012

Threadneedle (Lux) European Absolute Alpha AE EUR

Threadneedle

www.threadneedle.com

Equity L/S

EUR LU0713326832

2W

Jan 12

Y

365

19.01.2012

Eurizon EasyFund - Trend

Eurizon Capital

www.eurizoncapital.com

Managed Futures

EUR LU0719366352

2W

Jan 12

Y

333

20.01.2012

DNB Norway Absolute Return A EUR

DNB Asset Management

www.dnb.no/lu

Equity Mkt. Neutral

EUR LU0719363177

2W

Jan 12

Y

412

23.01.2012

GAM Star Barclays Dynamic Multi-Index Allocation - USD

GAM / Barclays

www.gam.com

Multi-Asset

USD IE00B6VLJM88

n/a

No data

Y

588

24.01.2012

Loys Global L/S

LOYS

www.seb-master-kag.de

Equity L/S

EUR LU0720541993

n/a

No data

Y

873

08.02.2012

Russell OpenWorld Commodities Long Neutral Strategy P USDRussell / Mount Lucas

www.russell.com

Commodities

USD IE00B62DW576

W

Aug 10

Y

874

08.02.2012

Russell OpenWorld Dynamic Assets I EUR

www.russell.com

Multi-Strategy

EUR IE00B6ZQ7N62

2W

Feb 12

Y

208

17.02.2012

BSF Americas Diversified Equity Absolute Return Fund A2 EURBlackRock

www2.blackrock.com

Equity L/S

EUR LU0725892466

n/a

No data

Y

Russell / Mack&Weise

CCY

ISIN Number
n/a

n/a

Freq. NAV

UCITS

71

23.02.2012

Amundi Funds Absolute Volatility Arbitrage Plus - IE Cap

Amundi

www.amundi-funds.com

Volatility Trading

EUR LU0722567194

2W

Jan 12

Y

604

25.02.2012

Lyxor / IKOS Futures Strategy Index Fund I EUR

Lyxor / IKOS

www.lyxor-dimension.com

Managed Futures

EUR IE00B7FN3581

n/a

No data

Y

674

25.02.2012

MontLake Goldwinds Global Macro UCITS Fund EUR Inst A

MontLake / Skyline

www.montlakeucits.com

Global Macro

EUR IE00B53BFS70

n/a

No data

Y

787

25.02.2012

Parvest Multi-Strategy Medium Vol - Classic Share

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Strategy

EUR LU0662593408

2W

Jan 12

Y

855

03.03.2012

RBS CTA Index ETF - USD

RBS Asset Management

www.rbs.com/etfs

Managed Futures

USD LU0653608454

D

Sep 11

Y

1165

03.03.2012

RBS CTA Index ETF - USD

RBS Asset Management

www.rbs.com/etfs

FoF / Indexing

USD LU0653608454

D

Sep 11

Y

556

06.03.2012

KCM Fund - Risk Protect Plus III

Kepler Capital Markets

www.keplercapitalmarkets.com

Volatility Trading

EUR LU0702030577

n/a

No data

Y

633

08.03.2012

Man Commodities Fund I USD

Man Investments

www.maninvestments.com

Commodities

USD IE00B738VD98

n/a

No data

Y

603

13.03.2012

Lyxor / Caxton HAWK Strategy Index Fund I EUR

Lyxor / Caxton

www.lyxor-dimension.com

Managed Futures

EUR IE00B7FN3706

n/a

No data

Y

EUR LU0753416360

n/a

No data

Y

n/a

No data

Y

470

19.03.2012

GSB Equity Market Neutral (UCITS) Fund M EUR

Alpha UCITS / GSB PODIUM ADVISORSwww.alpha-ucits.com

Equity Mkt. Neutral

442

04.04.2012

GLG Financials Alternative

GLG

Equity L/S

www.glgpartners.com

n/a

Statistics are based on weekly data. Volatility is annualized. Sharpe-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

4. All Funds From A to Z

Single Funds A ‐ Z

April 2012
Page 23

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 24

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

1

3.14 Tungsten Long Short Strategy

SEB / Tungsten

http://sebmasterkag.com

Equity L/S

EUR DE000A0RGTU7

D

Apr 11

Y

2

4Keys Macro Strategy US Fonds

Structured Invest S.A. / UniCredit

www.structuredinvest.lu

Equity L/S

EUR LU0381444644

D

Dez 08

Y

3

7H Absolute

Global Wealth Management SA

www.gwmholding.com

Equity L/S

EUR LU0475579685

n/a

No data

Y

4

8a+ Gran Paradiso

8a+ Investimenti SGR SpA

www.ottoapiu.it

Equity L/S

EUR IT0004485121

D

Jun 09

Y

5

8a+ Latemar

8a+ Investimenti SGR SpA

www.ottoapiu.it

Multi-Asset

EUR IT0004168826

D

Mai 07

Y

6

8a+ Matterhorn

8a+ Investimenti SGR SpA

www.ottoapiu.it

Equity L/S

EUR IT0004195944

W

Mrz 07

Y

7

Aberdeen Global IV - Fixed Income Alpha Fund Z2 EUR

Aberdeen Asset

www.aberdeen-asset.com

Fixed Income

EUR LU0350869193

D

Okt 09

Y

8

ABS-Cofonds

Allianz GI

www.allianzglobalinvestors.lu

FI ABS

EUR DE0007957276

D

Jan 04

Y

9

Absolute Insight Credit Fund

Insight Investments

www.insightinvestment.com

Fixed Income

EUR IE00B3CLDN55

W

Mai 10

Y

10

Absolute Insight Currency Fund

Insight Investments

www.insightinvestment.com

FX Trading

GBP IE00B3FMC507

D

Okt 09

Y

11

Absolute Insight Emerging Market Debt Fund

Insight Investments

www.insightinvestment.com

Fixed Income

EUR IE00B1HL8W03

D

Okt 09

Y

12

Absolute Insight UK Equity Market Neutral Fund

Insight Investments

www.insightinvestment.com

Equity Mkt. Neutral

GBP IE00B1HL8S66

D

Mai 09

Y

13

Absolute Return Plus UI

Robert Beer Investment

www.robertbeer.com

Volatility Trading

EUR DE000A0M80V3

D

Jan 08

Y

14

AC Brasilien Inside EUR B

Aquila Capital

www.aquila-capital.de

Equity Em. Mkts.

EUR LU0230996752

D

Feb 06

Y

15

AC Indien Inside EUR B

Aquila Capital

www.aquila-capital.de

Equity Em. Mkts.

EUR LU0230996166

D

Feb 06

Y

16

AC Pharos Evolution Fund - EUR A

Aquila Capital

www.aquila-capital.de

Managed Futures

USD LU0408105103

D

Mrz 09

Y

17

AC Quant - Spectrum Fund A EUR

Aquila Capital

www.aquila-capital.de

Managed Futures

EUR LU0614925856

D

Mai 11

Y

18

AC Risk Parity 12 Fund EUR A

Aquila Capital

www.aquila-capital.de

Multi-Asset

EUR LU0374107992

D

Okt 08

Y

19

AC Risk Parity 7 Fund EUR A

Aquila Capital

www.aquila-capital.de

Multi-Asset

EUR LU0326194015

D

Feb 08

Y

20

AC TRANA Triple Alpha Fonds EUR B

Aquila Capital

www.aquila-capital.de

Equity L/S

EUR LU0308353100

D

Aug 07

Y

21

AC Triple Alpha Asia Fund EUR B

Aquila Capital

www.aquila-capital.de

Equity Em. Mkts.

EUR LU0176967429

D

Jan 04

Y

22

AC Triple Alpha Fixed Income 50 Fund

Aquila Capital

www.aquila-capital.de

Fixed Income

EUR LU0441513677

D

Okt 09

Y

23

ACC Alpha select AMI

AmpegaGerling Investment

www.ampegagerling.de

Equity L/S

EUR DE0007248643

D

Jan 04

Y

24

ACPI Global Fixed Income UCITS Fund EUR B

ACPI Investments

www.acpi.com

Fixed Income

EUR IE00B1FQCF84

D

Okt 10

Y

25

Acropole L/S Convexite

Acropole AM

www.acropole-am.com

Convertibles

EUR FR0010736587

W

Mai 09

Y

26

Acropole Mix Income A

Acropole AM

www.acropole-am.com

Fixed Income

EUR FR0010905679

W

Sep 10

Y

27

Act II Specialist Equities Fund B EUR

Act II Capital

www.laup.lu

Equity L/S

EUR LU0610432923

n/a

No data

Y

28

Advantage FX Systematic

Portfolio Concept

www.portfolio-concept.de

FX Trading

EUR LI0113202530

D

Sep 10

Y

29

Aequam Currencies Fund S1

Aequam Capital

www.aequamcapital.com

FX Trading

EUR FR0010969287

2W

Jan 11

Y

30

AFIM OFP 400

Avenir Finance

www.avenirfinance.fr

Global Macro

EUR FR0010737478

D

Apr 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 25

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

31

Alessia Absolute Return Macro Class I

Alessia

www.alessia.lu

Global Macro

EUR LU0480371433

D

Okt 10

Y

32

Alessia Long/Short Equity I

Alessia

www.alessia.lu

Equity L/S

EUR LU0599710182

n/a

No data

Y

33

Alfred Berg Global Macro Allocation Classic

BNP Paribas / Alfred Berg

www.alfredberg.com

Multi-Asset

SEK

LU0592269327

D

Apr 11

Y

34

Alienor Optimal

Alienor Capital

www.alienorcapital.com

Multi-Asset

EUR FR0007071378

D

Jan 04

Y

35

ALIZEE Q1 EURO Special

Alizee Investment

http://alizee-group.at

Managed Futures

EUR AT0000506233

D

Feb 06

Y

36

Alken Absolute Return Europe K

Alken Asset Management

www.alken-am.com

Equity L/S

EUR LU0592995731

D

Mrz 11

Y

37

Alkimis Capital Ucits

Alkimis SGR S.p.A

www.alkimis.it

Equity L/S

EUR IT0004550882

W

Nov 09

Y

38

Alliance Bernstein AI - Enhanced Alpha Portfolio

Alliance Bernstein

www.alliancebernstein.com

Fixed Income

USD LU0357127983

n/a

No data

Y

39

Alliance Bernstein Europe Flexible Equity A EUR

Alliance Bernstein

www.alliancebernstein.com

Equity L/S

EUR LU0590155247

D

Mrz 11

Y

40

Allianz Commodities Strategy A EUR

Allianz GI

www.allianzgi-b2b.eu

Commodities

EUR LU0353377335

D

Mai 08

Y

41

Allianz Long Short Commodities I

Allianz GI / risklab

www.allianzgi.fr

Commodities

EUR FR0010483693

D

Jun 07

Y

42

Allianz PIMCO Global ABS Fund - I - EUR

Allianz GI

www.allianzgi-b2b.eu

FI ABS

EUR LU0263904194

D

Jan 07

Y

43

Allianz RCM Commodities - I - EUR

Allianz GI

www.allianzgi-b2b.eu

Commodities

EUR LU0542501423

D

Okt 10

Y

44

Allianz RCM Currency Strategies I EUR

Allianz GI

www.allianzgi-b2b.eu

FX Trading

EUR LU0431815132

n/a

No data

Y

45

Allianz RCM Discovery Europe Strategy - A - EUR

Allianz GI

www.allianzgi-b2b.eu

Equity Mkt. Neutral

EUR LU0384022694

W

Nov 09

Y

46

Allianz RCM Dynamic Multi Asset Plus - A (H-EUR) - EUR

Allianz GI

www.allianzgi-b2b.eu

Multi-Asset

EUR LU0342683553

D

Dez 07

Y

47

Allianz RCM Renminbi Fixed Income A H2 EUR

Allianz GI

www.allianzgi-b2b.eu

Fixed Income

EUR LU0631905352

D

Jun 11

Y

48

Allianz RCM Systematic Multi Strategy - AT - EUR

Allianz GI

www.allianzgi-b2b.eu

Managed Futures

EUR LU0310774517

D

Jul 10

Y

49

Allianz Short Term Fixed Income Fund - P - EUR

Allianz GI

www.allianzgi-b2b.eu

FI ABS

EUR LU0205268401

D

Nov 04

Y

50

Allianz Structured Alpha Strategy I EUR

Allianz GI

www.allianzgi-b2b.eu

Volatility Trading

EUR LU0527948110

W

Sep 10

Y

51

Allianz Volatility Strategy - P- EUR

Allianz GI

www.allianzgi-b2b.eu

Volatility Trading

EUR LU0417273223

D

Mai 10

Y

52

Alpha Centauri Scorpius I

Alpha Centauri

www.alpha-centauri.com

Multi-Strategy

EUR LU0592173990

D

Apr 11

Y

53

Alpha Centauri Sirius I

Alpha Centauri

www.alpha-centauri.com

Multi-Strategy

EUR LU0592173560

D

Apr 11

Y

54

Alpha Centauri Strategie UI

Alpha Centauri

www.alpha-centauri.com

Equity L/S

EUR DE000A0HF4Q9

D

Jan 06

Y

55

Alpha Plus Rentabilidad Absoluta FI

Alpha Plus Gestora SGIIC

www.alphaplus.es

Multi-Asset

EUR ES0108702004

W

Jul 10

Y

56

Alphaport Blue Rock - Class A EUR

Alphaport Asset Management

http://alphaport-am.com

Equity L/S

EUR FR0010702142

W

Jul 09

Y

57

Alternative White Tiger Asia I USD

Chirin Absolute Alpha Ltd

www.springcapitalpartners.com

Equity Em. Mkts.

USD IE00B3D2S108

n/a

Mrz 09

Y

58

Altex UCITS P/E FX Conservative A EUR

Andbanc Asset Management

www.altexpartners.com

FX Trading

EUR LU0551424590

n/a

No data

Y

59

Amandea MK - Hybrid

Amandea

www.amandea.com

Managed Futures

EUR LU0466453320

D

Jan 10

Y

60

Amandea MK - Intrayday A

Amandea

www.amandea.com

Managed Futures

EUR LU0559456917

D

Feb 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 26

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

61

AMC Forex Alpha

BCV

www.bcv.ch

FX Trading

CHF LU0361554347

D

Jun 09

Y

62

Amundi Arbitrage Credit

Amundi

www.amundi-funds.com

Fixed Income

EUR FR0010700161

D

Jan 04

Y

63

Amundi Arbitrage Volatilité C

Amundi

www.amundi-funds.com

Volatility Trading

EUR FR0000448466

D

Jan 04

Y

64

Amundi Dynarbitrage Actions I

Amundi

www.amundi-funds.com

Equity Mkt. Neutral

EUR FR0010233254

D

Okt 05

Y

65

Amundi Dynarbitrage International EUR

Amundi

www.amundi-funds.com

Multi-Asset

EUR FR0010003202

D

Jan 04

Y

66

Amundi Funds Absolute Forex AE C

Amundi

www.amundi-funds.com

FX Trading

EUR LU0568619638

D

Jun 11

Y

67

Amundi Funds Absolute Statistical Arbitrage - AE C

Amundi

www.amundi-funds.com

Equity Mkt. Neutral

EUR LU0401972657

D

Jul 09

Y

68

Amundi Funds Absolute VAR 2 - AE C

Amundi

www.amundi-funds.com

Fixed Income

EUR LU0210817283

D

Apr 05

Y

69

Amundi Funds Absolute VAR 4 - AE C

Amundi

www.amundi-funds.com

Fixed Income

EUR LU0210819578

D

Apr 05

Y

70

Amundi Funds Absolute Volatility Arbitrage - IE C

Amundi

www.amundi-funds.com

Volatility Trading

EUR LU0228161443

D

Okt 05

Y

71

Amundi Funds Absolute Volatility Arbitrage Plus - IE Cap

Amundi

www.amundi-funds.com

Volatility Trading

EUR LU0722567194

2W

Jan 12

Y

72

Amundi Funds Absolute Volatility Euro Equities - AE C

Amundi

www.amundi-funds.com

Volatility Trading

EUR LU0272941971

D

Nov 06

Y

73

Amundi Funds Absolute Volatility World Equities - AHE (C)

Amundi

www.amundi-funds.com

Volatility Trading

EUR LU0442406889

D

Mrz 10

Y

74

Amundi Funds Absolute Yield - AE C

Amundi

www.amundi-funds.com

Fixed Income

EUR LU0272945378

D

Dez 06

Y

75

Amundi Funds Multimanagers L/S Equity AC

Amundi

www.amundi-funds.com

Equity L/S

EUR LU0487547670

2W

Mrz 10

Y

76

Amundi Volatilite Actions Euro

Amundi

www.amundi-funds.com

Volatility Trading

EUR FR0010259937

D

Jan 06

Y

77

Antecedo CIS Strategic Invest

Antecedo

www.antecedo.eu

Volatility Trading

EUR DE000A0YJL93

D

Aug 10

Y

78

Antecedo Independent Invest A

Antecedo

www.antecedo.eu

Volatility Trading

EUR DE000A0RAD42

D

Feb 09

Y

79

APM Aktienfonds Deutschland Spezial I VT

Knoesel & Ronge Vermögensverwaltung
www.absolutepm.at

Event Driven

EUR AT0000A0J8X0

W

Jun 10

Y

80

APM Gold & Resources Fund Inst. VT

Absolute Portfolio Management

www.absolutepm.at

Equity L/S

EUR AT0000A0J8T8

D

Jun 10

Y

81

Aramea Absolute Return

Aramea Asset Management AG

www.aramea-ag.de

Multi-Asset

EUR DE000A0RHG83

D

Okt 09

Y

82

ARIAD Global Futures UI Anteilsklasse I

ARIAD AM

www.ariad.de

Managed Futures

EUR DE000A0RGT48

D

Sep 09

Y

83

ARN Newly Industrialised Economies Fund UCITS

ARN Investment Partners

n/a

Equity Em. Mkts.

USD LU0522725133

D

Okt 10

Y

84

Artemis Strategic Assets Fund I Acc

Artemis

www.artemisonline.co.uk

Multi-Asset

GBP GB00B3VDD431

D

Mai 09

Y

85

Ascensio II Absolute Return Bond Fund

3 Banken Generali

www.3bg.at

Fixed Income

EUR AT0000766357

D

Jan 04

Y

86

Aspect Diversified Trends EUR I

Aspect Capital Limited

www.aspectcapital.com

Managed Futures

EUR IE00B3Q12S92

D

Feb 11

Y

87

Assenagon Alpha Volatility (P)

Assenagon

www.assenagon.com

Volatility Trading

EUR LU0575268312

D

Feb 11

Y

88

Assenagon Credit Basis II (P)

Assenagon

www.assenagon.com

Fixed Income

EUR LU0462885483

D

Jan 10

N

89

Assenagon Credit Debt Capital I

Assenagon

www.assenagon.com

Fixed Income

EUR LU0644384843

D

Sep 11

Y

90

Assenagon Global Opportunities (I)

Assenagon

www.assenagon.com

Multi-Asset

EUR LU0516893301

D

Aug 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 27

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

91

Assenagon Trend EM 75 (P)

Assenagon

www.assenagon.com

Equity Em. Mkts.

EUR LU0506256485

D

Jul 10

Y

92

Assenagon Trend Sektor (P)

Assenagon

www.assenagon.com

Multi-Asset

EUR LU0475770987

D

Mai 10

Y

93

Assenagon Vermögensbildung Accretion (G)

Assenagon

www.assenagon.com

Multi-Asset

EUR LU0366623014

D

Jun 10

Y

94

Athena UI

Conservative Concept

www.ccpm.de

Volatility Trading

EUR DE000A0Q2SF3

D

Jun 08

Y

95

Atlantis New China Fortune Fund

Atlantis Investment Management

www.atlantis-investment.com

Equity Em. Mkts.

USD IE00B3Q7QR44

D

Mai 09

Y

96

Atlas Capital Cartera Dinámica

Atlas Capital

www.atlascapital.es

Equity Mkt. Neutral

EUR ES0111127009

n/a

No data

Y

97

Auriga Investors - Global Bond B Cap

Auriga Securities SV

www.aurigasv.com

Fixed Income

EUR LU0463175728

n/a

No data

Y

98

Auriga Investors - M2T Multi-Strategy B Cap

Auriga Securities SV

www.aurigasv.com

Managed Futures

EUR LU0463175306

n/a

No data

Y

99

Aurora Multistrategy

HSBC Trinkaus

www.hsbctrinkaus.lu

Multi-Strategy

EUR LU0382148293

W

Dez 10

Y

100

Avaron Emerging Europe Fund

Avaron

www.avaron.com

Equity Em. Mkts.

EUR EE3600102901

n/a

No data

Y

101

Aviva Investors - Global Convertibles Fund A

Aviva Investors

www.avivainvestors.com

Convertibles

USD LU0274938744

D

Dez 06

Y

102

Aviva Investors - Index Opportunities Fund A

Aviva Investors

www.avivainvestors.com

Equity Mkt. Neutral

EUR LU0469930712

D

Mai 10

Y

103

Aviva Investors - Index Opportunities High Alpha Fund

Aviva Investors

www.avivainvestors.com

Equity Mkt. Neutral

EUR LU0596539543

D

Mai 11

Y

104

Aviva Investors Commodity Alpha Fund USD C

Aviva Investors

www.avivainvestors.com

Commodities

USD LU0649527909

n/a

No data

Y

105

Aviva Investors SICAV - Absolute T250 Bond Fund - B

Aviva Investors

www.avivainvestors.com

Fixed Income

EUR LU0424938057

D

Okt 09

Y

106

Aviva Investors SICAV - Absolute TAA 5 Fund - A

Aviva Investors

www.avivainvestors.com

Global Macro

EUR LU0330654855

D

Mai 08

Y

107

Aviva Investors SICAV - Absolute TAA EUR Hedge I

Aviva Investors

www.avivainvestors.com

Global Macro

EUR LU0280556928

D

Aug 07

Y

108

Aviva Investors Sustainable Future Pan-European Absolute Return
Aviva Fund
Investors
I EUR

www.avivainvestors.com

Equity L/S

EUR LU0434056676

D

Okt 09

Y

109

Aviva Investors UK Absolute Return SC I

Aviva Investors

www.avivainvestors.com

Equity L/S

GBP GB00B62WHM65

D

Okt 09

Y

110

AXA IM Alpha Credit I Acc

AXA IM

www.axa-im.com

Fixed Income

EUR FR0010117523

D

Jan 05

Y

111

AXA IM Alpha Euro Bonds C Acc

AXA IM

www.axa-im.com

Fixed Income

EUR FR0000992992

W

Jan 04

Y

112

AXA World Funds - Portable Alpha Absolute IC

AXA IM

www.axa-im.com

Multi-Strategy

EUR LU0266021228

D

Jan 07

Y

113

AXA World Funds Optimal Absolute F

AXA IM

www.axa-im.com

Multi-Strategy

EUR LU0645149385

D

Jul 11

Y

114

AZ Fund 1 Cat Bond Fund A

Azimut

www.azfund.com

Fixed Income

EUR LU0686437087

n/a

No data

Y

115

AZ Fund 1 Formula Absolute A

Azimut

www.azfund.com

Multi-Strategy

EUR LU0383483962

W

Jan 10

Y

116

AZ Fund 1 Formula Commodity Trading

Azimut

www.azfund.com

Commodities

EUR LU0499090396

D

Apr 10

Y

117

AZ Fund 1 Formula Macro Trading A

Azimut

www.azfund.com

Global Macro

EUR LU0409725958

D

Jan 09

Y

118

Bache Global Series I EUR

Bache Commodities Ltd

www.bache.com

Commodities

EUR LU0294914964

D

Nov 10

Y

119

Banif Ibéria FI

Banif Investment Bank

www.banifib.com

Equity L/S

EUR PTBNDKHM0004

n/a

No data

Y

120

Bankhaus Donner Best-of-Two alpha turbo

Donner & Reuschel

www.donner-reuschel.de

Multi-Strategy

EUR DE000A0NEKN5

D

Dez 08

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 28

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

121

Bankhaus Donner Devisen

Donner & Reuschel

www.donner-reuschel.de

FX Trading

EUR DE0005321467

D

Mrz 07

Y

122

Bankhaus Donner Worst-of-Two alpha

Donner & Reuschel

www.donner-reuschel.de

Multi-Asset

EUR DE000A0NEKP0

D

Dez 08

Y

123

Bankinter Kilimanjaro FI

Bankinter Gestión

www.bankinter.com

Multi-Strategy

EUR ES0113550034

D

Sep 05

Y

124

Bankinter Long Short FI

Bankinter Gestión

www.bankinter.com

Equity L/S

EUR ES0115156038

D

Mrz 04

Y

125

Bantleon Dynamic IA

Bantleon Invest

www.bantleon.com

Fixed Income

EUR LU0117465517

D

Jan 04

Y

126

Bantleon Opportunities L - IT

Bantleon Invest

www.bantleon.com

Multi-Asset

EUR LU0337414568

D

Jun 09

Y

127

Bantleon Opportunities S - IT

Bantleon Invest

www.bantleon.com

Multi-Asset

EUR LU0337413834

D

Jun 09

Y

128

Bantleon Trend IA

Bantleon Invest

www.bantleon.com

Fixed Income

EUR LU0150854106

D

Jan 04

Y

129

Barclays CAR Long/Short D EUR

Barclays Captial

www.barcap.com

Global Macro

EUR MT0000074667

D

Apr 08

Y

130

Barclays ComBATS B

Barclays Captial

www.barcap.com

Commodities

EUR LU0571660611

D

Mai 11

Y

131

Barclays CORALS Index B EUR

Barclays Captial

www.barcap.com

Commodities

EUR LU0339918863

n/a

No data

Y

132

Barclays Emeralds Fund

Barclays Captial

www.barcap.com

Equity L/S

USD IE00B56P7V39

n/a

Sep 10

Y

133

Barclays Euro Equity Market Neutral D1

Barclays Captial

www.barcap.com

Equity Mkt. Neutral

EUR LU0450749949

n/a

No data

Y

134

Barclays Euro Mid Term Vol B

Barclays Captial

www.barcap.com

Volatility Trading

EUR LU0580296456

D

Mai 11

Y

135

Barclays FX Elements Fund

Barclays Captial

www.barcap.com

FX Trading

GBP IE00B431ZP74

D

Okt 10

Y

136

Barclays Hedge Fund Replicator Fund

Barclays Captial

www.barcap.com

Alternative Beta

USD LU0533757745

n/a

No data

Y

137

Barclays HFRX Opportunity Fund

Barclays Captial

www.barcap.com

Alternative Beta

n/a

No data

Y

138

Barclays RADAR E Class

Barclays Captial

www.barcap.com

Multi-Asset

GBP IE00B4WX2B93

D

Mrz 10

Y

139

Barclays Target Alpha Program 4 EUR G

Barclays Captial

www.barcap.com

Fixed Income

EUR MT0000076217

n/a

No data

Y

140

Barclays World Tactical Opportunity Strategy F EUR

Barclays Captial

www.barcap.com

Multi-Asset

EUR LU0574480322

D

Jul 11

Y

141

Baring Absolute Return Global Bond Trust - Class A

Barings

www.barings.com

Fixed Income

GBP GB0034344910

D

Mrz 04

Y

142

BayernInvest Alpha Opportunity Plus Fonds

BayernInvest / Contrarian AM

www.bayerninvest.de

Equity L/S

EUR DE000A0M8G00

D

Mrz 08

Y

143

BayernInvest Alpha Select Plus Fund

BayernInvest

www.bayerninvest.de

Equity Mkt. Neutral

EUR DE000A0MMM26

D

Nov 07

Y

144

BayernInvest Bond Global Select Fonds

BayernInvest / Quaesta Capital

www.bayerninvest.de

Fixed Income

EUR DE000A0YF280

D

Okt 10

Y

145

BayernInvest Dynamic Alpha-Fonds

BayernInvest

www.bayerninvest.de

Fixed Income

EUR DE000A0YF207

D

Mai 10

Y

146

BayernInvest FX-Alpha-Fonds

BayernInvest

www.bayerninvest.de

FX Trading

EUR DE000A0X80N7

W

Feb 10

Y

147

BayernInvest Multinational Alpha Plus-Fonds

BayernInvest

www.bayerninvest.de

Multi-Asset

EUR DE000A0MMM83

D

Jan 08

Y

148

BayernInvest Rendite Dynamic Inst AL EUR

BayernInvest

www.bayerninvest.de

Fixed Income

EUR LU0271501875

D

Dez 06

Y

149

BayernInvest Renten Plus-Fonds

BayernInvest / VIP Value Invest

www.bayerninvest.de

Fixed Income

EUR DE000A0JK7N0

D

Jan 07

Y

150

BayernInvest Short Term ABS-Fonds (Closed)

BayernInvest

www.bayerninvest.de

FI ABS

EUR DE000A0B5LU7

D

Mai 05

Y

n/a

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 29

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

151

BBVA & Partners Ahorro Dinamico

BBVA & Partners AI

www.bbva.com

Equity L/S

EUR LU0279747595

D

Dez 10

Y

152

BBVA & Partners Augustus

BBVA & Partners AI

www.bbva.com

Equity Long-Bias

EUR LU0279747918

D

Dez 10

Y

153

BBVA & Partners Dynamic

BBVA & Partners AI

www.bbva.com

Equity L/S

EUR LU0279748213

D

Dez 10

Y

154

BBVA & Partners European Absolute Return A

BBVA & Partners AI

www.bbva.com

Equity L/S

EUR LU0182985381

D

Apr 04

Y

155

BBVA Durbana IF & Partners Dynamic

BBVA & Partners AI

www.bbva.com

Multi-Asset

EUR LU0279748213

D

Dez 10

Y

156

BCV Cluster Equity Alpha - Class I EUR

BCV

www.bcv.ch

Equity L/S

EUR LU0440307642

W

Aug 09

Y

157

BCV Cluster Equity Opportunity - Class I CHF

BCV

www.bcv.ch

Equity L/S

CHF LU0440307485

W

Aug 09

Y

158

BCV DIAPOSAN Commodity Systematic Alpha A CHF

BCV / Diaposan

www.bcv.ch

Commodities

CHF CH0113585829

W

Jun 10

N

159

BDL Rempart Europe

BDL Capital Management

www.bdlcm.com

Equity L/S

EUR FR0010174144

W

Sep 05

Y

160

BDT Invest Asian Focus Fund - Class A USD

BDT Invest

www.bdtinvest.com

Equity Long-Bias

USD IE0030254209

D

Jan 04

Y

161

BDT Invest Oriental Focus Fund - Class A EUR

BDT Invest

www.bdtinvest.com

Equity Long-Bias

EUR IE00B02H5926

D

Dez 04

Y

162

Belgravia Beta SICAV

Belgravia Capital

www.belgraviacapital.es

Equity L/S

EUR ES0133496036

D

Jul 06

Y

163

Belgravia Delta SICAV

Belgravia Capital

www.belgraviacapital.es

Equity Mkt. Neutral

EUR ES0133493033

D

Jul 06

Y

164

Bellevue Funds (Lux) BB Global Macro I EUR

Bellevue

www.bellevue.ch

Global Macro

EUR LU0494762056

D

Apr 10

Y

165

Berenberg Currency Alpha UI - I

Berenberg Bank

www.berenberg.de

FX Trading

EUR DE000A0RGXQ7

D

Sep 09

Y

166

Berenberg Duration Protect Anteilklasse I

Berenberg Bank

www.berenberg.de

Fixed Income

EUR DE000A1CZUE9

D

Jun 10

Y

167

Berenberg DyMacs Equity Market Neutral UI I

Berenberg Bank

www.berenberg.de

Equity Mkt. Neutral

EUR DE000A0YKM65

D

Mrz 10

Y

168

Berenberg DyMacs Fixed Market Neutral UI I

Berenberg Bank

www.berenberg.de

Fixed Income

EUR DE000A0YFRB9

D

Feb 10

Y

169

Berenberg Equity Alpha Anteilsklasse I

Berenberg Bank

www.berenberg.de

Equity L/S

EUR DE000A1CZUG4

D

Jul 10

Y

170

Berenberg Equity Protect Anteilklasse I

Berenberg Bank

www.berenberg.de

Equity L/S

EUR DE000A1CZUJ8

D

Jun 10

Y

171

Berenberg Fixed Income Alpha Anteilklasse I

Berenberg Bank

www.berenberg.de

Fixed Income

EUR DE000A1C0UC5

D

Jul 10

Y

172

Berenberg Funds V Currency Alpha Sterling AK B

Berenberg Bank

www.berenberg.de

Managed Futures

GBP LU0346407694

D

Jun 10

Y

173

Berenberg High Discount Portfolio UI

Berenberg Bank

www.berenberg.de

Volatility Trading

EUR DE000A0LBSZ2

D

Mrz 07

Y

174

Berenberg Select Range UI

Berenberg Bank

www.berenberg.de

Volatility Trading

EUR DE000A0YCKV9

D

Feb 10

Y

175

Berenberg Select Trade UI

Berenberg Bank

www.berenberg.de

Multi-Asset

EUR DE000A0Q8A31

D

Nov 08

Y

176

Beta Opportunities UI

Vescore

www.vescore.com

Multi-Asset

EUR DE000A1JLRB6

2W

Jan 12

Y

177

BHW Lazard Short Term Plus

BHW / Lazard AM

www.lazardnet.com

FI ABS

EUR DE0008006297

2W

Jan 04

Y

178

Blackrock Absolute Return Bond - Class P

BlackRock

www2.blackrock.com

Fixed Income

GBP GB00B5LVV365

W

Okt 11

Y

179

Blackrock UK Absolute Alpha Fund - Class P

BlackRock

www2.blackrock.com

Equity L/S

GBP GB00B11V7T69

D

Apr 06

Y

180

Blue Rock B

Alphaport Asset Management

www.alphaport-am.com

Equity Mkt. Neutral

EUR FR0010723395

W

Jul 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 30

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

181

BlueBay Emerging Market Absolute Return Bond Fund

BlueBay Asset Management

www.bluebayinvest.com

Fixed Income

USD LU0528846917

n/a

Okt 11

Y

182

BN & P Abaris - Absolute Return Equity R

BN & Partner

www.bnpartner.com

Equity L/S

EUR LU0386282320

n/a

Jul 10

Y

183

BNP Paribas - Euro Long Vol P

BNP Paribas IP

www.bnpparibas-am.com

Volatility Trading

EUR FR0010565424

D

Apr 08

Y

184

BNP Paribas L1 - Absolute Return Growth C - EUR

BNP Paribas IP

www.bnpparibas-am.com

Multi-Asset

EUR LU0161140149

D

Jan 04

Y

185

BNP Paribas L1 - Absolute Return Stability C - EUR

BNP Paribas IP

www.bnpparibas-am.com

Fixed Income

EUR LU0161138671

D

Jan 04

Y

186

BNP Paribas L1 - World Commodities C

BNP Paribas IP

www.bnpparibas-am.com

Commodities

USD LU0225185429

D

Mrz 06

Y

187

BNP Paribas L1 - World Currency C - EUR

BNP Paribas IP

www.bnpparibas-am.com

FX Trading

EUR LU0377060354

n/a

Mrz 07

Y

188

BNP Paribas L1 - World Volatility C - EUR

BNP Paribas IP

www.bnpparibas-am.com

Volatility Trading

EUR LU0424553773

D

Jul 10

Y

189

BNP PARIBAS L1 V350 Classics Share

BNP Paribas IP

www.bnpparibas-ip.com

Fixed Income

EUR LU0429159980

D

Jul 09

Y

190

BNY Mellon Absolute Return Equity Fund R Hedg EUR

BNY Mellon

www.bnymellonam.com

Equity L/S

EUR IE00B3T5WH77

D

Feb 11

Y

191

BNY Mellon Brazil Equity Fund - Class A

BNY Mellon

www.bnymellonam.com

Equity L/S

EUR IE00B23S7K36

D

Okt 07

Y

192

BNY Mellon Evolution Currency Option Fund - Class P EUR

BNY Mellon

www.bnymellonam.com

FX Trading

EUR IE00B1L8BM81

D

Apr 07

Y

193

BNY Mellon Evolution Global Alpha Fund - Class P EUR

BNY Mellon

www.bnymellonam.com

Multi-Asset

EUR IE00B1CH6292

D

Mrz 07

Y

194

BNY Mellon Evolution Global Strategic Bond A USD

BNY Mellon

www.bnymellonam.com

Fixed Income

USD IE00B504K737

D

Nov 10

Y

195

BNY Mellon Evolution US Equity Market Neutral R Hedg EUR BNY Mellon

www.bnymellonam.com

Equity Mkt. Neutral

EUR IE00B416V343

n/a

No data

Y

196

BNY Mellon Global Real Return (EUR)

BNY Mellon

www.bnymellonam.com

Multi-Asset

EUR IE00B4Z6HC18

D

Jun 10

Y

197

BofAML Hedge Fund Factor Euro Source ETF

Source / BofAML

www.sourceetf.com

Alternative Beta

EUR IE00B3NY0D27

D

Sep 10

Y

198

BofAML Invest - MLCX Agri Optimal Crop Fund

Merrill Lynch

www.invest.baml.com

Commodities

USD IE00B56ZFX15

D

Okt 10

Y

199

BofAML Invest - MLCX Commodity Alpha Fund - 1

Merrill Lynch

www.invest.baml.com

Commodities

USD IE00B54DFN72

D

Okt 10

Y

200

BofAML Invest - MLCX Commodity Alpha Fund - 3

Merrill Lynch

www.invest.baml.com

Commodities

USD IE00B53Q2250

D

Okt 10

Y

201

BofAML Invest - MLCX Commodity Alpha Fund - 5

Merrill Lynch

www.invest.baml.com

Commodities

USD IE00B5053665

D

Okt 10

Y

202

Bond Absolute Return EUR B

G&P Institutional Management

www.gp-im.de

Fixed Income

EUR LU0305721739

D

Jun 07

Y

203

BQE Degroof JKC China Value B USD

JK Capital

http://funds.degroof.lu

Equity Em. Mkts.

USD LU0438073230

D

Aug 09

Y

204

Bradesco Brazilian Fixed Income USD R

Bradesco Asset Management

www.bradescoasset.com.br

Fixed Income

USD LU0447459503

D

Jul 11

Y

205

Brevan Howard Absolute Return Bond Plus Fund

Brevan Howard

www.brevanhoward.com

Fixed Income

USD LU0410197437

W

Aug 10

Y

206

Brevan Howard Emerging Mkts Lcl Fixed Inc Fnd E USD

Brevan Howard

www.brevanhoward.com

Fixed Income

USD LU0563628865

W

Jun 11

Y

207

Brevan Howard Invest II Macro FX Fund B - USD

Brevan Howard

www.brevanhoward.com

FX Trading

USD LU0456711356

W

Sep 10

Y

208

BSF Americas Diversified Equity Absolute Return Fund A2 EURBlackRock

www2.blackrock.com

Equity L/S

EUR LU0725892466

n/a

No data

Y

209

BSF European Absolute Return Fund

BlackRock

www2.blackrock.com

Equity Mkt. Neutral

EUR LU0411704413

D

Mai 09

Y

210

BSF European Credit Strategies Fund X2 EUR

BlackRock

www2.blackrock.com

Fixed Income

EUR LU0573588075

W

Feb 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 31

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

211

BSF European Diversified Equity Absolute Return Fund

BlackRock

www2.blackrock.com

Equity L/S

EUR LU0525202155

D

Sep 10

Y

212

BSF European Opportunities Absolute Return Fund

BlackRock

www2.blackrock.com

Equity L/S

EUR LU0525201009

D

Sep 10

Y

213

BSF Fixed Income Strategies Fund I2

BlackRock

www2.blackrock.com

Fixed Income

EUR LU0438336777

D

Apr 10

Y

214

BSF Global Currency Absolute Return Fund

BlackRock

www2.blackrock.com

FX Trading

USD LU0439823468

D

Okt 09

Y

215

Byron Fixed Income Alpha Fund EUR

Marfin Capital Partners

www.marfincapitalpartners.com

Fixed Income

EUR IE00B5MMMM43

n/a

No data

Y

216

Calamos Emerging Markets Fund A USD

Calamos Advisors

www.calamosglobal.com

Equity Em. Mkts.

USD IE00B4QR1M12

D

Apr 11

Y

217

CamGestion Obli Contrario - Part I

CamGestion

www.camgestion.fr

Fixed Income

EUR FR0007484423

D

Jan 04

Y

218

Cantab Quantitative UCITS Fund Faraday USD

Matrix / Cantab

www.matrixgroup.co.uk

Managed Futures

USD IE00B5LDDN60

2W

Dez 11

Y

219

Cardif Arbitrages

BNP Paribas IP

www.bnpparibas-am.com

Fixed Income

EUR FR0000287716

D

Jan 04

Y

220

Carmignac Market Neutral Fund

Carmignac Gestion

www.carmignac.com

Equity Mkt. Neutral

EUR LU0413372060

D

Jul 09

Y

221

Carton Capital Precious Metal Fund

Craton Capital

www.cratoncapital.com

Equity Long-Bias

USD LI0016742681

D

Jan 04

Y

222

Castlerigg Merger Arbitrage Ucits Fund Inst. EUR

Sandell Asset Management

www.sandellmgmt.com

Event Driven

USD IE00B61QLM71

W

Okt 10

Y

223

CastleRock US Liquid Equities Fund A

CastleRock Asset Management

www.castlerock.lu

Equity L/S

USD LU0566125646

W

Jul 11

Y

224

Catella Allocation Sweden RC

Catella

www.catellafonder.se

Multi-Asset

SEK

LU0542988034

n/a

No data

Y

225

Catella Nordic FixedIncomeOpportunity RC

Catella

www.catellafonder.se

Fixed Income

SEK

LU0542989941

n/a

No data

Y

226

Catella Nordic Long Short Equity

Catella

www.catellafonder.se

Equity L/S

SEK

LU0542987226

n/a

No data

Y

227

Catella Nordic Tiger

Catella

www.catellafonder.se

Equity L/S

SEK

LU0542989198

n/a

No data

Y

228

Cazenove Absolute UK Dynamic P2 GBP Acc

Cazenove Capital

www.cazenovecapital.com

Equity L/S

GBP GB00B3N53472

D

Sep 09

Y

229

Cazenove UK Absolute Target Fund - P2 EUR

Cazenove Capital

www.cazenovecapital.com

Equity L/S

EUR GB00B39VX053

W

Feb 09

Y

230

CC Asian Evolution A USD

Coupland Cardiff

www.couplandcardiff.com

Equity L/S

USD IE00B5B3NW58

W

Aug 11

Y

231

CCR Active Alpha R

CCR AM

www.ccr-am.com

Volatility Trading

EUR FR0010191171

D

Jun 05

Y

232

CCR Arbitrage Volatilite 150 R

CCR AM

www.ccr-am.com

Volatility Trading

EUR FR0007000427

D

Jan 04

Y

233

CCR Arbitrage Volatilite 50 R

CCR AM

www.ccr-am.com

Volatility Trading

EUR FR0007048673

D

Jan 04

Y

234

CCR Funds - UBS (Lux) Volatility Arbitrage - EUR P

UBS

www.ccr-am.com

Volatility Trading

EUR LU0476883458

D

Aug 10

Y

235

CCR Funds - UBS (Lux) Volatility Plus - EUR P

UBS

www.ccr-am.com

Volatility Trading

EUR LU0476883961

D

Aug 10

Y

236

CCR Long Vol R

CCR AM

www.ccr-am.com

Volatility Trading

EUR FR0010455428

D

Okt 06

Y

237

CF Eclectica Absolute Macro Fund - Class A EUR

Eclectica

www.eclectica-am.com

Global Macro

EUR GB00B2PJWD21

D

Jun 08

Y

238

CF Eclectica Agriculture Fund - Class A EUR

Eclectica

www.eclectica-am.com

Equity Long-Bias

EUR GB00B1XGDP73

D

Jun 07

Y

239

CF Octopus Absolute UK Equity Fund - Class A

Eclectica

www.eclectica-am.com

Equity L/S

GBP GB00B2PX1719

D

Jun 08

Y

240

CF Odey UK Absolute Return GBP R Acc

Odey

www.odey.com

Equity L/S

GBP GB00B55NGR79

D

Mai 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 32

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

241

CF Ruffer Total Return Fund O Acc

Ruffer

www.ruffer.co.uk

Multi-Asset

GBP GB0009684100

W

Jan 04

Y

242

Champlain Sérénité

Financière de Champlain

www.financieredechamplain.fr

Equity Mkt. Neutral

EUR FR0010378554

D

Nov 06

Y

243

Cheyne Convertibles Absolute Return Fund EUR Acc

Cheyne Capital

www.cheynecapital.com

Convertibles

EUR IE00B3NJ0595

n/a

No data

Y

244

Chilton UCITS Global Strategies Fund

Chilton Investment Company

www.heritage.ch

Equity L/S

USD LU0696522712

n/a

No data

Y

245

Citi CUBES Diversified Commodities Fund A EUR

Citi Group

www.citigroup.com

Commodities

EUR IE00B40H4H31

D

Dez 10

Y

246

CitiFirst CitiFX Alpha Strategy 1 A EUR

Citi Group

www.citigroup.com

FX Trading

EUR IE00B2PWGH38

D

Aug 10

Y

247

Clariden Leu (Lux) I - Cat Bond Fund H EUR

Clariden Leu

www.claridenleu.com

Fixed Income

EUR LU0528092587

W

Nov 10

Y

248

Clariden Leu (Lux) I - Commodity Instruments B

Clariden Leu / Wellington

www.claridenleu.com

Commodities

USD LU0348404319

D

Mrz 08

Y

249

Clear Alpha Trading Strategies Fund

Clear Alpha

www.clearalpha.com

Multi-Strategy

USD IE00B41KK281

D

Jan 11

Y

250

Cogitam T10 Diversifié

Cogitam

www.cogitam.com

Multi-Strategy

EUR FR0010721274

D

Mai 09

Y

251

Convertinvest European Convertible Bond Fund (VT)

Convertinvest

www.convertinvest.com

Convertibles

EUR AT0000A0LVR7

D

Nov 10

Y

252

Convictions Premium A

Convictions AM

www.convictions-am.com

Multi-Asset

EUR FR0010687038

D

Nov 08

Y

253

Coronation Global Capital Plus Fund Class A

Coronation Fund Managers

www.coronation.com

Multi-Asset

USD IE00B3YPF405

D

Feb 10

Y

254

Coronation Global Emerging Market Fund

Coronation Fund Managers

www.coronation.com

Equity Long-Bias

USD IE00B2RGGZ18

D

Jun 10

Y

255

CPR Long Short Equity P

CPR AM

www.cpr-am.fr

Equity Mkt. Neutral

EUR FR0010000430

D

Aug 04

Y

256

C-QUADRAT iQ European Equity ETF

C-Quadrat

www.c-quadrat.com

Equity L/S

EUR LU0531943461

D

Sep 10

Y

257

Credit Suisse (Lux) Total Return Global L/S Exposure EUR B

Credit Suisse AM

www.credit-suisse.com

Multi-Strategy

EUR LU0222452368

D

Jan 06

Y

258

Credit Suisse CARES Fund

Credit Suisse

www.credit-suisse.com/custommarkets Commodities

EUR IE00B4R5J640

D

Aug 10

Y

259

Credit Suisse Fund (Lux) Total Return Engineered (Euro) ClassCredit
B
Suisse AM

www.credit-suisse.com

EUR LU0230914029

D

Apr 06

Y

260

Credit Suisse FX Factor Fund

Credit Suisse

www.credit-suisse.com/custommarkets FX Trading

Fixed Income

EUR IE00B42K6D09

W

Aug 10

Y

261

Credit Suisse GAINS Fund

Credit Suisse

www.credit-suisse.com/custommarkets Commodities

EUR IE00B4VR7H39

D

Aug 10

Y

262

Credit Suisse Global Alpha Fixed Income Fund - I1C1

Credit Suisse

www.credit-suisse.com

EUR LU0351344501

W

Jun 10

Y

263

Credit Suisse Global Carry Selector Fund

Credit Suisse

www.credit-suisse.com/custommarkets Volatility Trading

EUR IE00B3SV3V76

D

Apr 09

Y

264

Credit Suisse MOVERS Fund - K

Credit Suisse

www.credit-suisse.com/custommarkets Commodities

EUR IE00B4QNK222

D

Jun 09

Y

265

Credit Suisse Schroder Opus Trading Fund - G

Credit Suisse

www.credit-suisse.com/custommarkets Multi-Strategy

USD IE00B62NQY41

W

Dez 10

Y

266

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short
Credit EUR
Suisse
B AM

www.credit-suisse.com

Equity L/S

EUR LU0525285697

D

Sep 10

Y

267

Cross Commodity Long/Short Fund

Structured Invest S.A. / UniCredit

www.structuredinvest.lu

Commodities

EUR LU0647223790

D

Sep 11

Y

268

CrossBorder Pulsar Global Alpha UCITS - Class A EUR

Crossborder Capital Ltd

www.liquidity.com

Equity Mkt. Neutral

USD IE00B5NRVM12

W

Okt 10

Y

269

CVT Europa Absolute Select

Caso Asset Management

www.wmr-portfolio.de

Equity L/S

EUR LU0168270881

D

Jan 04

Y

270

Cyril Systematic

John Locke Investments S.A.

www.jl-investments.com

Managed Futures

EUR FR0000976342

D

Jan 04

Y

Fixed Income

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 33

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

271

Da Vinci Strategie UI Fonds

Da Vinci

www.davinci-invest.ch

Volatility Trading

EUR DE000A0RE964

D

Sep 09

Y

272

Danske Invest Contrarian Fund

Danske Invest

www.danskeinvest.fi

Managed Futures

EUR FI0008804067

D

Sep 10

Y

273

Danske Invest Neutral Fund D

Danske Invest

www.danskeinvest.fi

Fixed Income

EUR FI0008804117

D

Sep 10

Y

274

Danske Invest SICAV Europe Absolute A

Danske Invest

www.danskeinvest.com

Equity L/S

EUR LU0644011495

n/a

No data

Y

275

DB Platinum Agriculture Euro I1C

DB Platinum

www.dbxfunds.com

Commodities

EUR LU0338690372

D

Mai 08

Y

276

DB Platinum AIMhedge Index I1C

DB Platinum / AIMhedge

www.dbxfunds.com

Managed Futures

EUR LU0515551710

D

Aug 10

Y

277

DB Platinum Alpha Control Fund I2C

DB Platinum

www.dbxfunds.com

Global Macro

EUR LU0430159318

D

Jun 10

Y

278

DB Platinum dbX-Macro Trading Index Fund I1C

DB Platinum

www.funds.db.com

Global Macro

USD LU0412903667

D

Mrz 10

Y

279

DB Platinum dbX-THF Credit and Convertible Index Fund I2C DB Platinum

www.funds.db.com

Fixed Income

EUR LU0518774897

D

Dez 10

Y

280

DB Platinum dbX-THF Equity Hedge Fund Index I1C

DB Platinum

www.funds.db.com

Equity L/S

USD LU0518773733

D

Nov 10

Y

281

DB Platinum dbX-THF Equity Market Neutral Index Fund I1C DB Platinum

www.funds.db.com

Equity Mkt. Neutral

USD LU0518772842

D

Nov 10

Y

282

DB Platinum dbX-THF Event Driven Index Fund I1C

DB Platinum

www.funds.db.com

Event Driven

USD LU0518772099

D

Nov 10

Y

283

DB Platinum dbX-THF Systematic Macro Index Fund I1C

DB Platinum

www.funds.db.com

Managed Futures

USD LU0518771018

D

Nov 10

Y

284

DB Platinum Fortinbras PRISM Index EUR I1C-E

DP Platinum / Fortinbras AM

www.dbxfunds.com

Multi-Asset

EUR LU0693110594

n/a

No data

Y

285

DB Platinum FX Concepts Global Currency I2C-FXC

DB Platinum / FX Concepts

www.dbxfunds.com

FX Trading

USD LU0434317573

D

Jul 10

Y

286

DB Platinum II Mercer Currency Manager Fund I1C

DB Platinum / Mercer

www.dbxfunds.com

FX Trading

GBP LU0370355561

D

Jun 09

Y

287

DB Platinum IV dbX Millburn Multi-Markets Index Fund I1C-EDB Platinum / Millburn Ridgefield Corporation
www.dbxfunds.com

Managed Futures

EUR LU0544154353

n/a

No data

Y

288

DB Platinum IV dbX Systematic Alpha Index R1C-U

DB Platinum / Winton

www.dbxfunds.com

Managed Futures

USD LU0462954982

W

Okt 10

Y

289

DB Platinum IV Dynamic Bond Stabilität Plus Fund R1C

DB Platinum

www.dbxfunds.com

Fixed Income

EUR LU0206065848

D

Jan 05

Y

290

DB Platinum IV IKOS FX Fund I1C

DB Platinum / IKOS

www.dbxfunds.com

FX Trading

EUR LU0486209140

D

Jul 11

Y

291

DB Platinum IV Lynx Index I2C

DB Platinum / Brummer&Partners

www.dbxfunds.com

Managed Futures

USD LU0551230633

D

Feb 11

Y

292

DB Platinum IV Paulson Global I1C-E

DB Platinum / Paulson

www.dbxfunds.com

Event Driven

EUR LU0519511157

W

Dez 10

Y

293

DB Platinum IV QCM GDP Index Fund I2C

DB Platinum / QCM

www.dbxfunds.com

Global Macro

USD LU0446855743

D

Jun 10

Y

294

DB Platinum IV Sovereign Plus Fund R1C

DB Platinum

www.dbxfunds.com

Fixed Income

EUR LU0173942318

D

Jan 04

Y

295

DB Platinum Omega I2C - E

DB Platinum/ Omega

www.dbxfunds.com

Equity L/S

EUR LU0712203206

n/a

No data

Y

296

DB Platinum Precious Metals I1C-E

DB Platinum

www.dbxfunds.com

Commodities

EUR LU0609177950

D

Jun 11

Y

297

DB Platinum Salsa Euro I1C

DB Platinum

www.dbxfunds.com

Equity Mkt. Neutral

EUR LU0383378824

D

Jun 10

Y

298

DB Platinum Sloane Robinson Asia I1C-U

DB Platinum

www.dbxfunds.com

Equity Em. Mkts.

USD LU0559141501

W

Mai 11

Y

299

DB Platinum Tosca Mid Cap Equity Fund I1C

DB Platinum/ Toscafund

www.dbxfunds.com

Equity L/S

GBP LU0480292720

W

Mai 10

Y

300

DB Platinum Traxis Global Equity Macro I1C-U

DB Platinum / Traxis

www.dbxfunds.com

Equity L/S

USD LU0553829994

D

Feb 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 34

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

301

DB Platinum V Hermes Abs Return Commodity I1C

DB Platinum / Hermes

www.dbxfunds.com

Commodities

EUR LU0468535397

D

Jun 10

Y

302

DB Platinum V Hermes Enhanced Beta Commodity I1C

DB Platinum / Hermes

www.dbxfunds.com

Commodities

EUR LU0468536874

D

Jun 10

Y

303

Dbench Futures UCITS

Dbench AI

www.db-ai.com

Managed Futures

EUR FR0010916064

W

Jul 10

Y

304

Degroof - Hector Sicav Golden Global Fund A

Hector Sicav

www.hectorgoldenglobal.com

Event Driven

EUR LU0564242534

D

Feb 11

Y

305

Deka Euro Renten Absolute Return

Deka Investment GmbH

www.deka.de

Fixed Income

EUR DE0005896880

D

Jan 04

Y

306

Deka Euro Renten Plus I

Deka Investment GmbH

www.deka.de

Fixed Income

EUR DE000DK0A038

D

Dez 05

Y

307

Dexia Bonds Convertible 2015

Dexia AM

www.dexia-am.com

Fixed Income

EUR LU0459960182

n/a

No data

Y

308

Dexia Bonds Euro High Yield – Class R EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR LU0012119607

D

Jan 04

Y

309

Dexia Bonds Europe Convertible - Class I EUR

Dexia AM

www.dexia-am.com

Convertibles

EUR LU0144747499

D

Jan 04

Y

310

Dexia Bonds Global High Yield - Class C EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR LU0170291933

D

Mrz 04

Y

311

Dexia Bonds High Spread - Class I EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR LU0151325312

D

Jan 04

Y

312

Dexia Bonds Total Return - Class C EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR LU0252128276

D

Jun 06

Y

313

Dexia Diversified Futures - Class I EUR

Dexia AM

www.dexia-am.com

Managed Futures

EUR FR0010813105

D

Nov 09

Y

314

Dexia Double Alpha - Class C EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR FR0000976300

2W

Jan 04

Y

315

Dexia Fund Commodities - Class I USD

Dexia AM

www.dexia-am.com

Commodities

USD LU0277231014

D

Jun 09

Y

316

Dexia Global Alpha I

Dexia AM

www.dexia-am.com

Global Macro

EUR FR0010931717

D

Nov 10

Y

317

Dexia Index Arbitrage - Class C EUR

Dexia AM

www.dexia-am.com

Equity Mkt. Neutral

EUR FR0010016477

D

Jan 04

Y

318

Dexia Long Short Credit - Class C EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR FR0010760694

D

Nov 09

Y

319

Dexia Long Short Double Alpha F - Class C EUR

Dexia AM

www.dexia-am.com

Equity Mkt. Neutral

EUR FR0010733931

D

Apr 09

Y

320

Dexia Long Short Emerging Debt - Class I EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR FR0010753582

W

Sep 09

Y

321

Dexia Long Short European Equity - Class C EUR

Dexia AM

www.dexia-am.com

Equity L/S

EUR FR0010653154

W

Mrz 09

Y

322

Dexia Long Short Risk Arbitrage - Class C EUR

Dexia AM

www.dexia-am.com

Event Driven

EUR FR0000991747

D

Jan 04

Y

323

Dexia Money+ Emerging Debt Arbitrage - Class C EUR

Dexia AM

www.dexia-am.com

Fixed Income

EUR FR0010401067

W

Jan 07

Y

324

Dexia Money+ Getec - Class C EUR

Dexia AM

www.dexia-am.com

Volatility Trading

EUR FR0000438699

2W

Jan 04

Y

325

Dexia Money+ Risk Arbitrage - Class C EUR

Dexia AM

www.dexia-am.com

Equity Mkt. Neutral

EUR FR0000438707

D

Jan 04

Y

326

Dexia Systemat

Dexia AM

www.dexia-am.com

Managed Futures

EUR FR0000991481

D

Jan 04

N

327

Diaman SICAV FGS Systematic Trading I

Diaman

www.diamansicav.com

Equity Mkt. Neutral

EUR LU0277560933

D

Mrz 07

Y

328

Diaman Zenit Dynamic Bond

Diaman

www.diamansicav.com

Fixed Income

EUR LU0277562558

D

Mrz 07

Y

329

Digital Stars Europe Acc

Chahine Capital

www.chahinecapital.com

Equity Long-Bias

EUR LU0090784017

D

Jan 04

Y

330

Digital Stars Europe Ex - UK Acc

Chahine Capital

www.chahinecapital.com

Equity Long-Bias

EUR LU0259626645

D

Aug 06

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 35

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

331

Diva Synergy UCITS Fund A EUR

Bernheim, Dreyfus & Co

www.b-dreyfus.com

Event Driven

EUR FR0011042514

D

Jun 11

Y

332

DNB ECO Absolute Return

DNB Asset Management

www.dnb.no/lu

Equity L/S

EUR LU0547714286

D

Dez 10

Y

333

DNB Norway Absolute Return A EUR

DNB Asset Management

www.dnb.no/lu

Equity Mkt. Neutral

EUR LU0719363177

2W

Jan 12

Y

334

DNB TMT Absolute Return

DNB Asset Management

www.dnb.no/lu

Equity L/S

EUR LU0547714526

D

Dez 10

Y

335

DreLux Absolute Return AT EUR

Dresdner Portfolio Management

www.dresdner-bank.lu

Fixed Income

EUR LU0360457872

2W

Feb 10

Y

336

Duemme Sicav Euro Investments C Acc

BCM & Partners

www.bcmpartners.eu

Fixed Income

EUR LU0473982238

D

Okt 10

Y

337

DWS Concept Kaldemorgen LC

DWS Investments

www.dws.com

Multi-Asset

EUR LU0599946893

D

Mai 11

Y

338

DWS Funds - Performance Strategy

DWS Investments

www.dws.com

Equity L/S

EUR LU0173891143

D

Jan 04

Y

339

DWS Gold plus

DWS Investments

www.dws.com

Commodities

EUR LU0055649056

D

Jan 04

Y

340

DWS Invest - Alpha Opportunities FC

DWS Investments

www.dws.com

Global Macro

EUR LU0298696856

D

Aug 07

Y

341

DWS Invest - Alpha Strategy FC

DWS Investments

www.dws.com

Fixed Income

EUR LU0195140214

D

Sep 04

Y

342

DWS Invest - Commodity Plus LC

DWS Investments

www.dws.com

Commodities

EUR LU0210303920

D

Mrz 05

Y

343

DWS Invest Diversified Fixed Income Strategy FC

DWS Investments

www.dws.com

Fixed Income

EUR LU0363466045

D

Okt 08

Y

344

DWS Invest Income Strategy Credit FC

DWS Investments

www.dws.com

Fixed Income

EUR LU0236146428

D

Feb 06

Y

345

DWS Invest Income Strategy Currency LC

DWS Investments

www.dws.com

FX Trading

EUR LU0273149533

D

Nov 06

Y

346

DWS Invest Income Strategy Dynamic FC

DWS Investments

www.dws.com

Global Macro

EUR LU0298697581

D

Aug 07

Y

347

DWS Invest Income Strategy Systematic F Cap

DWS Investments

www.dws.com

Fixed Income

EUR LU0507266731

D

Mai 11

Y

348

DWS Polar Investments

DWS / Polar Capital

www.dws.com

Multi-Asset

EUR LU0518835516

n/a

No data

Y

349

DWS Top 25 S

DWS Investments

www.dws.com

Equity L/S

EUR DE0005152540

D

Sep 08

Y

350

DWS Vola Strategy

DWS Investments

www.dws.com

Volatility Trading

EUR LU0144136180

D

Jan 04

Y

351

Dynapartners (LUX) Global Strategy Fund R EUR

Dynagest

www.dmc.lu

Multi-Asset

EUR LU0521337260

D

Feb 11

Y

352

Eaton Vance Global Macro I2 EUR

Eaton Vance Advisors

www.eatonvance.com

Global Macro

EUR IE00B5W77D59

D

Mai 10

Y

353

Ecofi Neuronal Long Short

Ecofi Investissements

www.ecofi.fr

Equity Mkt. Neutral

EUR FR0010335984

W

Jan 07

Y

354

Ecofin Global Long/Short UCITS Fund A USD

Ecofin Limited

www.ecofin.co.uk

Equity L/S

USD IE00B44B5F60

W

Apr 11

Y

355

Emcore Toba I

Emcore Asset Management AG

www.inka-kag.de

Multi-Strategy

EUR DE000A0YFQT3

D

Mai 10

Y

356

EMI Commodities Absolute Fund P

Exane AM

www.exane-am.com

Commodities

EUR FR0010816157

D

Jul 10

Y

357

ENISO Forte E

Eniso Partners

www.eniso-partners.com

Equity Long-Bias

EUR DE000A0RHHA2

D

Okt 09

Y

358

Ennismore European Smaller Companies EUR

Ennismore

www.ennismorefunds.com

Equity L/S

EUR IE0004515239

D

Jan 04

Y

359

ESPA Alternative Emerging Markets VT

Erste Sparinvest

www.sparinvest.com

Equity L/S

EUR AT0000500624

D

Mrz 06

Y

360

ESPA Alpha EXP VT

Erste Sparinvest

www.sparinvest.com

Managed Futures

EUR AT0000A0CHE3

D

Dez 08

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 36

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

361

ESPA Alternative Global Markets VT

Erste Sparinvest

www.sparinvest.com

Equity Mkt. Neutral

EUR AT0000A012J8

D

Mai 06

Y

362

ESPA Prorent T

Erste Sparinvest

www.sparinvest.com

Fixed Income

EUR AT0000A001M5

D

Jan 06

Y

363

Estlander & Partners Freedom Fund UI

Estlander & Partners

www.estlanderpartners.com

Managed Futures

EUR DE000A1CSUT2

D

Okt 10

Y

364

ETFX DJ-UBS All Commodities 3 Mths Foward Fund ETF

ETF Securities

www.etfsecurities.com

Commodities

USD IE00B4WPHX27

D

Mrz 10

Y

365

Eurizon EasyFund - Trend

Eurizon Capital

www.eurizoncapital.com

Managed Futures

EUR LU0719366352

2W

Jan 12

Y

366

Eurizon EasyFund ABS Attivo R

Eurizon Capital

www.eurizoncapital.com

Fixed Income

EUR LU0230568957

D

Jan 06

Y

367

Eurizon Innovation Trend Contrarian I

Eurizon Capital

www.eurizoncapital.com

Managed Futures

EUR LU0371166025

W

Jul 08

Y

368

Eurizon Stars Fund GT Asset Allocation I

Eurizon Capital

www.eurizoncapital.com

Multi-Asset

EUR LU0365360048

D

Jul 08

Y

369

Eurizon Stars Fund Total Return Forex I

Eurizon Capital

www.eurizoncapital.com

FX Trading

EUR LU0424563905

D

Mai 10

Y

370

Eurobank EFG I (LF) Absolute Return Fd

Eurobank EFG Fund Mgt

www.eurobank.gr

Fixed Income

EUR LU0273967983

2W

Dez 11

Y

371

Europe Rendement Flexible A

Edmond de Rothschild AM

www.edmond-de-rothschild.com

Equity L/S

EUR FR0010696773

D

Feb 09

Y

372

European SICAV Alliance - Galaxy

RPM Risk & Portfolio Mgt.

www.rpm.se

Managed Futures

EUR LU0149619255

D

Okt 06

N

373

Exane Archimedes Fund A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0417733242

D

Dez 09

Y

374

Exane Ceres Fund A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0284634564

W

Feb 10

Y

375

Exane Equinox

Exane AM

www.exane-am.com

Equity L/S

EUR LU0559364046

D

Mrz 11

Y

376

Exane Gulliver Fund I

Exane AM

www.exane-am.com

Equity L/S

EUR FR0000984379

D

Jan 04

Y

377

Exane Healthcare Fund A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0559364046

D

Mrz 11

Y

378

Exane Mercury A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0705307832

n/a

No data

Y

379

Exane Micromegas Fund A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0259832979

W

Feb 10

Y

380

Exane Templiers Fund A

Exane AM

www.exane-am.com

Equity L/S

EUR LU0417733598

D

Dez 09

Y

381

Exane Vauban Fund I

Exane AM

www.exane-am.com

Equity L/S

EUR FR0010098335

D

Aug 04

Y

382

Exane Vega Plus Fd J

Exane AM

www.exane-am.com

Volatility Trading

EUR FR0010914242

D

Nov 10

Y

383

F&C Active Return A EUR

F&C

www.fandc.com

Multi-Strategy

EUR LU0390265972

D

Jan 09

Y

384

Falcon Insurance Linked Strategy A EUR

Falcon Private Bank

www.falconpb.com

Fixed Income

EUR LU0524669974

W

Dez 10

Y

385

FAST Europe Fund A EUR Acc

Fidelity International

www.fidelityinstitutional.com

Equity L/S

EUR LU0202403266

D

Okt 04

Y

386

FCM European Opportunities Fund Class A – EUR

Fleming Family & Partners

www.fcmfund.com

Equity L/S

EUR IE00B3K9F028

D

Jan 09

Y

387

FCM European Total Return Fund Class A – EUR

Fleming Family & Partners

www.fcmfund.com

Multi-Asset

EUR IE00B24CLY61

D

Okt 07

Y

388

FCP ALPHA Quattro Part A

Sigmalog Capital

www.sigmalog.com

Event Driven

EUR FR0010390799

W

Nov 06

Y

389

Fidelity Optimised European Market Neutral A Acc EUR

Fidelity International

www.fidelityinstitutional.com

Equity Mkt. Neutral

EUR LU0363263103

D

Jul 08

Y

390

Finaltis Equities Fund A EUR

Finaltis

www.finaltis.com

Equity Mkt. Neutral

EUR FR0010814798

D

Dez 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 37

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

391

Finaltis Multistrategies A EUR

Finaltis

www.finaltis.com

Multi-Strategy

EUR FR0010697201

D

Mrz 09

Y

392

Finaltis Trends A EUR

Finaltis

www.finaltis.com

Managed Futures

EUR FR0010950600

D

Nov 10

Y

393

Finlabo Investments Sicav - Dynamic Equity R

Finlabo

www.finlabo.com

Equity L/S

EUR LU0507282696

D

Okt 10

Y

394

Finlabo Investments Sicav -Dynamic Absolute Ret R

Finlabo

www.finlabo.com

Multi-Strategy

EUR LU0507282266

D

Okt 10

Y

395

Finlabo Investments Sicav -Dynamic Emerging Mkts R

Finlabo

www.finlabo.com

Equity Em. Mkts.

EUR LU0507281961

D

Okt 10

Y

396

First Private Alpha Europa - B

First Private Investment Mgt.

www.first-private.de

Equity Mkt. Neutral

EUR DE000A0KFUW8

D

Nov 08

Y

397

First Private Alpha Global - B

First Private Investment Mgt.

www.first-private.de

Equity Mkt. Neutral

EUR DE000A0KFTB4

D

Dez 07

Y

398

First Private Dynamic Equity Allocation - B

First Private Investment Mgt.

www.first-private.de

Equity Mkt. Neutral

EUR DE000A0KFTK5

D

Nov 10

Y

399

First Private Forex Plus

First Private Investment Mgt.

www.first-private.de

FX Trading

EUR DE0009795856

D

Jan 04

Y

400

Flashtrader absolut VT

Weisenhorn & Partner

www.weisenhorn.at

Multi-Strategy

EUR AT0000A0BVJ5

D

Dez 08

Y

401

Fon Fineco Gestion FI

Fineco

www.fineco.com

Volatility Trading

EUR ES0138382033

D

Jan 04

Y

402

Fon Fineco Gestion FI II

Fineco

www.fineco.com

Volatility Trading

EUR ES0164813034

D

Mrz 06

Y

403

Fondak "Wait or Go" A EUR

Allianz GI

www.allianzglobalinvestors.de

Equity L/S

EUR LU0391761227

D

Nov 08

Y

404

FT ABS Plus

Frankfurt Trust

www.frankfurt-trust.de

FI ABS

EUR LU0121186786

D

Jan 04

Y

405

FTC Futures Fund Classic - B EUR

FTC Capital GmbH

www.ftc.at

Managed Futures

EUR LU0082076828

D

Jan 04

N

406

FTC Gideon I

FTC Capital GmbH

www.ftc.at

Equity L/S

EUR AT0000499785

D

Jan 06

Y

407

Fulcrum Asset Alternative Beta Plus Daily D USD Acc NAV

Fulcrum AM

www.fulcrumasset.com

Alternative Beta

USD LU0415204261

D

Mrz 09

Y

408

Fulcrum Commodity Fund I EUR

Fulcrum AM

www.fulcrumasset.com

Commodities

USD LU0554755719

n/a

No data

Y

409

G Fund Alpha Equity Market Neutral EUR I

Groupama Asset Management

www.groupama-am.fr

Equity Mkt. Neutral

EUR LU0571102283

n/a

No data

Y

410

GAM Star Absolute Europe - EUR Inc

GAM

www.gam.com

Equity L/S

EUR IE00B5BJ3567

D

Jun 10

Y

411

GAM Star Active Alternative - USD

GAM

www.gam.com

Managed Futures

USD IE00B60TJ565

2W

Dez 11

Y

412

GAM Star Barclays Dynamic Multi-Index Allocation - USD

GAM / Barclays

www.gam.com

Multi-Asset

USD IE00B6VLJM88

n/a

No data

Y

413

GAM Star Cat Bond - USD Acc

GAM

www.gam.com

Fixed Income

USD IE00B4VZPG27

2W

Dez 11

Y

414

GAM Star Discretionary FX Acc USD

GAM

www.gam.com

FX Trading

USD IE00B5B2QS94

W

Jan 10

Y

415

GAM Star Diversified Market Neutral Credit - USD (Acc)

GAM

www.gam.com

Fixed Income

USD IE00B56GWF50

W

Aug 10

Y

416

GAM Star Dynamic Global Bond

GAM

www.gam.com

Fixed Income

USD IE00B5V8M567

D

Apr 11

Y

417

GAM Star Emerging Markets Rates - USD (Acc)

GAM

www.gam.com

Fixed Income

USD IE00B5V4MS78

D

Mai 10

Y

418

GAM Star Global Convertible Bond

GAM

www.gam.com

Convertibles

USD IE00B5BRTG34

D

Feb 11

Y

419

GAM Star Global Equity Inflation Focus

GAM

www.gam.com

Equity L/S

USD IE00B4M7MR78

n/a

Nov 09

Y

420

GAM Star Global Rates Acc EUR

GAM

www.gam.com

Fixed Income

EUR IE00B59P9M57

W

Nov 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 38

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

421

GAM Star Global Selector EUR

GAM

www.gam.com

Equity L/S

EUR IE00B5BQZT57

D

Mai 10

Y

422

GAM Star Keynes Quantitative Strategies USD Acc

GAM

www.gam.com

Managed Futures

USD IE00B6388K89

D

Mai 10

Y

423

GAM Star Pharo Emerging Market Debt & FX Acc USD

GAM

www.gam.com

Fixed Income

USD IE00B5BDBK91

D

Jan 10

Y

424

GAM Star Technology USD

GAM

www.gam.com

Equity L/S

USD IE00B5THWW23

n/a

No data

Y

425

GAMCO Merger Arbitrage A EUR

GAMCO Investors

www.gabelli.com

Event Driven

EUR LU0687943661

n/a

No data

Y

426

GAMCO Strategic Value Class I EUR

GAMCO Investors

www.gabelli.com

Equity L/S

EUR LU546632182

n/a

No data

Y

427

Gescapital SICAV Best Energy Ideas

Saint George Capital Mgt.

www.gescapitalsicav.com

Equity L/S

USD LU0497502343

n/a

No data

Y

428

Gescapital SICAV Diversified Bonds Fund

Saint George Capital Mgt.

www.gescapitalsicav.com

Fixed Income

EUR LU0497502939

2W

Sep 10

Y

429

Gescapital SICAV Equity Long Short

Saint George Capital Mgt.

www.gescapitalsicav.com

Equity L/S

EUR LU0497503408

W

Feb 11

Y

430

Gescapital SICAV European Equity Relative Value

Saint George Capital Mgt.

www.gescapitalsicav.com

Equity L/S

EUR LU0432685112

W

Nov 10

Y

431

GIS Absolute Return Global Macro Strategies BX Acc

Generali Investments

www.geninvest.de

Global Macro

EUR LU0260161004

D

Dez 08

Y

432

GIS Absolute Return Interest Rate Strategies DX Acc

Generali Investments

www.geninvest.de

Fixed Income

EUR LU0346992083

n/a

Nov 09

Y

433

GIS Absolute Return Multi Strategies BX Acc

Generali Investments

www.geninvest.de

Multi-Strategy

EUR LU0260159362

D

Apr 09

Y

434

GLG Alpha Select Alternative IN H EUR

GLG

www.glgpartners.com

Equity Mkt. Neutral

EUR IE00B3LJVG97

D

Apr 10

Y

435

GLG Atlas Macro Alternative IN H EUR

GLG

www.glgpartners.com

Global Macro

EUR IE00B4ZLGW95

D

Nov 10

Y

436

GLG EM Currency & Fixed Income Alternative IN EUR

GLG

www.glgpartners.com

Fixed Income

EUR IE00B3VY2X81

D

Apr 10

Y

437

GLG EM Diversified Alternative IN EUR

GLG

www.glgpartners.com

Equity Em. Mkts.

EUR IE00B3VY5173

D

Mai 10

Y

438

GLG Em. Mkts. Credit Opportunity Alternative IN EUR

GLG

www.glgpartners.com

Fixed Income

EUR IE00B3VHXP60

D

Okt 10

Y

439

GLG Emerging Markets Equity Alternative IN H EUR

GLG

www.glgpartners.com

Equity Em. Mkts.

EUR IE00B2N6K311

D

Mai 10

Y

440

GLG European Alpha Alternative DN EUR

GLG

www.glgpartners.com

Equity L/S

EUR IE00B4YLN521

D

Mrz 10

Y

441

GLG European Equity Alternative Fund DN EUR

GLG

www.glgpartners.com

Equity L/S

EUR IE00B5591813

442

GLG Financials Alternative

GLG

www.glgpartners.com

Equity L/S

443

GLG Global Convertible UCITS Fund Class S EUR

GLG

www.glgpartners.com

Convertibles

444

GLG North American Equity Alternative UCITS

GLG

www.glgpartners.com

Equity L/S

445

GLG Strategic Bond Fund Retail Acc GBP

GLG

www.glgpartners.com

446

GLG Total Return Bond Instl

GLG

www.glgpartners.com

447

Global Navigator UCITS Fund - All Weather Fund GBP

Tideway Investment Partners LLP

448

Globersel BCM Stock Picker

449

GLOCAP Vega I

450

GLOCAP Vega Protect I

D

Aug 11

Y

n/a

No data

Y

EUR IE00B29Z0C19

D

Mrz 08

Y

EUR IE00B2N6JY51

D

Apr 11

Y

Fixed Income

GBP GB00B6Y0WT01

W

Nov 11

Y

Fixed Income

GBP GB00B1W63J20

W

Mai 07

Y

www.alceda.lu

Multi-Asset

GBP LU0639321321

2W

Jan 12

Y

Ersel Gestione Internationale

www.ersel.it

Equity Long-Bias

EUR LU0273646678

W

Dez 06

Y

Vescore

www.vescore.com

Volatility Trading

EUR DE000A0RB9E6

D

Mrz 09

Y

Vescore

www.vescore.com

Volatility Trading

EUR DE000A0NFZN0

D

Sep 09

Y

n/a

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 39

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

EUR LU0654088995

451

Glodman Sachs II - Tactical Tilt Portfolio

Goldman Sachs

www.goldmansachsfunds.co.uk

Multi-Strategy

452

Goldman Sachs - CCI Technology UCITS Fund

GS / CCI

www.gsquartix-funds.com

Equity L/S

453

Goldman Sachs - GLC Gestalt UCITS Fund E1 EUR

GS / GLC

www.gsquartix-funds.com

Equity L/S

454

Goldman Sachs - GLC Global Macro UCITS Fund E$ USD

GS / GLC

www.gsquartix-funds.com

Global Macro

455

Goldman Sachs - Javelin Cap Em Mkts Alpha F D£ C

GS / Javelin Capital

www.gsquartix-funds.com

Equity Em. Mkts.

456

Goldmans Sachs - GSI SEG Long Short Ucits Fd I€D

GS /

www.gsquartix-funds.com

Equity L/S

457

Griffin Eastern European Fund A EUR

Griffin Capital

www.griffincm.com

458

Griffin Eastern European Value B EUR

Griffin Capital

459

Griffin European Opportunities Class B EUR

Griffin Capital

460

Griffin Ottoman Fund EUR

461

Groupama Alpha Euro Stock I

462
463

ISIN Number

Freq. NAV

UCITS

n/a

No data

Y

n/a

No data

Y

EUR LU0593545584

n/a

No data

Y

USD LU0593546558

n/a

No data

Y

GBP LU0651153792

n/a

No data

Y

EUR LU0669522319

n/a

No data

Y

Equity Em. Mkts.

EUR IE0002787442

D

Jan 04

Y

www.griffincm.com

Equity Em. Mkts.

EUR IE00B53RWD94

D

Jan 04

Y

www.griffincm.com

Equity L/S

EUR IE00B5MGJV45

D

Nov 09

Y

Griffin Capital

www.griffincm.com

Equity L/S

EUR IE00B0T0FN89

D

Feb 06

Y

Groupama Asset Management

www.groupama-am.fr

Equity Mkt. Neutral

EUR FR0010227306

D

Okt 05

Y

GS Absolute Return Tracker Index Portfolio EUR M

Goldman Sachs

www.gsquartix-funds.com

Alternative Beta

EUR LU0295546922

D

Jun 07

Y

GS Alternative Beta Trend UCITS Portfolio USD

Goldman Sachs

www.gsquartix-funds.com

Alternative Beta

USD LU0542431977

D

Jul 11

Y

464

GS Commodity Alpha Portfolio EUR C

Goldman Sachs

www.gsquartix-funds.com

Commodities

EUR LU0474440715

D

Sep 10

Y

465

GS DJ - UBS Enhanced Strategy Portfolio

Goldman Sachs

www.gsquartix-funds.com

Commodities

EUR LU0397155978

D

Mai 09

Y

466

GS Dynamic Alternative Strategies Portfolio EUR

Goldman Sachs

www2.goldmansachs.com

Multi-Strategy

EUR LU0479024365

W

Mai 10

Y

467

GS Global Currency Plus Portfolio

Goldman Sachs

www2.goldmansachs.com

FX Trading

EUR LU0280836379

D

Mrz 09

Y

468

GS Strategic Absolute Return Bond I

Goldman Sachs

www2.goldmansachs.com

Fixed Income

USD LU0245321780

D

Aug 06

Y

469

GS US Equity Absolute Return Portfolio

Goldman Sachs

www2.goldmansachs.com

Equity L/S

USD LU0447460428

D

Apr 10

Y

470

GSB Equity Market Neutral (UCITS) Fund M EUR

Alpha UCITS / GSB PODIUM ADVISORSwww.alpha-ucits.com

Equity Mkt. Neutral

EUR LU0753416360

n/a

No data

Y

471

H&A Rendite Plus CI

Hauck & Aufhäuser

www.hua-invest.lu

Fixed Income

EUR LU0456037844

D

Mai 10

Y

472

Hadron Alpha Select Fund

Hadron Capital

n/a

Multi-Strategy

EUR IE00B62LK681

D

Okt 10

Y

473

Handelsbanken XACT Commodity ETF

SHB

http://en.xact.se

Commodities

USD LU0530354181

D

Okt 10

Y

474

HANSAwerte

Hansainvest

www.hansainvest.com

Commodities

EUR DE000A0RHG59

D

Jan 11

Y

475

Henderson Absolute Return Fixed Income A2 EUR

Henderson

www.henderson.com

Fixed Income

EUR LU0046217609

2W

Jan 04

Y

476

Henderson Credit Alpha I Acc GBP

Henderson

www.henderson.com

Fixed Income

GBP GB00B1XDHY55

D

Dez 07

Y

477

Henderson Gartmore European Absolute Return R

Henderson / Gartmore

www.henderson.com

Equity L/S

EUR LU0389390849

2W

Jul 09

Y

478

Henderson Gartmore Japan Absolute Return R

Henderson / Gartmore

www.henderson.com

Equity L/S

EUR LU0490786331

D

Apr 10

Y

479

Henderson Gartmore UK Absolute Return R

Henderson / Gartmore

www.henderson.com

Equity L/S

GBP LU0200083342

D

Jan 04

Y

480

Henderson Horizon Pan European Alpha A2 EUR

Henderson

www.henderson.com

Equity L/S

EUR LU0264597617

D

Dez 06

Y

n/a

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 40

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

481

HI-Credits Long/Short-Fonds

Helaba Invest

www.helaba-invest.de

Fixed Income

EUR DE000A0M2QM7

D

Dez 07

Y

482

HI-Global Markets Long/Short-Fonds

Helaba Invest

www.helaba-invest.de

Equity L/S

EUR DE000A0M2QL9

D

Dez 07

Y

483

HI-Renten Alpha Fonds

Helaba Invest

www.helaba-invest.de

Fixed Income

EUR DE000A0YJ9F6

D

Apr 10

Y

484

HI-Renten Euro Long/Short-Fonds

Helaba Invest

www.helaba-invest.de

Fixed Income

EUR DE000A0ETKB7

D

Jan 06

Y

485

HMT Absolute Return L&S

HM Trust / Lang & Schwarz Broker

www.hmt-ag.de

Equity Mkt. Neutral

EUR DE000A0RHD52

D

Feb 10

Y

486

HMT Absolute Return Renten

HM Trust AG

www.hmt-ag.de

Fixed Income

EUR DE000A0RL0H6

D

Dez 10

Y

487

HSBC GIF European Equity Alpha Fund

HSBC

www.assetmanagement.hsbc.com

Equity L/S

EUR LU0489666080

D

Apr 10

Y

488

HSBC GIF Global Bond Market Neutral M1C

HSBC

www.assetmanagement.hsbc.com

Fixed Income

EUR LU0404500414

D

Feb 10

Y

489

HSBC GIF Global Currency Fund

HSBC

www.assetmanagement.hsbc.com

FX Trading

USD LU0404501818

D

Feb 10

Y

490

HSBC GIF Global Emerging Markets Equity Alpha

HSBC

www.assetmanagement.hsbc.com

Equity Em. Mkts.

USD LU0489670868

D

Apr 10

Y

491

HSBC GIF Global Macro Fund

HSBC

www.assetmanagement.hsbc.com

Global Macro

EUR LU0298501601

D

Dez 08

Y

492

HSBC GIF Global Macro II Fund - Class M

HSBC

www.assetmanagement.hsbc.com

Global Macro

EUR LU0541200795

D

Okt 10

Y

493

Hudson River Russia Growth

ED Capital Management

www.alceda.lu

Equity Em. Mkts.

USD LU0639320356

W

Sep 11

Y

494

HuserInvest - Huser New Horizon

HuserInvest

www.huserinvest.ch

Equity L/S

CHF LU0426722202

D

Mrz 10

Y

495

Ignis Absolute Return Government Bond Fund EUR A

Ignis Argonaut

www.ignisasset.com

Fixed Income

EUR LU0612891514

W

Mrz 11

Y

496

Ignis Argonaut European Absolute Return I

Ignis Argonaut

www.ignisasset.com

Equity L/S

GBP GB00B3QR6T66

D

Jun 09

Y

497

Indus PacifiChoice Asia Fund

Morgan Stanley

www.morganstanley.com

Equity L/S

n/a

D

Jun 11

Y

498

ING (L) Invest Alternative Beta P EUR

ING / HFRX

www.ingim.com

Alternative Beta

EUR LU0370038167

D

Jun 08

Y

499

ING (L) Invest Renta Fund FX Alpha P

ING

www.ingim.com

FX Trading

EUR LU0529379900

D

Sep 10

Y

500

ING (L) Patrimonial - Target Return Bond P Cap

ING

www.ingim.com

Fixed Income

EUR LU0263824087

D

Okt 06

Y

501

INKA 4plus2

Panathea Capital Partners

www.panathea.de

Volatility Trading

EUR DE000A0NA4Y0

W

Sep 08

Y

502

Insight Broad Opportunities Fund B1P

Insight Investments

www.insightinvestment.com

Multi-Asset

GBP IE00B4ZPDK80

D

Okt 09

Y

503

Insight LIBOR Plus Fund S

Insight Investments

www.insightinvestment.com

FI ABS

GBP IE00B42ZTG90

W

Apr 11

Y

504

INSYNERGY - Absolute China Fund Unhedged

Insynergy

www.insynergyim.com

Equity Em. Mkts.

GBP IE00B4R6SR15

D

Mai 10

Y

505

INSYNERGY - Absolute India A

Insynergy

www.insynergyim.com

Equity Em. Mkts.

GBP IE00B4QPL142

D

Apr 10

Y

506

Invesco Absolute Return Bond Fund - Class A

Invesco

www.invesco.com

Fixed Income

EUR LU0102737144

D

Jan 04

Y

507

Invesco Balanced Risk Allocation Fund C EUR

Invesco

www.invesco.com

Multi-Asset

EUR LU0432616810

D

Okt 09

Y

508

Invesco Global Absolute Return A

Invesco

www.invesco.com

Multi-Strategy

EUR LU0334857942

D

Aug 08

Y

509

Investec Currency Alpha Fund

Investec

www.investecassetmanagement.com

FX Trading

GBP LU0345761653

W

Jan 04

Y

510

Investec GSF Emerging Markets Blended Debt Fund A USD

Investec

www.investec.com

Fixed Income

USD LU0545564113

D

Jan 11

Y

IE00B66Z2486

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 41

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

511

Investec GSF Emerging Markets Currency Alpha Gross Acc USD
Investec

www.investec.com

FX Trading

USD LU0473120276

D

Jan 10

Y

512

Investec GSF Enhanced Global Energy I USD

Investec

www.investec.com

Commodities

USD LU0459155908

D

Jan 10

Y

513

Investec GSF Enhanced Natural Res A EUR Hedg

Investec

www.investec.com

Commodities

EUR LU0544608135

D

Okt 10

Y

514

Investec GSF Managed Currency A USD

Investec

www.investec.com

FX Trading

USD LU0345760846

D

Jan 04

Y

515

JabCap (Lux) Global Balanced P EUR

Jabre Capital Partners

www.jabcap.com

Equity L/S

EUR LU0533244447

D

Nov 10

Y

516

JB BF - ABS (EUR) B

Julius Baer

www.swissglobal-am.com

FI ABS

EUR LU0189453128

D

Apr 04

Y

517

JB BF - Absolute Return Bond Fund - EUR C

Julius Baer

www.jbfundnet.com

Fixed Income

EUR LU0186679246

D

Apr 04

Y

518

JB BF - Absolute Return Bond Fund Plus - USD C

Julius Baer

www.jbfundnet.com

Fixed Income

USD LU0256056671

D

Mai 06

Y

519

JB BF - Absolute Return Emerging Bond Fund - EUR B

Julius Baer

www.jbfundnet.com

Fixed Income

EUR LU0334611869

D

Jan 08

Y

520

JB Commodity B EUR

Julius Baer

www.jbfundnet.com

Commodities

EUR LU0244125125

D

Mrz 06

Y

521

JB EF - Absolute Ret Europe EUR B

Julius Baer

www.jbfundnet.com

Equity Mkt. Neutral

EUR LU0529497694

D

Okt 10

Y

522

JB MP - Absolute 3 B EUR

Julius Baer

www.jbfundnet.com

Multi-Asset

EUR LU0287157498

D

Feb 11

Y

523

JB MP - Straightline Investment System Fd B EUR

JB / Straightline Investment AG

www.jbfundnet.com

Managed Futures

EUR LU0427518989

D

Jul 09

Y

524

JB MultiBond - Absolute Return Bond Fund Defender - EUR C Julius Baer

www.jbfundnet.com

Fixed Income

EUR LU0363795708

D

Jul 08

Y

525

JB Multirange - Ithuba Macro Opportunities Fund EUR

JB / Ithuba Capital

www.jbfundnet.com

Global Macro

EUR LU0533730627

D

Nov 10

Y

526

JPM Alternative Series Multi Strategy 10 Fund EUR I

JPMorgan AM

www.jpmorgan.com

Alternative Beta

EUR IE00B558G053

W

Dez 10

Y

527

JPM Alternative Series Multi Strategy 5 Fund EUR

JPMorgan AM

www.jpmorgan.com

Alternative Beta

EUR IE00B5BKPK88

n/a

No data

Y

528

JPM Commodity Curve Index Energy IA2 USD

JPMorgan AM

www.jpmorgan.com

Commodities

USD FR0010632422

D

Jun 09

Y

529

JPM Emerging Markets Currency Alpha A EUR

JPMorgan AM

www.jpmorgan.com

FX Trading

EUR LU0407403251

D

Jan 11

Y

530

JPM Global Absolute Return Bond A Acc USD

JPMorgan AM

www.jpmorganassetmanagement.lu

Fixed Income

USD LU0538891663

D

Okt 10

Y

531

JPM Global Equity Absolute Alpha A - Net Acc

JPMorgan AM

www.jpmorganassetmanagement.lu

Equity L/S

GBP GB00B4KN8131

D

Jul 11

Y

532

JPM Global Merger Arbitrage Fund A EUR hedge

JPMorgan AM

www.jpmorganassetmanagement.lu

Event Driven

EUR LU0599212585

D

Mrz 11

Y

533

JPM Global Total Return EUR A

JPMorgan AM

www.jpmorgan.com

Multi-Asset

EUR LU0188582232

D

Mai 04

Y

534

JPM Highbridge Diversified Commodities A (acc) - EUR hedgedJPMorgan AM

www.jpmorganassetmanagement.lu

Commodities

EUR LU0578697632

D

Mrz 11

Y

535

JPM Highbridge Statistical Market Neutral D EUR

JPMorgan AM

www.jpmorganassetmanagement.lu

Equity Mkt. Neutral

EUR LU0273799238

D

Jan 07

Y

536

JPM Income Opportunity - A USD

JPMorgan AM

www.jpmorgan.com

Fixed Income

USD LU0323456466

D

Nov 08

Y

537

JPM Japan Market Neutral A Hedged Acc EUR

JPMorgan AM

www.jpmorganassetmanagement.lu

Equity L/S

EUR LU0619718827

D

Jun 11

Y

538

JPM MI CQS Convertible Alpha Fund - EUR I

JPMorgan AM

www.jpmorgan.com

Convertibles

EUR IE00B60BDY91

W

Dez 10

Y

539

JPM Systematic Alpha A EUR

JPMorgan AM

www.jpmorganassetmanagement.lu

Managed Futures

EUR LU0406668003

D

Mrz 11

Y

540

JPM US Select Long Short Equity A Acc USD

JPMorgan AM

www.jpmorganassetmanagement.lu

Equity L/S

USD LU0572777000

D

Feb 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 42

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

541

JRS SICAV JRS Quant HNW SEK

JRS Asset Management

www.jrsfonder.se

Equity L/S

SEK

LU0470415208

n/a

No data

Y

542

JRS SICAV JRS Trend

JRS Asset Management

www.jrsfonder.se

Managed Futures

SEK

LU0470415463

n/a

No data

Y

543

Jupiter Absolute Return Fund

Jupiter Asset Management

www.jupiteronline.co.uk

Global Macro

GBP GB00B5129B32

D

Dez 09

Y

544

Jupiter European Absolute Return L Class A EUR

Jupiter Asset Management

www.jupiteronline.co.uk

Equity L/S

EUR LU0459992037

D

Feb 10

Y

545

Jupiter Global Convertibles L EUR

Jupiter Asset Management

www.jupiteronline.co.uk

Convertibles

EUR LU0522255313

D

Okt 10

Y

546

Jupiter Global Financials Class L EUR

Jupiter Asset Management

www.jupiteronline.co.uk

Equity L/S

EUR LU0262307480

D

Nov 06

Y

547

Jupiter Strategic Total Return L EUR

Jupiter Asset Management

www.jupiteronline.co.uk

Global Macro

EUR LU0522253292

D

Okt 10

Y

548

Kairos International Sicav - Absolute

Kairos

www.kairospartners.com

Equity L/S

EUR LU0573012100

D

Feb 11

Y

549

Kairos International Sicav - Dynamic I

Kairos

www.kairospartners.com

Global Macro

EUR LU0271893850

D

Dez 06

Y

550

Kalahari Alpha FI

Abante Asesores

www2.abanteasesores.com

Multi-Strategy

EUR ES0160623007

D

Jan 11

Y

551

Kames Global Opportunities Fund B EUR

Kames Capital

www.kamescapital.com

Global Macro

EUR IE00B51NFJ61

D

Jan 10

Y

552

Kames UK Equity Absolute Return A Acc

Kames Capital

www.kamescapital.com

Equity Mkt. Neutral

GBP GB00B504CH73

D

Feb 10

Y

553

Kathrein Euro Bond R

Kathrein Privatbank

www.kathrein.at

Fixed Income

EUR AT0000779772

D

Jan 04

Y

554

KCM Fund - Risk Protect I

Kepler Capital Markets

www.keplercapitalmarkets.com

Fixed Income

EUR LU0397539361

D

Feb 09

Y

555

KCM Fund - Risk Protect III

Kepler Capital Markets

www.keplercapitalmarkets.com

Volatility Trading

EUR LU0448548304

D

Apr 10

Y

556

KCM Fund - Risk Protect Plus III

Kepler Capital Markets

www.keplercapitalmarkets.com

Volatility Trading

EUR LU0702030577

n/a

No data

Y

557

Kepler Asset Backed Securities Fds A

Kepler / Oppenheim

www.kepler.at

FI ABS

EUR AT0000632468

D

Feb 04

Y

558

Kepler Global Alpha LLB Invest

Kepler Capital Markets

www.keplercapitalmarkets.com

Equity L/S

EUR DE000A0JKNY1

D

Dez 07

Y

559

Kotak India Midcap Fund A USD

Kotak

www.investindia.kotak.com

Equity Long-Bias

USD LU0511423146

D

Jul 10

Y

560

Kotak Indian Multicap Fund A USD

Kotak

www.investindia.kotak.com

Equity Long-Bias

USD LU0330728212

D

Nov 09

Y

561

L&G Diversified Absolute Return Trust - Class I Acc GBP

Legal & General IM

www.legalandgeneral.com

Global Macro

GBP GB00B3DPDF84

D

Feb 09

Y

562

L&G Dynamic Bond Trust - Class R Acc

Legal & General IM

www.legalandgeneral.com

Fixed Income

GBP GB00B1TWMM97

D

Apr 07

Y

563

L&G European Absolute Fund - Class I Acc GBP

Legal & General IM

www.legalandgeneral.com

Equity L/S

GBP GB00B5MRCP21

D

Feb 10

Y

564

L&G UK Absolute Fund - Class I Acc GBP

Legal & General IM

www.legalandgeneral.com

Equity L/S

GBP GB00B5B39X81

D

Feb 10

Y

565

Labrusca Fund - Global RC EUR

Labrusca

www.labrusca.se

Equity Long-Bias

EUR LU0506349900

D

Aug 10

Y

566

Laffitte Equity Arbitrage

Laffitte

www.laffittecapital.com

Event Driven

EUR FR0010807412

D

Nov 09

Y

567

Laffitte Risk Arbitrage Ucits

Laffitte

www.laffittecapital.com

Event Driven

EUR FR0010762187

D

Jun 09

Y

568

Latitude Alpha A (Japan)

Latitude Capital

www.latitude-cm.com

Equity Mkt. Neutral

EUR FR0010266734

D

Dez 05

Y

569

Lazard Objectif Alpha Allocation A

Lazard

www.lazardfreresgestion.fr

Multi-Asset

EUR FR0010438168

D

Mai 07

Y

570

LBBW Pro Fund Credit I

Landesbank Baden Würtemberg

www.lbbw.de

Fixed Income

EUR DE000A1CU8C5

D

Jun 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 43

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

571

LBBW Rohstoffe 2 LS

Landesbank Baden Würtemberg

www.lbbw.de

Commodities

EUR DE000A0X97E0

D

Feb 10

Y

572

Legg Mason Permal Global Absolute Fund A USD

Legg Mason

www.leggmasonamericasoffshore.com

Global Macro

USD IE00B465TZ46

D

Okt 09

Y

573

Legg Mason Western Asset Global Credit Absolute Return P (Hdg)
Legg EUR
Mason

www.leggmason.com

Fixed Income

EUR IE00B3XZ0M48

D

Aug 10

Y

574

Lemanik Europe Market Neutral

Lemanik Asset Management

www.lemanik-am.com

Multi-Asset

EUR LU0334153623

D

Dez 09

Y

575

Lemanik European Special Situations

Lemanik Asset Management

www.lemanik-am.com

Event Driven

EUR LU0090850842

D

Jan 04

Y

576

Leonardo Invest - Miura B

Leonardo

www.dncafinance.com

Equity L/S

EUR LU0462973347

D

Jan 10

Y

577

Leonardo Trend

Leonardo

www.bancaleonardo.com

Multi-Asset

EUR IT0003013411

W

Jan 04

Y

578

LINGOHR Alpha Systematic LBB Invest

Landesbank Berlin Investment

www.lbb-invest.de

Equity Mkt. Neutral

EUR DE000A0ERYR8

D

Aug 06

Y

579

Liontrust Credit Absolute Return Fund A EUR

Liontrust

www.liontrust.co.uk

Fixed Income

EUR LU0493409741

W

Jul 10

Y

580

Liontrust European Absolute Return Fund

Liontrust

www.liontrust.co.uk

Equity L/S

GBP GB00B6100440

D

Jul 09

Y

581

LNG Europa Corporate Bond Fund

LNG Capital

www.lngcapital.com

Fixed Income

No data

Y

582

LO Funds - 1798 Optimum Trend Fund EUR P A

Lombard Odier Darier Hentsch

www.lombardodier.com

Fixed Income

CHF LU0161994784

D

Jan 04

Y

583

LO Funds - 1798 Tactical Alpha P EUR

Lombard Odier Darier Hentsch

www.lombardodier.com

Global Macro

EUR LU0428698483

n/a

No data

Y

584

LO Funds - 1798 US Equity Long/Short P EUR

Lombard Odier Darier Hentsch

www.lombardodier.com

Equity Mkt. Neutral

EUR LU0479543398

n/a

No data

Y

585

LO Funds - Alternative Beta P CHF

Lombard Odier Darier Hentsch

www.lombardodier.com

Alternative Beta

CHF LU0428700644

D

Jul 10

Y

n/a

n/a

586

Long Term Investment Fund (SIA) - Alpha II - EUR

SIA Funds AG

www.s-i-a.ch

Equity L/S

EUR LU0423699858

D

Jun 09

Y

587

Long Term Investment Fund (SIA) - Natural Resources EUR

SIA Funds AG

www.s-i-a.ch

Equity Long-Bias

EUR LU0244072335

D

Feb 05

Y

588

Loys Global L/S

LOYS

www.seb-master-kag.de

Equity L/S

EUR LU0720541993

n/a

No data

Y

589

Lupus alpha All Opportunities Fund

Lupus alpha

www.lupusalpha.de

Equity Mkt. Neutral

EUR LU0329425713

D

Aug 08

Y

590

Lupus alpha Commodity Invest

Lupus alpha

www.lupusalpha.de

Commodities

EUR DE000A1C6G76

D

Jan 11

Y

591

Lupus alpha Dynamic Invest

Lupus alpha

www.lupusalpha.de

Volatility Trading

EUR DE0002635364

D

Jan 04

Y

592

Lupus alpha LS Duration Corporates Invest

Lupus alpha

www.lupusalpha.de

Fixed Income

EUR DE000A0RDTA6

D

Jun 09

Y

593

Lupus alpha LS Duration Invest

Lupus alpha

www.lupusalpha.de

Fixed Income

EUR DE000A0M9946

D

Apr 08

Y

594

Lupus alpha Micro Champions

Lupus alpha

www.lupusalpha.de

Equity Long-Bias

EUR LU0218245263

D

Aug 05

Y

595

Lupus alpha Smaller Euro Champions

Lupus alpha

www.lupusalpha.de

Equity Long-Bias

EUR LU0129232442

D

Jan 04

Y

596

Lupus alpha Smaller German Champions

Lupus alpha

www.lupusalpha.de

Equity Long-Bias

EUR LU0129233093

D

Jan 04

Y

597

Lupus alpha Structure Emerging Markets

Lupus alpha

www.lupusalpha.de

Equity Em. Mkts.

EUR DE000A0YFF46

D

Nov 10

Y

598

Lupus alpha Structure International

Lupus alpha

www.lupusalpha.de

Volatility Trading

EUR DE000A0HHGD9

D

Jun 06

Y

599

Lupus alpha Structure Invest

Lupus alpha

www.lupusalpha.de

Volatility Trading

EUR DE0006329055

D

Jan 04

Y

600

Lupus alpha Volatility Invest (Dist)

Lupus alpha

www.lupusalpha.de

Volatility Trading

EUR DE000A0HHGG2

D

Okt 07

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 44

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

601

Lutetia Emerging Opportunities I EUR

Lutetia Capital

www.lutetiacapital.com

Equity Em. Mkts.

EUR FR0010927269

2W

Jan 11

Y

602

Lutetia Patrimoine P EUR

Lutetia Capital

www.lutetiacapital.com

Event Driven

EUR FR0010816801

D

Dez 09

Y

603

Lyxor / Caxton HAWK Strategy Index Fund I EUR

Lyxor / Caxton

www.lyxor-dimension.com

Managed Futures

EUR IE00B7FN3706

n/a

No data

Y

604

Lyxor / IKOS Futures Strategy Index Fund I EUR

Lyxor / IKOS

www.lyxor-dimension.com

Managed Futures

EUR IE00B7FN3581

n/a

No data

Y

605

Lyxor / Old Mutual Global StatArb Strategy Index Fund I USD Lyxor / Old Mutual

www.lyxor-dimension.com

Equity Mkt. Neutral

USD IE00B5389R59

n/a

No data

Y

606

Lyxor Convertible Bonds And Volatility Arbitrage Index Fund ILyxor
EUR

www.lyxorfunds.com

Convertibles

EUR LU0515879871

n/a

No data

Y

607

Lyxor Credit Strategies Index Fund I EUR

Lyxor

www.lyxorfunds.com

Fixed Income

EUR LU0514955276

n/a

No data

Y

608

Lyxor CTA Long Term Index Fund I EUR

Lyxor

www.lyxorfunds.com

Managed Futures

EUR LU0515874138

n/a

No data

Y

609

Lyxor Epsilon Global Trend I

Lyxor

www.lyxorfunds.com

Managed Futures

EUR IE00B643RZ01

n/a

No data

Y

610

Lyxor Equisys Fund - Euroland R1

Lyxor

www.lyxor.com

Equity L/S

EUR LU0138170229

D

Jan 04

Y

611

Lyxor ETF S&P 500 VIX Futures Enhanced Roll

Lyxor

www.lyxoretf.com

Volatility Trading

EUR FR0011026897

D

Apr 11

Y

612

LYXOR Index Fund LPX 50 - Part S

Lyxor

www.lyxor.com

Equity Long-Bias

EUR FR0010282533

D

Mrz 06

Y

613

Lyxor L/S Equity Long Bias Index Fund IEUR

Lyxor

www.lyxorfunds.com

Equity Long-Bias

EUR LU0515876851

n/a

No data

Y

614

Lyxor L/S Equity Statistical Arbitrage Index Fund I USD

Lyxor

www.lyxorfunds.com

Equity L/S

USD LU0515879012

n/a

No data

Y

615

Lyxor L/S Equity Variable Bias Index Fund I EUR

Lyxor

www.lyxorfunds.com

Equity L/S

EUR LU0515877743

n/a

No data

Y

616

Lyxor Merger Arbitrage Index Fund I EUR

Lyxor

www.lyxorfunds.com

Event Driven

EUR LU0515875028

n/a

No data

Y

617

Lyxor Quantic - Advanced I EUR

Lyxor

www.lyxor.com

Volatility Trading

EUR LU0257748920

2W

Mrz 07

Y

618

Lyxor Quantic - Low Vol I EUR

Lyxor

www.lyxor.com

Volatility Trading

EUR LU0257748094

2W

Feb 07

Y

619

Lyxor Quantic - Progressive I EUR

Lyxor

www.lyxor.com

Volatility Trading

EUR LU0257748417

2W

Dez 06

Y

620

Lyxor Quantitative Fund Absolute Return Multi-Assets I

Lyxor

www.lyxorfunds.com

Multi-Asset

EUR LU0513741008

n/a

No data

Y

621

Lyxor Special Situations Index Fund I EUR

Lyxor

www.lyxorfunds.com

Event Driven

EUR LU0515875960

n/a

No data

Y

622

M&G Macro Episode Fund - USD S

M&G Investment Management

www.mandg.co.uk

Global Macro

USD GB00B5T2L087

D

Jun 10

Y

623

Magna Africa Fund - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE00B0TB5201

D

Apr 06

Y

624

Magna Asia Fund - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE00B15CF910

n/a

Jul 06

Y

625

Magna Eastern European Fund - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE0032311536

D

Jan 04

Y

626

Magna Latin America - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE00B04R3C99

D

Jan 05

Y

627

Magna Russia Fund - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE0032311312

n/a

No data

Y

628

Magna Turkey Fund - Class A EUR

Charlemagne Capital

www.charlemagnecapital.com

Equity Long-Bias

EUR IE00B04R3968

n/a

No data

Y

629

MainFirst Equity Market Neutral Fund A

Main First Asset Management

www.mainfirst.com

Equity L/S

EUR LU0626808819

D

Jun 11

Y

630

Majedie Asset Management Tortoise

Majedie Asset Management

www.majedieasset.com

Equity L/S

GBP IE00B240WZ84

D

Mrz 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 45

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

631

Man AHL Diversity DB GBP

Man Investments

www.maninvestments.com

Managed Futures

GBP LU0424370343

D

Jan 10

Y

632

Man AHL Trend I EUR

Man Investments

www.maninvestments.com

Managed Futures

EUR LU0428380124

D

Okt 09

Y

633

Man Commodities Fund I USD

Man Investments

www.maninvestments.com

Commodities

USD IE00B738VD98

n/a

No data

Y

634

Man Convertibles America USD

Man Investments

www.maninvestments.com

Convertibles

USD LU0246000094

D

Aug 06

Y

635

Man Convertibles Europe EUR D

Man Investments

www.maninvestments.com

Convertibles

EUR LU0114314536

D

Jan 04

Y

636

Man Convertibles Far East EUR D

Man Investments

www.maninvestments.com

Convertibles

EUR LU0061927850

D

Jan 04

Y

637

Man Convertibles Global EUR D

Man Investments

www.maninvestments.com

Convertibles

EUR LU0245991913

D

Aug 06

Y

638

Man Convertibles Japan EUR

Man Investments

www.maninvestments.com

Convertibles

EUR LU0063949068

D

Jan 04

Y

639

Man GLG Multi-Strategy EUR D

Man Investments

www.maninvestments.com

Multi-Strategy

EUR LU0620439462

D

Jun 11

Y

640

Maral Macro FI

Abante Asesores

www2.abanteasesores.com

Global Macro

EUR ES0160741007

D

Jun 11

Y

641

Market Access III - CYD Market Neutral Plus Index

RBS

http://marketaccess.rbs.com

Fixed Income

EUR LU0385488910

D

Dez 08

Y

642

Market Access III - Kenmar Liquid Commodity Index Fund

RBS / Kenmar

http://marketaccess.rbs.com

Commodities

EUR LU0521862424

n/a

No data

Y

643

Market Access III - RICI Enhanced Commdity Index RC1 Eur Hdg
RBS

http://marketaccess.rbs.com

Commodities

EUR LU0384595970

D

Jul 10

Y

644

Martin Currie GF - European Absolute Alpha Fund R EUR

Martin Currie

www.martincurrie.com

Equity L/S

EUR LU0541661509

D

Sep 10

Y

645

Martin Currie GF - Global Resources Absolute Alpha R EUR

Martin Currie

www.martincurrie.com

Equity L/S

EUR LU0541660105

D

Okt 10

Y

646

Martin Currie GF - Japan Absolute Alpha R Hedged EUR

Martin Currie

www.martincurrie.com

Equity L/S

EUR LU0541660956

D

Okt 10

Y

647

Matrix Asia UCITS Fund - I USD

Matrix Group

www.matrixgroup.co.uk

Equity Em. Mkts.

USD IE00B3Y7XQ40

D

Okt 10

Y

648

Matrix Lazard Opportunities Fund - I EUR

Matrix Group

www.matrixgroup.co.uk

Convertibles

EUR IE00B5NJNK97

W

Okt 10

Y

649

Matrix New Europe UCITS Fund

Matrix Group

www.matrixgroup.co.uk

Equity L/S

EUR IE00B5W5G093

W

Sep 11

Y

650

Melchior Selected Trust - European Absolute Return Fund - Class
Dalton
A EUR
Strategic Partnership

www.daltonsp.com

Equity L/S

EUR LU0476438485

D

Jul 10

Y

651

Melchior Selected Trust - Global Active Fund - Class B EUR

Dalton Strategic Partnership

www.daltonsp.com

Multi-Asset

EUR LU0439126821

D

Jul 10

Y

652

Melchior Selected Trust - Indian Absolute Return B1 EUR

Dalton Strategic Partnership

www.daltonsp.com

Equity Em. Mkts.

EUR LU0689628385

n/a

No data

Y

653

Merchant Astor Long/Short UCITS Fund

Merchant / Astor AM

www.merchantfundsplc.com

Equity L/S

n/a

No data

Y

654

Merchant European Equity Fund

Merchant Capital

www.merchantfundsplc.com

Equity L/S

n/a

No data

Y

655

Merchant Galaxy China Absolute Return UCITS Fund C EUR Merchant Capital

www.merchantfundsplc.com

Equity Em. Mkts.

EUR IE00B4V7P134

W

Jan 11

Y

656

Merchant Global Resources UCITS Fund - C USD

Merchant Capital

www.merchantfundsplc.com

Equity L/S

USD IE00B4TP5D17

2W

Nov 10

Y

657

Merrion European Absolute Return Fund

Merrion

www.merrion-absolute.com

Equity L/S

EUR IE00B5450N81

D

Jun 10

Y

658

MLIS AQR Global Relative Value UCITS Fund - EUR C

MLIS / AQR

www.merrillinvestfunds.ml.com

Multi-Strategy

EUR LU0562189471

D

Jan 11

Y

659

MLIS CCI Healthcare Long-Short UCITS Fund - EUR C Acc

MLIS / Columbus

www.merrillinvestfunds.ml.com

Equity L/S

EUR LU0475778535

D

Mai 10

Y

660

MLIS GLG European Opportunities (UCITS III) Fund - Class EURMLIS
C Acc
/ GLG

www.merrillinvestfunds.ml.com

Equity L/S

EUR LU0452169005

D

Mrz 10

Y

n/a
EUR IE00B5326Q56

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 46

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

661

MLIS Graham Capital Systematic Macro UCITS Fund C Acc EUR
MLIS / Graham Capital

www.merrillinvestfunds.ml.com

Managed Futures

EUR LU0556498557

D

Jan 11

Y

662

MLIS Marshall Wace TOPS UCITS Fund (Market Neutral) - EURMLIS
C Acc
/ Marshall Wace AM

www.merrillinvestfunds.ml.com

Equity Mkt. Neutral

EUR LU0333227550

D

Jun 09

Y

663

MLIS Och-Ziff European Multi-Strategy UCITS Fund EUR C

MLIS / Graham Capital

www.merrillinvestfunds.ml.com

Multi-Strategy

EUR LU0571576585

D

Apr 11

Y

664

MLIS QFS Currency Ucits Fund EUR B

MLIS /QFS

www.merrillinvestfunds.ml.com

FX Trading

EUR LU0690450738

n/a

No data

Y

665

MLIS Theorema European Equity Long-Short UCITS Fund - EUR
MLIS
C / Theorama

www.merrillinvestfunds.ml.com

Equity L/S

EUR LU0517905450

D

Jul 10

Y

666

MLIS TT Financials UCITS Fund B EUR

MLIS / TT International

www.merrillinvestfunds.ml.com

Equity L/S

EUR LU0613425676

D

Jul 11

Y

667

MLIS Westchester Merger Arbitrage UCITS Fund EUR B

MLIS / Westchester Capital

www.merrillinvestfunds.ml.com

Event Driven

EUR LU0620299601

D

Jul 11

Y

668

MLIS York Asian Event Driven Ucits C EUR

MLIS / York

www.merrillinvestfunds.ml.com

Event Driven

EUR LU0532510483

D

Nov 10

Y

669

MLIS York Event Driven UCITS EUR C Acc

MLIS / York

www.merrillinvestfunds.ml.com

Event Driven

EUR LU0438635764

D

Dez 09

Y

670

MLIS Zweig-DiMenna US L/S Equity UCITS Fund Class C EUR MLIS / Zweig-DiMenna

www.merrillinvestfunds.ml.com

Equity L/S

EUR LU0509219647

D

Nov 10

Y

671

Moneta Long Short Fund Part A

Moneta AM

www.moneta.fr

Equity L/S

EUR FR0010400762

D

Mrz 07

Y

672

Monsoon Asia-Pacific Systematic Fund Class I

Monsoon Capital

www.monsooncapital.com

Managed Futures

USD IE00B3XNPH86

n/a

No data

Y

673

MontLake Dunn WMA Ucits Fund USD Inst C

MontLake / Dunn

www.montlakeucits.com

Managed Futures

USD IE00B6R2TM59

2W

Dez 11

Y

674

MontLake Goldwinds Global Macro UCITS Fund EUR Inst A

MontLake / Skyline

www.montlakeucits.com

Global Macro

EUR IE00B53BFS70

n/a

No data

Y

675

MontLake Pegasus UCITS Fund UK Eq L/S R EUR

MontLake / Clareville

www.montlakeucits.com

Equity L/S

EUR IE00B3N9LL24

2W

Jan 12

Y

676

MontLake RP Systematic Emerging Markets Fund I EUR

MontLake / RP Capital

www.montlakeucits.com

Global Macro

EUR IE008B7JBDJ29

n/a

No data

Y

677

MontLake Skyline UCITS Funds I USD

MontLake / Skyline

www.montlakeucits.com

Equity Em. Mkts.

USD IE00B4WNKY80

2W

Dez 11

Y

678

Morgan Stanley Absolute Return Currency A EUR

Morgan Stanley

www.morganstanley.com

FX Trading

EUR LU0283946597

D

Feb 07

Y

679

Morgan Stanley Diversified Alpha Plus Fund A EUR

Morgan Stanley

www.morganstanley.com

Global Macro

EUR LU0299413608

D

Jun 08

Y

680

Morgan Stanley FSP ALT-ERA Fund I USD

Morgan Stanley

www.morganstanleyiq.com

Alternative Beta

USD FR0010690982

D

Feb 09

Y

681

Morgan Stanley Strategy Access Volatility Premium I

Morgan Stanley

www.morganstanley.com

Volatility Trading

EUR FR0010433987

D

Mrz 07

Y

682

MS Algebris Global Financials UCITS Funds B EUR

MS / Algebris

www.morganstanleyiq.com

Equity L/S

EUR IE00B58XQ962

D

Mai 11

Y

683

MS Alkeon UCITS Fund I USD

MS / Alkeon

www.morganstanleyiq.com

Equity L/S

USD IE00B66Q8211

n/a

No data

Y

684

MS Ascend Fund UCITS Fund I EUR

MS / Ascend Capital

www.morganstanleyiq.com

Equity L/S

EUR IE00B53HHV28

n/a

No data

Y

685

MS Claritas Long Short Market Neutral E USD

MS / Claritas

www.morganstanleyiq.com

Equity Em. Mkts.

USD IE00B664ZV33

n/a

No data

Y

686

MS Cohen & Steers Global L/S Real Estate B USD

MS / Cohen Steers

www.morganstanleyiq.com

Equity L/S

USD IE00B42MXZ70

n/a

No data

Y

687

MS Indus PacifiChoice Asia Fund I USD

MS / Indus

www.morganstanleyiq.com

Equity Em. Mkts.

USD IE00B66Z2486

D

Jun 11

Y

688

MS Indus Select Asia Pacific Fund B USD

MS / Indus

www.morganstanleyiq.com

Equity Em. Mkts.

USD IE00B594ZW45

D

Jun 11

Y

689

MS Perella Weinberg Partners Tokum Long/Short Healthcare MS
UCITS
/ Perella
Fund SWeinberg
USD

www.morganstanleyiq.com

Equity L/S

USD IE00B3TJS377

n/a

No data

Y

690

MS PSAM Global Event UCITS Fund B EUR

www.morganstanleyiq.com

Event Driven

EUR IE00B462Y168

W

Dez 10

Y

MS / P. Schoenfeld

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 47

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

691

MS SOAM US Financial Services UCITS Fund E USD

MS / Sandler O'Neill AM

www.morganstanleyiq.com

Equity L/S

USD IE00B4ZH1F54

D

Jun 11

Y

692

MS Value Driven Alpha Europe I

Morgan Stanley

www.morganstanleyiq.com

Equity Mkt. Neutral

EUR IE00B3P1K756

D

Jun 10

Y

693

Muzinich Short Duration High Yield Hdgd EUR Acc R

Muzinich & Co. Ltd

www.muzinich.com

Fixed Income

EUR IE00B3MB7B14

D

Nov 10

Y

694

MW Developed Europe TOPS Fund - Class A EUR

Marshall Wace AM

www.mwam.com

Equity L/S

EUR IE00B3V2GW93

W

Mai 10

Y

695

MW European Opportunities Fund - Class A EUR

Marshall Wace AM

www.mwam.com

Equity L/S

EUR IE00B4JZRL32

W

Jun 10

Y

696

MW GaveKal Asian Opportunities UCITS Fund A USD

Marshall Wace AM

http://gavekal.com

Multi-Asset

USD IE00B59NPG56

D

Mai 10

Y

697

MW GaveKal Greater China Fund - Class A USD

Marshall Wace AM

http://gavekal.com

Equity Long-Bias

USD IE00B2899B65

W

Mai 10

Y

698

MW Greater China UCITS Fund - Class A USD

Marshall Wace AM

www.mwam.com

Equity Long-Bias

USD IE00B2899B65

W

Mai 10

Y

699

Naspa CreativInvest 7 Deka (DivAAX - DAX30)

Deka Investments

www.naspa.de

Equity Mkt. Neutral

EUR DE000DK0EE65

D

Mai 07

Y

700

Natixis - ASG Laser Fund F/A(USD)

Natixis / Alpha Simplex

www.ga.natixis.com

Alternative Beta

USD LU0385855175

D

Nov 09

Y

701

Natixis - Gateway U.S. Equities Fund I/A (USD)

Natixis / Gateway

www.ga.natixis.com

Equity L/S

USD LU0411264939

D

Nov 09

Y

702

Natixis - H2O Adagio I EUR

Natixis / H2O AM

www.am.natixis.com

Global Macro

EUR FR0010929794

D

Sep 10

Y

703

Natixis - H2O Allegro I EUR

Natixis / H2O AM

www.am.natixis.com

Fixed Income

EUR FR0011006188

D

Mrz 11

Y

704

Natixis - H2O Moderato I EUR

Natixis / H2O AM

www.am.natixis.com

Global Macro

EUR FR0010929836

D

Sep 10

Y

705

Natixis - H2O MultiBonds I EUR

Natixis / H2O AM

www.am.natixis.com

Fixed Income

EUR FR0010930438

D

Sep 10

Y

706

Natixis - H2O Patrimoine I EUR

Natixis / H2O AM

www.am.natixis.com

Global Macro

EUR FR0010930446

D

Sep 10

Y

707

Natixis - H2O Tempo I EUR

Natixis / H2O AM

www.am.natixis.com

Volatility Trading

EUR FR0011007459

D

Apr 11

Y

708

Natixis - H2O Vivace I EUR

Natixis / H2O AM

www.am.natixis.com

Global Macro

EUR FR0011006220

D

Mrz 11

Y

709

Natixis - Loomis Sayles Absolute Strategies Bond Fund I/A USD
Natixis / Loomies Sayles

www.ga.natixis.com

Fixed Income

USD LU0556612868

D

Mrz 11

Y

710

Natixis - Loomis Sayles Multisector Income Fund R/A EUR

Natixis / Loomies Sayles

www.ga.natixis.com

Fixed Income

USD IE00B23XD337

D

Okt 09

Y

711

Natixis - Sixtina Harbert Event Opportunities Fund B2 EUR

Natixis / Harbert

www.sixtinafunds.com

Event Driven

EUR LU0596929686

n/a

No data

Y

712

Natixis - Sixtina Madison Street Fund Class B2

Natixis / Madison Street

www.sixtinafunds.com

Equity L/S

EUR LU0533050240

2W

Dez 10

Y

713

Natixis ABS Plus R

Natixis

www.am.natixis.com

FI ABS

EUR FR0010286195

D

Okt 05

Y

714

Natixis Absolute Quant Bond 12 MI C EUR

Natixis

www.am.natixis.com

Fixed Income

EUR FR0010684266

D

Sep 06

Y

715

Natixis Absolute Quant Bond 18 M I

Natixis

www.am.natixis.com

Fixed Income

EUR FR0010232348

D

Sep 05

Y

716

Natixis Absolute Swap Arbitrage I I

Natixis

www.am.natixis.com

Fixed Income

EUR FR0010654921

D

Sep 08

Y

717

Neptune Global Long/Short Sector Fund A Acc

Neptune Investment Management

www.neptune-im.co.uk

Equity L/S

GBP GB00B71BDW38

D

Nov 11

Y

718

Neuberger Berman Diversified Currency USD Inst Acc

Neuberger Berman

www.nb.com/europe

FX Trading

USD IE00B3L3LS35

D

Apr 09

Y

719

Neuflize Ambition

Neuflize

www.neuflizeprivateassets.com

Equity L/S

EUR FR0010863548

D

Apr 10

Y

720

Neuflize Europe Opportunities

Neuflize

www.neuflizeprivateassets.com

Equity L/S

EUR FR0010363846

D

Jan 04

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 48

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

721

Neuflize Global

Neuflize

www.neuflizeprivateassets.com

Equity L/S

EUR FR0010362871

D

Jan 04

Y

722

Neuflize Optimum C

Neuflize

www.neuflizeprivateassets.com

Equity L/S

EUR FR0010362863

D

Okt 06

Y

723

Neutral Sicav Disciplined Equity Absolute Return

Banca Zarattini & Co S.A.

www.neutralsicav.lu

Equity L/S

EUR LU0172365636

W

Aug 04

Y

724

New Capital UCITS Total Return Bond EUR

EFG AM

www.efgam.com

Fixed Income

EUR IE0033116579

D

Feb 04

Y

725

Newscape Global Bond Fund P

Newscape Capital Group

www.newscapegroup.com

Fixed Income

EUR FR0010906438

n/a

Aug 10

Y

726

Newscape Strategic Bond Fund

Newscape Capital Group

www.newscapegroup.com

Fixed Income

EUR IE00B64YGY55

n/a

No data

Y

727

NewSmith Emerging Markets UCITS

Newsmith Capital Partners

www.newsmithcapital.com

Equity Em. Mkts.

n/a

No data

Y

728

NewSmith Global Absolute Return Retail A USD

Newsmith Capital Partners

www.newsmithcapital.com

Equity L/S

USD IE00B65WYB10

n/a

No data

Y

729

Newton Real Return A

BNY Mellon

www.bnymellonam.com

Multi-Asset

GBP GB0001642635

D

Jan 04

Y

730

Nexar Short Bias Ucits I EUR

Nexar Capital Group

www.nexarcapital.com

Equity L/S

EUR FR0010841262

D

Jan 10

Y

731

Next Generation Absolute Return - Secquaero ILS Fund I EUR ACATIS / Secquaero Advisors

www.secquaero.com

Fixed Income

EUR LU0573647004

W

Mai 11

Y

732

NOBC Europe Long/Short C

Neuflize OBC Asset Mgt.

www.neuflizeobc-am.fr

Equity L/S

EUR FR0010510453

D

Aug 07

Y

733

Nomura ARCS Fund I EUR

Nomura

www.nomura.com

FX Trading

EUR IE00B42T3812

2W

Sep 09

Y

734

Nomura C10 I EUR

Nomura

www.nomura.com

FX Trading

EUR IE00B3Q1FL31

D

Mrz 11

Y

735

Nomura Enovara plc - HFRq UCITS III Fund EUR Institutional Nomura

www.nomura.com

Alternative Beta

EUR IE00B40NQ532

D

Sep 10

Y

736

Nomura Enovara plc - S&P DTI Fund - I EUR

Nomura

www.nomura.com

Managed Futures

EUR IE00B1CH3B77

D

Jun 07

Y

737

Nomura Enovara RQSI Global Asset Allocation Fund USD A

Nomura / RQSI

www.nomura.com

Managed Futures

USD IE00B40Y4Y19

D

Nov 09

Y

738

Nomura Interest Rate Inv Strat IRIS Fund I EUR

Nomura

www.nomura.com

Fixed Income

EUR IE00B431YN85

D

Okt 10

Y

739

Nomura Interest Rate Inv Strat IRIS×4 Fund I EUR

Nomura

www.nomura.com

Fixed Income

EUR IE00B6636D96

D

Okt 10

Y

740

Nomura Macro Commodity Strategy MaCS Fund I EUR

Nomura

www.nomura.com

Commodities

EUR IE00B5VGX465

D

Okt 10

Y

741

Nomura Macro CPS (Credit Positioning System) Fund I EUR Nomura

www.nomura.com

Fixed Income

EUR IE00B5NBK601

D

Okt 10

Y

742

Nomura Voltage Mid-Term Source ETF

Nomura

www.nomura.com

Volatility Trading

USD IE00B3LK4075

D

Apr 11

Y

743

NordDynamic

Pioneer Investments

www.pioneerinvestments.de

Multi-Asset

EUR DE000A0DPKA9

D

Okt 05

Y

744

Nordea 1 - Multi Asset Plus Fund

Nordea

www.nordea.co.uk

Multi-Strategy

EUR LU0607983383

D

Jun 11

Y

745

Nordea 1 Heracles Long/Short MI Fund BI-EUR

Nordea

www.nordea.co.uk

Multi-Strategy

EUR LU0375726162

D

Sep 08

Y

746

Nordea 1 Multi Asset Fund BI EUR

Nordea

www.nordea.co.uk

Multi-Strategy

EUR LU0445386955

n/a

No data

Y

747

Nordinvest Modulor LSE1

Pioneer / VIP Value Investments

www.pioneerinvestments.de

Equity Mkt. Neutral

EUR DE000A0DPKD3

D

Okt 06

Y

748

Objective Return Fund B I

Hauck & Aufhäuser

www.hua-invest.lu

Managed Futures

EUR LU0490752945

W

Apr 10

N

749

Occam Asia Absolute Return Fund - Class A EUR

Occam AM

http://occamam.com

Equity L/S

EUR IE00B569ZD31

n/a

No data

Y

750

Occam Asia Focus Fund - Class A EUR

Occam AM

http://occamam.com

Equity Long-Bias

USD IE00B3C99B93

D

Nov 08

Y

0

IE00B629ZF60

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 49

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

751

Occam Emerging Markets Opportunities Fund - Class B USD Occam AM

http://occamam.com

Equity Em. Mkts.

USD IE00B65YMR97

n/a

No data

Y

752

Occam Europe Focus Fund - Class A EUR

Occam AM

http://occamam.com

Equity Long-Bias

EUR IE00B3C99424

D

Nov 08

Y

753

Ockham Sicav Navigator Fund A EUR

Ockham Capital Partners SA

http://funds.degroof.lu

Event Driven

EUR LU0580479961

n/a

No data

Y

754

Odey Opportunity Fund EUR

Odey

www.odeywealth.com

Multi-Asset

EUR IE00B5WMD653

D

Aug 10

Y

755

OFI Momentum

OFI Asset Management

www.ofi-am.fr

Managed Futures

EUR FR0010550178

D

Jan 08

Y

756

OFI Prim' KappaStocks

Prim' Finance

www.prim-finance.com

Managed Futures

EUR FR0010411868

D

Jan 07

Y

757

OFI Risk Arb Absolu A

OFI Asset Management

www.ofi-am.fr

Event Driven

EUR FR0010058164

D

Aug 04

Y

758

OFI Risk Arbitrages C

OFI Asset Management

www.ofi-am.fr

Event Driven

EUR FR0010035451

D

Jan 04

Y

759

OFI Spread Opportunities

OFI Asset Management

www.ofi-am.fr

Fixed Income

EUR FR0007073747

W

Jan 04

Y

760

Old Mutual Global Equity Absolute Return Fund I EUR

Old Mutual Asset Managers

www.oldmutualfunds.co.uk

Equity Mkt. Neutral

EUR IE00B6035612

D

Nov 09

Y

761

Old Mutual UK Dynamic Equity Fund I EUR

Old Mutual Asset Managers

www.oldmutualfunds.co.uk

Equity Long-Bias

EUR IE00B605WW29

D

Nov 09

Y

762

Old Mutual UK Opportunities Fund A Acc

Old Mutual Asset Managers

www.oldmutualfunds.co.uk

Equity L/S

GBP IE00B45YC645

D

Nov 11

Y

763

OP Aktien Marktneutral R

Oppenheim

www.oppenheim-fonds.de

Equity Mkt. Neutral

EUR DE000A1JBZ51

D

Okt 11

Y

764

OP Cash Euro Plus

Oppenheim

www.oppenheim-fonds.de

FI ABS

EUR LU0188788870

D

Apr 04

Y

765

OP FX Opportunities

Oppenheim

www.oppenheim-fonds.de

FX Trading

EUR DE000A0EAWJ5

D

Mrz 06

Y

766

OPM Efficient Global Equity Allocation R1

Optimized Portfolio Managament

www.optimized.se

Equity Mkt. Neutral

SEK

n/a

No data

Y

767

Optitrend Balance - R

Structured Invest S.A. / UniCredit

www.structuredinvest.lu

Multi-Strategy

EUR LU0595601401

D

Jun 11

Y

768

Orchidee I Long/Short

Orchidee Finance SA

www.orchideefinance.fr

Equity Mkt. Neutral

EUR FR0010609602

D

Jul 08

Y

769

Orsay Active L/S

Orsay Asset Management

www.banquedorsay.fr

Equity L/S

EUR FR0010878116

D

Mai 10

Y

770

Orsay Arbitrages Actions

Orsay Asset Management

www.banquedorsay.fr

Multi-Strategy

EUR FR0000432767

D

Jan 04

Y

771

Oyster - Absolute Return EUR 2

Banque SYZ

www.oysterfunds.com

Multi-Asset

EUR LU0536156861

D

Okt 10

Y

772

Oyster - Credit Opportunities I EUR

Banque SYZ / Cairn Capital

www.oysterfunds.com

Fixed Income

EUR LU0435361091

W

Jul 09

Y

773

Oyster - European Opportunities EUR

Banque SYZ & Co

www.oysterfunds.com

Equity Long-Bias

EUR LU0096450555

D

Jan 04

Y

774

Oyster - ForExtra Yield I EUR

Banque SYZ & Co

www.oysterfunds.com

FX Trading

EUR LU0536156788

n/a

No data

Y

775

Oyster - Global Convertibles Advent Phoenix EUR

Banque SYZ & Co

www.oysterfunds.com

Convertibles

EUR LU0418547401

D

Okt 10

Y

776

Oyster - LatAm Opportunities Fund

Banque SYZ & Co

www.oysterfunds.com

Equity Long-Bias

EUR LU0497641547

D

Aug 10

Y

777

Oyster - Market Neutral EUR

Banque SYZ & Co

www.oysterfunds.com

Equity Mkt. Neutral

EUR LU0435361257

W

Nov 09

Y

778

Oyster - OCEANO Absolute Return Inst EUR

Banque SYZ & Co

www.oysterfunds.com

Multi-Asset

EUR LU0401082200

D

Feb 11

Y

779

P&G Asset Backed Securities (UCITS) Fund

P&G SGR

www.pgalternative.com

FI ABS

EUR IE00B3KF5F58

n/a

No data

Y

780

Park Place L/S Equity UCITS

Park Place Capital Ltd

www.parkplace.net

Equity L/S

n/a

No data

Y

LU0626289952

n/a

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 50

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

781

Parvest Absolute Return Europe LS - Classic Share

BNP Paribas IP

www.bnpparibas-ip.com

Equity L/S

EUR LU0347704768

n/a

Mrz 09

Y

782

Parvest Commodities Arbitrage I

BNP Paribas IP

www.bnpparibas-ip.com

Commodities

USD LU0360653207

D

Okt 10

Y

783

Parvest Diversified Conservative C

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Asset

EUR LU0089280886

D

Jan 04

Y

784

Parvest Diversified Dynamic C

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Asset

EUR LU0089291651

D

Jan 04

Y

785

Parvest Multi Assets 4 C

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Strategy

EUR LU0347701749

D

Sep 08

Y

786

Parvest Multi-Strategy FX - Classic Share

BNP Paribas IP

www.bnpparibas-ip.com

FX Trading

EUR LU0347698002

D

Sep 08

Y

787

Parvest Multi-Strategy Medium Vol - Classic Share

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Strategy

EUR LU0662593408

2W

Jan 12

Y

788

Parvest World Agriculture C USD

BNP Paribas IP

www.bnpparibas-ip.com

Commodities

USD LU0363509208

D

Dez 08

Y

789

Parworld Alpha Derivatives Fund I

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Strategy

EUR LU0564299138

D

Mrz 11

Y

790

Parworld Beta Derivatives Fund I

BNP Paribas IP

www.bnpparibas-ip.com

Multi-Strategy

EUR LU0552548181

D

Apr 11

Y

791

Parworld ETF Flexible Allocation

BNP Paribas IP

www.bnpparibas-ip.com

Global Macro

EUR LU0218129350

n/a

Dez 09

Y

792

Parworld Quantitative Fixed Income C

BNP Paribas IP

www.bnpparibas-ip.com

Fixed Income

EUR LU0456770527

D

Mai 10

Y

793

Pegaso Capital SICAV - Strategic Trend I EUR

Cramer Asset Management

www.pegasocapitalsicav.com

Multi-Asset

EUR LU0538499541

n/a

No data

Y

794

PEH SICAV - PEH Renten EvoPro P

PEH

www.peh.de

Fixed Income

EUR LU0291408713

D

Apr 07

Y

795

Pensanto Europa Absolute Return Fund

Pensanto Capital

www.pensatocapital.com

Equity L/S

EUR IE00B3SZ5F75

W

Dez 10

Y

796

Perinvest (Lux) Sicav Global Dividend Equity Fund - EUR

Perinvest

www.perinvest.co.uk

Equity L/S

EUR LU0338621724

W

Feb 11

Y

797

Pictet - Absolute Return Global Diversified-P EUR

Pictet

www.pictetfunds.com

Multi-Asset

EUR LU0247079469

D

Mrz 06

Y

798

Pictet Convertible Bonds R EUR

Pictet / Jabre Capital Partners

www.pictetfunds.com

Convertibles

EUR LU0366535317

D

Feb 10

Y

799

PIMCO GIS CommoditiesPLUS™ Strategy Fund E EUR Acc

PIMCO

http://europe.pimco-funds.com

Commodities

USD IE00B1D7YH97

D

Sep 09

Y

800

PIMCO GIS Credit Absolute Return Fund Inst Acc USD

PIMCO

http://europe.pimco-funds.com

Fixed Income

USD IE00B3N0PT13

2W

Dez 11

Y

801

PIMCO GIS Diversified Inc E EUR Hd Acc

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE00B1Z6D669

D

Jul 07

Y

802

PIMCO GIS Euribor Plus E

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE00B11XYZ73

D

Sep 06

Y

803

PIMCO GIS FX Strategies E EUR Acc

PIMCO

http://europe.pimco-funds.com

FX Trading

EUR IE00B3DD5M34

D

Sep 09

Y

804

PIMCO GIS Global Investment Grade Credit Fund E Acc

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE00B3K7XK29

D

Sep 09

Y

805

PIMCO GIS Global Multi-Asset Fund E Acc

PIMCO

http://europe.pimco-funds.com

Multi-Asset

EUR IE00B4YYXB79

D

Nov 09

Y

806

PIMCO GIS Global Real Return Ins EUR Hdg Acc

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE0034350524

D

Aug 04

Y

807

PIMCO GIS Total Return Bond Fund E EUR Acc (Hgd)

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE00B11XZB05

D

Sep 06

Y

808

PIMCO Select Global Bond Ret GBP

PIMCO

http://europe.pimco-funds.com

Fixed Income

GBP IE00B4Q1XW75

D

Feb 11

Y

809

PIMCO Select UK Corporate Bond Ret GBP

PIMCO

http://europe.pimco-funds.com

Fixed Income

GBP IE00B4P4PW17

D

Feb 11

Y

810

PIMCO Select UK Income Bond Fund Retail

PIMCO

http://europe.pimco-funds.com

Fixed Income

GBP IE00B3QZY070

n/a

No data

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 51

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

811

PIMCO Unconstrained Bond E Class EUR

PIMCO

http://europe.pimco-funds.com

Fixed Income

EUR IE00B5B5L056

D

Nov 09

Y

812

PineBridge Global Emerging Market Corporate Bond A

PineBridge

www.pinebridge.com

Fixed Income

USD IE00B3RZC249

D

Feb 11

Y

813

PineBridge Merger Arbitrage Y USD

PineBridge

www.pinebridge.com

Event Driven

USD IE00B59J8H58

n/a

No data

Y

814

Pioneer ABS Dynamic Cash (Closed)

Pioneer AI

www.pioneerinvestments.com

FI ABS

EUR AT0000634977

2W

Jan 04

Y

815

Pioneer Absolute Return Equity - Class I EUR

Pioneer AI

www.pioneerinvestments.com

Equity L/S

EUR LU0321238056

D

Nov 07

Y

816

Pioneer Funds - Absolute Return Currencies E EUR ND

Pioneer AI

www.pioneerinvestments.com

FX Trading

EUR LU0271667254

D

Apr 07

Y

817

Pioneer Funds - Commodity Alpha A USD

Pioneer AI

www.pioneerinvestments.com

Commodities

USD LU0313643297

D

Apr 10

Y

818

Pioneer Investments Total Return A EUR

Pioneer AI

www.pioneerinvestments.com

Fixed Income

EUR LU0209095446

D

Jan 05

Y

819

Plenum CAT Bond Fund EUR

Plenum

www.plenum.ch

Fixed Income

EUR LI0115208543

W

Sep 11

Y

820

Plurima Funds - EGI Low Volatility

EGI Ltd

www.egifunds.com

Multi-Strategy

EUR IE00B2B3HW20

2W

Nov 09

Y

821

Plurima Funds - PairsTech Crystal Premium Fund Retail

PairsTech Capital Managment

www.egifunds.com

Equity Mkt. Neutral

EUR IE00B4ZJ4B85

D

Nov 09

Y

822

Plurima Funds - Plurima European Absolute Return Class A EUR
LeoFund Man. Ltd.

www.egifunds.com

Equity L/S

EUR IE00B09T7B75

D

Aug 05

Y

823

Plurima Funds - Quaestio Capital Fund

Quaestio Capital Management SGR www.egifunds.com

Equity L/S

EUR IE00B4LY6Y44

D

Mrz 11

Y

824

Plurima Funds - Uniforte Short Term Opportunities Fund

Uniforte Asset Mgt SGR

www.unifortune.it

Fixed Income

EUR IE00B56M8H74

D

Mai 10

Y

825

Plurima Funds - Uniforte Total Return Retail

Uniforte Asset Mgt SGR

www.unifortune.it

Equity L/S

EUR IE00B4V29T45

D

Aug 10

Y

826

Polar Capital Funds plc - UK Absolute Return Fund - GBP

Polar Capital

www.polarcapital.co.uk

Equity L/S

GBP IE00B39GSM75

D

Feb 09

Y

827

PPF - LPActive Value Fund

PMG / LPX GmbH

www.pmg-fonds.ch

Equity Long-Bias

EUR LU0434213525

W

Mrz 10

Y

828

Premium Currencies UI R

Prem1um Currency Advisors AG

www.universal-investment.de

FX Trading

EUR DE000A0YJF34

D

Mrz 10

Y

829

Prim Commodities R

Prim' Finance

www.prim-finance.com

Commodities

EUR FR0011032226

D

Jul 11

Y

830

Prim’ Agriculture R

Prim' Finance

www.prim-finance.com

Commodities

EUR FR0010284224

D

Aug 08

Y

831

Prima High Potential Europe

Prima Asset Management

www.primasgr.it

Equity L/S

EUR IE0008003968

D

Jan 04

Y

832

Prima Market Neutral Europe

Prima Asset Management

www.primasgr.it

Equity Mkt. Neutral

EUR IE00B3ZTK792

D

Sep 09

Y

833

Principal Global Investors Funds Multi Strategy Currency FundPrincipal GI / Macro Currency Group www.principalglobalfunds.com

FX Trading

n/a

No data

Y

834

Profit Global Macro Fund

Providence Asset Management

www.profitfund.com

Global Macro

EUR LI0011483158

n/a

W

Okt 06

Y

835

Prosper Stars & Stripes Fund S EUR C

Prosper / ICAP

www.prosperfunds.lu

Equity L/S

USD LU0723589700

n/a

No data

Y

836

Proxima Investments SICAV - Athena Long Short A Cap

Method Investments & Advisory

www.casa4funds.com

Equity L/S

EUR LU0510654410

2W

Sep 10

Y

837

PTR - Banyan P USD

Picet

www.pictetfunds.com

Equity Em. Mkts.

USD LU0637929778

2W

Jan 12

Y

838

PTR - Corto Europe P EUR

Pictet

www.pictetfunds.com

Equity L/S

EUR LU0496442723

W

Apr 10

Y

839

PTR - Kosmos P EUR

Pictet

www.pictetfunds.com

Fixed Income

EUR LU0635021032

D

Jul 11

Y

840

PTR - Mandarin P USD

Pictet

www.pictetfunds.com

Equity Em. Mkts.

USD LU0496443531

W

Okt 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 52

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

841

pulse invest - Absolute_MM T

pulse invest

www.pulse-invest.de

Equity L/S

EUR LU0307004902

D

Aug 08

Y

842

pulse invest - Defensiv_MM T

pulse invest

www.pulse-invest.de

Equity L/S

EUR LU0504335281

W

Mai 10

Y

843

pulse invest - Offensiv_MM T

pulse invest

www.pulse-invest.de

Equity L/S

EUR LU0504334805

W

Jul 10

Y

844

Putman Total Return A Acc

Putnam Investments

www.putnam.com

Multi-Asset

USD IE00B16D6W39

D

Jul 06

Y

845

Qbasis Futures Fund (ETF)

Systrade Asset Management

www.systrade.com

Managed Futures

EUR LI0107994720

D

Sep 10

Y

846

Quant Global Equities Fund

Quant AM

www.qamfunds.com

Equity L/S

EUR LU0605322576

2W

Mrz 11

Y

847

Quants Multistrategy

Quants Vermögensmanagement

www.bnymellonkag.com

Equity L/S

EUR DE000A0RKY52

D

Dez 08

Y

848

Quoniam Global TAA Total Return

Union / Quoniam

www.union-investment.lu

Multi-Asset

EUR LU0377211155

D

Jul 10

Y

849

R4 CTA Trading FI

Renta 4 Gestora

www.renta4gestora.com

Multi-Asset

EUR ES0173857030

D

Feb 05

Y

850

RAB Global Mining & Resources UCITS Fund

RAB Capital

www.rabcap.com

Equity L/S

EUR LU0611753269

n/a

No data

Y

851

RAB Gold & Precious Equities UCITS Fund

RAB Capital

www.rabcap.com

Equity L/S

EUR LU0611756957

n/a

No data

Y

852

Raiffeisen 336 GTAA Overlay I VT

Raiffeisen Kapitalanlage GmbH

www.rcm-international.com

Multi-Strategy

EUR AT0000A07YP8

D

Dez 07

Y

853

Raiffeisen 337 Strategic Allocation Master I (R) VT

Raiffeisen Kapitalanlage GmbH

www.rcm-international.com

Multi-Asset

EUR AT0000A0LHU0

D

Feb 11

Y

854

Raiffeisen Alternative Strategies T

Raiffeisen Kapitalanlage GmbH

www.rcm-international.com

Volatility Trading

EUR LU0400063383

2W

Dez 10

Y

855

RBS CTA Index ETF - USD

RBS Asset Management

www.rbs.com/etfs

Managed Futures

USD LU0653608454

D

Sep 11

Y

856

Reech Glacier Fund I EUR C

Reech CBRE Alternative Real Estate www.reechaim.com

Equity L/S

EUR LU0531641701

W

Jan 11

Y

857

Renta 4 Pegasus FI

Renta 4 Gestora

www.renta4gestora.com

Fixed Income

EUR ES0173321003

D

Mrz 11

Y

858

Renta 4 Retorno Dinamico FI

Renta 4 Gestora

www.renta4gestora.com

Fixed Income

EUR ES0128521004

n/a

No data

Y

859

Republic Evolution

Republic Asset Management

www.republic-am.com

Multi-Strategy

EUR FR0010672105

W

Dez 08

Y

860

Reyl Long/Short Emerging Markets B EUR

Reyl Asset Management

www.reyl-sa.com

Equity Em. Mkts.

EUR LU0705072345

n/a

No data

Y

861

Reyl Long/Short European Equities B EUR

Reyl Asset Management

www.reyl-sa.com

Equity L/S

EUR LU0705071453

n/a

No data

Y

862

RiverCrest European Equity Alpha Fund B GBP

MS / RiverCrest

www.morganstanleyiq.com

Equity L/S

GBP IE00B6XDR955

2W

Jan 12

Y

863

Rivoli Capital I

Rivoli

www.rivolifinance.com

Multi-Strategy

EUR FR0010605808

D

Mai 08

Y

864

Rivoli Equity Fund - EUR

Rivoli

www.rivolifinance.com

Equity L/S

EUR FR0010106336

D

Okt 04

Y

865

Rivoli Long Short Bond Fund Parts P

Rivoli

www.rivolifinance.com

Fixed Income

EUR FR0007066782

D

Jan 04

Y

866

Robeco Flex-O-Rente D EUR

Robeco

www.robeco.com

Fixed Income

EUR LU0230242504

D

Okt 05

Y

867

Robeco GTAA

Robeco

www.robeco.com

Multi-Asset

EUR LU0487478926

D

Mai 10

Y

868

RP Global Absolute Return Bond

Warburg Invest KAG

www.rp-management.de

Fixed Income

EUR DE000A0MS7N7

D

Jan 08

Y

869

RP Selection Arbitrage France

SPGP

www.spgp.fr

Equity Mkt. Neutral

EUR FR0010164897

D

Apr 05

Y

870

RPM Directional Fund R EUR

RPM Risk & Portfolio Management ABwww.rpmdirectional.lu

Managed Futures

EUR LU0594789157

n/a

No data

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 53

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

871

Russell IC IV - Absolute Return Equity Fund A Acc

Russell Investments

www.russell.com

Equity Mkt. Neutral

GBP IE00B3CH6563

D

Sep 08

Y

872

Russell IC IV - Alpha EH

Russell Investments

www.russell.com

Equity Mkt. Neutral

EUR IE00B16B3J33

D

Sep 10

Y

873

Russell OpenWorld Commodities Long Neutral Strategy P USDRussell / Mount Lucas

www.russell.com

Commodities

USD IE00B62DW576

W

Aug 10

Y

874

Russell OpenWorld Dynamic Assets I EUR

Russell / Mack&Weise

www.russell.com

Multi-Strategy

EUR IE00B6ZQ7N62

2W

Feb 12

Y

875

Russian Phoenix UCITS Fund Class A USD

Spectrum Partners

www.spectrumfunds.com

Equity L/S

USD IE00B5582416

n/a

No data

Y

876

Russian Prosperity Fund - EUR K shares

Prosperity Capital Management

www.prosperitycapital.com

Equity Long-Bias

EUR FI0008808183

n/a

No data

Y

877

RWC Cautious Absolute Rate & Currency Fund - Class A EUR RWC Partners

www.rwcpartners.com

FX Trading

EUR LU0281101039

D

Aug 08

Y

878

RWC Enhanced Absolute Rate & Currency Fund - Class A EURRWC Partners

www.rwcpartners.com

Fixed Income

EUR LU0557807657

n/a

No data

Y

879

RWC Enhanced Income Fund A GBP

RWC Partners

www.rwcpartners.com

Fixed Income

GBP LU0542757579

D

Okt 10

Y

880

RWC Europe Absolute Alpha Fund A EUR

RWC Partners

www.rwcpartners.com

Equity L/S

EUR LU0523287307

D

Aug 10

Y

881

RWC Global Convertibles Fund A EUR

RWC Partners

www.rwcpartners.com

Convertibles

EUR LU0273642768

D

Nov 08

Y

882

RWC Global Growth Absolute Alpha Fund A EUR

RWC Partners

www.rwcpartners.com

Equity L/S

EUR LU0479712332

D

Mai 10

Y

883

RWC Income Opportunities Fund A EUR

RWC Partners

www.rwcpartners.com

Equity Long-Bias

USD LU0539372846

n/a

No data

Y

884

RWC US Absolute Alpha Fund A USD

RWC Partners

www.rwcpartners.com

Equity L/S

USD LU0453474867

885

S&S Absolute Return

S&S Asset Management

www.sosfonder.com

Equity Mkt. Neutral

SEK

886

SABRE All Weather Fund C EUR

Sabre Fund Management

www.sabrefund.com

Equity Mkt. Neutral

887

Saint-Honoré Active Strategies - Class C

Edmond de Rothschild

www.edmond-de-rothschild.com

Event Driven

888

Salar Convertible Absolute Return Fund B USD

MS / Ferox Capital LLP

www.feroxcapital.com

889

Salus Alpha Commodity Arbitrage

Salus Alpha

890

Salus Alpha Directional Markets

Salus Alpha

D

Okt 09

Y

n/a

No data

Y

EUR LU0543733173

D

Feb 11

Y

EUR FR0010914945

D

Nov 10

Y

Convertibles

USD IE00B3SHT843

W

Feb 11

Y

www.salusalpha.com

Commodities

EUR AT0000A0EYP0

D

Dez 09

Y

www.salusalpha.com

Managed Futures

EUR AT0000A0BK00

D

Dez 08

Y

LU0476617062

891

Salus Alpha Equity Hedged (VT)

Salus Alpha

www.salusalpha.com

Equity L/S

EUR AT0000A062Y2

D

Sep 07

Y

892

Salus Alpha Event Driven (VT)

Salus Alpha

www.salusalpha.com

Event Driven

EUR AT0000A08QF3

W

Feb 08

Y

893

Salus Alpha Managed Futures (VT)

Salus Alpha

www.salusalpha.com

Managed Futures

EUR AT0000A08QK3

D

Feb 08

Y

894

Salus Alpha Real Estate

Salus Alpha

www.salusalpha.com

Equity L/S

EUR AT0000A06327

D

Jan 08

Y

895

Salus Alpha RN Special Situations

Salus Alpha

www.salusalpha.com

Event Driven

EUR AT0000A0GZ08

D

Mrz 10

Y

896

Sarasin Currency Opportunities Fund (EUR) B

Bank Sarasin & Co

www.sarasin.ch

FX Trading

EUR LU0288929424

D

Dez 07

Y

897

Sarasin Multilabel SICAV - Global Syndex USD B

Syndex Capital Management

www.syndexcapital.com

Alternative Beta

USD LU0573796348

D

Jan 11

Y

898

Sarbacane P

Cogefi

www.cogefi.fr

Equity Mkt. Neutral

EUR FR0010660068

D

Nov 08

Y

899

Saxo Invest - Global Evolution Frontier Markets (FI) - I

Saxo Bank / Global Evolution

www.universal-investment.lu

Fixed Income

EUR LU0501220262

D

Feb 11

Y

900

Saxo Invest - Global Evolution Macro EM FX Fund-R

Saxo Bank / Global Evolution

www.universal-investment.lu

FX Trading

EUR LU0501220858

D

Feb 11

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 54

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

901

Schroder Absolute Return Bond Fund A Acc

Schroder

www.schroders.com

Fixed Income

GBP GB0007905945

D

Jan 04

Y

902

Schroder Alternative Solutions Commodity Fund A Acc

Schroder

www.schroders.com

Commodities

USD LU0232504117

D

Okt 05

Y

903

Schroder GAIA CQS Credit A Acc EUR

Schroder GAIA / CQS

www.schroders.com

Fixed Income

EUR LU0616010236

D

Apr 11

Y

904

Schroder GAIA Egerton European Equity A Acc EUR

Schroder GAIA / Egerton Capital

www.schroders.com

Equity L/S

EUR LU0463469048

D

Feb 10

Y

905

Schroder GAIA QEP Global Absolute A USD

Schroder GAIA

www.schroders.com

Equity L/S

USD LU0514535904

D

Aug 10

Y

906

Schroder GAIA Sloane Robinson Emerg Mkts C Acc USD

Schroder GAIA / Sloane Robinson

www.schroders.com

Equity Em. Mkts.

USD LU0514535227

D

Jun 10

Y

907

Schroder ISF Absolute Return Currency EUR C

Schroder

www.schroders.com

FX Trading

EUR LU0575584668

D

Feb 11

Y

908

Schroder ISF Asian Total Return Fund

Schroder

www.schroders.com

Equity Em. Mkts.

USD LU0326949186

D

Jul 08

Y

909

Schroder ISF Emerging Markets Debt Absolute Return A EUR Schroder

www.schroders.com

Fixed Income

EUR LU0177592218

D

Jan 04

Y

910

Schroder ISF Global High Income Bond A USD

Schroder

www.schroders.com

Fixed Income

USD LU0575582027

D

Feb 11

Y

911

Schroder ISF Global Tactical Asset Allocation A USD

Schroder

www.schroders.com

Multi-Asset

EUR LU0488713487

D

Feb 10

Y

912

SEB Asset Selection Defensive - Class C EUR

SEB AM

www.sebgroup.lu

Managed Futures

EUR LU0425992988

D

Jun 09

Y

913

SEB Asset Selection Fund - Class C EUR

SEB AM

www.sebgroup.lu

Multi-Strategy

EUR LU0256624742

D

Nov 06

Y

914

SEB Asset Selection Opportunistic - Class C EUR

SEB AM

www.sebgroup.lu

Multi-Strategy

EUR LU0425994844

D

Aug 10

Y

915

SEB Prime Solutions - Conscendo Oil and Energy Ucits Fund (NOK)
SEB /IConscendo

www.conscendo.no

Equity L/S

NOK LU0623510558

n/a

No data

Y

916

SEB Prime Solutions - Fusion Libor +800 Currency UCITS FundSEB
I EUR
/ Fusion Asset Mgt.

www.fusionam.com

FX Trading

EUR LU0546591560

n/a

No data

Y

917

SEB Prime Solutions - G&P Orca UCITS Fund I NOK

SEB / G&P

www.sebgroup.lu

Equity L/S

NOK LU0693959701

n/a

No data

Y

918

SEB Prime Solutions - RAB Prime Europe UCITS Fund I EUR

SEB / RAB Capital

www.rabcap.com

Equity L/S

EUR LU0589655702

n/a

No data

Y

919

SEB Prime Solutions - SAM Capital Equity Opportunities UCITSSEB
Fund
/ Sam
I EUR
Capital

www.samcapital.com

Equity L/S

EUR LU0546593186

D

Mrz 11

Y

920

SEB Prime Solutions - Vertex Evolution UCITS Fund EUR

SEB / Vertex Capital

www.vertexcap.co.uk

Multi-Strategy

EUR LU0546592378

W

Jul 11

Y

921

sentix Fonds 1 - Inst

sentix Asset Management

www.sentix-am.de

Multi-Strategy

EUR DE000A1C2XG6

D

Okt 10

Y

922

Seven Absolute Return Fund Part I

Seven Capital Management

www.seven-cm.com

Multi-Asset

EUR FR0010756387

n/a

No data

Y

923

Seven European Equity Fund Part I

Seven Capital Management

www.seven-cm.com

Equity L/S

EUR FR0010415992

D

Feb 07

Y

924

Seven Fixed Income Fund Part P

Seven Capital Management

www.seven-cm.com

Fixed Income

EUR FR 0010924308

D

Sep 10

Y

925

Seven Global Macro Fund

Seven Capital Management

www.seven-cm.com

Global Macro

EUR FR0010677930

W

Nov 08

Y

926

Seven World Asset Allocation Fund II Part P

Seven Capital Management

www.seven-cm.com

Multi-Asset

EUR FR0010416008

D

Jan 07

Y

927

SG Alpha Forex

Amundi

www.amundi.com

FX Trading

EUR FR0010236786

D

Apr 06

Y

928

Shânti Europa

Shânti Asset Management

www.shanti-am.com

Equity L/S

EUR FR0010687251

W

Dez 08

Y

929

Sherpa Absolute Return AMI

AmpegaGerling

www.ampegagerling.de

Equity L/S

EUR DE000A0Q8HC0

D

Feb 09

Y

930

Siitnedif Tordesillas Sicav Iberia Long/Short I EUR

Lemanik Asset Management

www.lemanik.ch

Equity L/S

EUR LU0563745826

D

Dez 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 55

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

931

Silk - African Lions Fund I

Silk Invest

www.silkinvest.com

Equity Long-Bias

EUR LU0389403410

D

Apr 10

Y

932

Silk - Arab Falcons Fund I

Silk Invest

www.silkinvest.com

Equity Long-Bias

EUR LU0389403683

D

Apr 10

Y

933

Silk - Road Income Fund I

Silk Invest

www.silkinvest.com

Fixed Income

USD LU0445780934

W

Jul 10

Y

934

Sinopia Alternative Global Bond Market Neutral 300 G EUR Sinopia / HSBC

www.assetmanagement.hsbc.com

Fixed Income

EUR LU0131443540

D

Mrz 05

Y

935

Sinopia HSBC Alternaccess G

Sinopia / HSBC

www.assetmanagement.hsbc.com

Fixed Income

EUR FR0000983280

D

Jan 04

Y

936

Skandia Global Futures Fund A USD

Skandia / Aspect

www.skandiaglobalfunds.com

Managed Futures

USD IE00B6SRG396

2W

Jan 12

Y

937

Skandia Total Return USD Bond Fund A USD

Skandia / Pimco

www.skandiaglobalfunds.com

Fixed Income

USD IE0031386414

D

Jan 04

Y

938

Smartsly Investments prezzo fund

Thalo Asset Management AG

www.thalo-am.com

FX Trading

EUR LI0123418431

n/a

No data

Y

939

Smith & Williamson Enterprise Fund Limited - Class B USD

Smith & Williamson

www.sandwfunds.com

Equity L/S

GBP IE00B5NKVN18

D

Apr 06

Y

940

Soprarno Global Macro B

Soprarno

www.soprarnosgr.it

Global Macro

EUR IT0004353428

D

Apr 08

Y

941

Soprarno Inflazione + 1.5% A

Soprarno

www.soprarnosgr.it

Multi-Strategy

EUR IT0004245475

D

Aug 07

Y

942

Soprarno Relative Value B

Soprarno

www.soprarnosgr.it

Equity Mkt. Neutral

EUR IT0004353444

D

Apr 08

Y

943

Soprarno Ritorno Assoluto A

Soprarno

www.soprarnosgr.it

Multi-Strategy

EUR IT0004245509

D

Jul 07

Y

944

Source S&P 500 VIX Futures ETF

Source

www.sourceetf.com

Volatility Trading

USD IE00B46HPB89

D

Jun 10

Y

945

Spaengler Global Macro Trust

Carl Spaengler

www.spaengler.at

Global Macro

EUR AT0000A09K42

D

Jun 08

Y

946

Spaengler Strategic Commodity Fund (RT)

Carl Spaengler

www.spaengler.at

Commodities

EUR AT0000A04UL2

D

Mai 07

Y

947

SPF MG Alpha Plus UI

MG Alpha Advisory

www.mg-alpha.com

Equity L/S

EUR DE000A0YKM08

D

Apr 10

Y

948

St James's Place UK Absolute Return Acc

St James's Place Group

www.sjp.co.uk

Equity L/S

GBP GB00B518F351

D

Feb 11

Y

949

Standard Life Absolute Return Global Bond Strategies Fund GBP
Standard
A Acc Life Investments

www.standardlifeinvestments.com

Fixed Income

GBP LU0548156891

D

Mrz 11

Y

950

Standard Life Global Absolute Return Strategies Fund EUR A Acc
Standard Life Investments

www.standardlifeinvestments.com

Multi-Strategy

EUR LU0548153104

D

Jan 11

Y

951

Standard Life Global Absolute Return Strategies Fund Inst AccStandard Life Investments

www.standardlifeinvestments.com

Multi-Strategy

GBP GB00B28S0218

D

Feb 08

Y

952

STAY-C Commodity Fund UI

Staedel Hanseatic

www.staedelhanseatic.com

Commodities

EUR DE000A1CU8K8

D

Nov 10

Y

953

Stigma Macro Cyclical Accumulator

Stigma Partners

www.stigmapartners.com

Global Macro

EUR LU0535976376

2W

Dez 10

Y

954

Strategic China Panda Fund - EUR

E.I. Sturdza Strategic Managemnt Ltdwww.eisturdza.com

Equity Long-Bias

EUR IE00B3DKHB71

D

Mrz 09

Y

955

StrategySelect - Theta

Feri Institutional Advisors GmbH

http://fia.feri.de/de

Volatility Trading

EUR LU0439571554

D

Jul 09

Y

956

Structura Equity Style Arbitrage I EUR

Amundi

www.amundi-funds.com

Equity L/S

EUR LU0434595897

n/a

No data

Y

957

Superfund Absolute Return I

Superfund AM

www.superfund.com

Multi-Strategy

EUR DE000A0M2JD1

D

Mrz 08

Y

958

SVM UK Absolute Alpha Fund - Class B

SVM Asset Management Ltd.

www.svmonline.co.uk

Equity L/S

GBP GB00B4YGDJ10

D

Mrz 09

Y

959

SWIP Absolute Return Bond Fund

Scottish Widows

www.swip.com

Fixed Income

GBP GB00B1265743

D

Jul 06

Y

960

SWIP Absolute Return Macro Fund

Scottish Widows

www.swip.com

Global Macro

GBP GB00B1265T68

D

Jun 06

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 56

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

961

SWIP Absolute Return UK Equity Fund

Scottish Widows

www.swip.com

Equity L/S

GBP GB00B1265J60

D

Mai 06

Y

962

Swiss Alpha SICAV - Strategy Europe TL1

Swiss Alpha

www.swissalpha.com

Volatility Trading

EUR LU0457851060

D

Nov 09

Y

963

Swiss Hedge Trading Fund

Swiss Hedge Capital

www.sh-capital.ch

Equity L/S

CHF CH0116465631

W

Feb 11

N

964

Swiss Peaks Saentis (EUR)

Assenagon / EFG Financial Products www.assenagon.com

Managed Futures

EUR LU0616070214

D

Nov 11

Y

965

SWMC Small Cap European B EUR

SW Mitchell Capital

www.swmitchellcapital.co.uk

Equity L/S

EUR IE00B3LKSX80

D

Sep 11

Y

966

Sycomore L/S Conservative Class R EUR

Sycomore AM

www.sycomore-am.com

Equity Mkt. Neutral

EUR FR0010231175

D

Sep 05

Y

967

Sycomore L/S Opportunities Class R EUR

Sycomore AM

www.sycomore-am.com

Equity L/S

EUR FR0010363366

D

Sep 06

Y

968

Syquant - Helium Opportunites Part A

Syquant Capital

www.syquant-capital.fr

Event Driven

EUR FR0010757831

W

Okt 09

Y

969

T. Rowe Price Global Fixed Income Absolute Return Fund Class
T. IRowe Price

www.troweprice.com

Fixed Income

USD LU0429318370

D

Nov 09

Y

970

Templeton Global Bond A Acc €-H1

Franklin Templeton

www.franklintempleton.lu

Fixed Income

EUR LU0294219869

D

Mai 07

Y

971

Templeton Global Total Return Fund A (Acc) EUR H1

Franklin Templeton Investments

www.franklintempleton.lu

Fixed Income

EUR LU0294221097

D

Sep 07

Y

972

Thames River Credit Select A Acc EUR

Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B4T6NF28

D

Okt 09

Y

973

Thames River European Absolute Return Fund A New EUR

Thames River

www.thamesriver.co.uk

Equity L/S

EUR IE00B4X4HQ19

D

Feb 10

Y

974

Thames River Global Bond (EURO) A Acc EUR

Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B040HG05

D

Dez 04

Y

975

Thames River Global Credit Fund A Acc EUR

Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B4W25Y09

D

Okt 09

Y

976

Thames River Global Emerging Markets Absolute Return A EUR
Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B3YCTD88

D

Aug 11

Y

977

Thames River Global High Yield A EUR Acc

Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B4M05G64

D

Mai 11

Y

978

Thames River High Income Fund R Acc EUR

Thames River

www.thamesriver.co.uk

Fixed Income

EUR IE00B040HD73

D

Dez 04

Y

979

Thames River Real Estate Securities A Acc EUR

Thames River

www.thamesriver.co.uk

Equity L/S

EUR IE00B5N9RL80

D

Apr 10

Y

980

Thames River Water and Agriculture Absolute Return - A Acc Thames
EUR
River

www.thamesriver.co.uk

Equity L/S

EUR IE00B3DXTF45

D

Feb 10

Y

981

The Global Equity Alpha Fund

Absolute Return Partners

www.arpllp.com

Equity L/S

EUR IE00B4Y9ZR27

W

Jun 11

Y

982

THEAM Harewood Commodities Long/Short A EUR

THEAM Harewood

www.theamfunds.com

Commodities

EUR FR0010853317

D

Nov 10

Y

983

THEAM Harewood Large vs Small Caps European Equities A EUR
THEAM Harewood

www.theamfunds.com

Equity L/S

EUR FR0010596452

n/a

Apr 08

Y

984

THEAM Harewood Market Trend A EUR

THEAM Harewood

www.theamfunds.com

Volatility Trading

EUR FR0010140335

D

Feb 05

Y

985

THEAM Harewood Millenium 10 Multi Assets A EUR

THEAM Harewood

www.theamfunds.com

Global Macro

EUR FR0010517953

D

Feb 08

Y

986

THEAM Harewood Oscillator Commodities A EUR

THEAM Harewood

www.theamfunds.com

Commodities

EUR FR0010527937

D

Aug 09

Y

987

THEAM Harewood Oscillator Commodities Core A EUR

THEAM Harewood

www.theamfunds.com

Commodities

EUR FR0010634220

D

Jul 08

Y

988

THEAM Harewood Quant' Guru Long Short Equity A EUR

THEAM Harewood

www.theamfunds.com

Equity L/S

EUR FR0010894972

D

Jun 10

Y

989

THEAM Harewood Vol Edge

THEAM Harewood

www.theamfunds.com

Volatility Trading

EUR FR0010439083

D

Mai 08

Y

990

THEAM Harewood Voltimum A

THEAM Harewood

www.theamfunds.com

Volatility Trading

EUR FR0010481085

D

Aug 07

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 57

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

991

Threadneedle (Lux) Absolute Emerging Markets Macro Fund IEH
Threadneedle

www.threadneedle.com

Global Macro

EUR LU0515767217

D

Okt 10

Y

992

Threadneedle (Lux) European Absolute Alpha AE EUR

Threadneedle

www.threadneedle.com

Equity L/S

EUR LU0713326832

2W

Jan 12

Y

993

Threadneedle Absolute Return Bond Fund R - GBP

Threadneedle

www.threadneedle.com

Fixed Income

GBP GB00B0L4TF81

D

Okt 05

Y

994

Threadneedle American Absolute Alpha Fund IEH EUR

Threadneedle

www.threadneedle.com

Equity L/S

EUR LU0515764628

D

Jul 10

Y

995

Threadneedle American Extended Alpha Fund - EUR

Threadneedle

www.threadneedle.com

Equity L/S

EUR GB00B28CN800

D

Okt 07

Y

996

Threadneedle Credit Opportunities Fund - EUR Gross acc

Threadneedle

www.threadneedle.com

Fixed Income

EUR GB00B3L0ZS29

W

Jul 09

Y

997

Threadneedle Enhanced Commodities Portfolio AEH EUR

Threadneedle

www.threadneedle.com

Commodities

EUR LU0515768454

D

Aug 10

Y

998

Threadneedle European Smaller Companies Absolute Alpha AE
Threadneedle
EUR

www.threadneedle.com

Equity L/S

EUR LU0570870567

D

Mrz 11

Y

999

Threadneedle Target Return Core Fund

Threadneedle

www.threadneedle.com

Fixed Income

EUR GB00B39H0R92

W

Jan 09

Y

1000

Threadneedle Target Return Fund

Threadneedle

www.threadneedle.com

Fixed Income

EUR GB00B104JL25

W

Apr 06

Y

1001

Threadneedle UK Absolute Alpha Fund

Threadneedle

www.threadneedle.com

Equity L/S

GBP GB00B518L045

D

Sep 10

Y

1002

Tiberius Absolute Return Commodity OP R

Tiberius Asset Management

www.tiberiusgroup.com

Commodities

EUR LU0329557622

D

Dez 07

N

1003

Tiburon Taiko Fund EUR

Tiburon Partners

www.tiburon.co.uk

Equity Long-Bias

EUR IE00B4VBV950

D

Aug 11

Y

1004

Tiburon Taipan Fund B EUR

Tiburon Partners

www.tiburon.co.uk

Equity Long-Bias

EUR IE00B13MQV29

D

Jun 10

Y

1005

Tiburon Taurus Fund B EUR

Tiburon Partners

www.tiburon.co.uk

Equity Em. Mkts.

EUR IE00B3Y2LF42

D

Mai 10

Y

1006

Time Alpha Ul Fund

Conservative Concept

www.ccpm.de

Volatility Trading

EUR DE000A0RN5X0

D

Aug 09

Y

1007

TOBAM Anti Benchmark Absolute Return A

TOBAM

www.tobam.fr

Equity Mkt. Neutral

EUR FR0010395905

D

Nov 06

Y

1008

TOBAM Anti Benchmark Emerging Markets Fund A

TOBAM

www.tobam.fr

Equity Em. Mkts.

USD FR0011039320

D

Jul 11

Y

1009

Torrus Funds - Merrill Invest Structural Alpha Fund - EUR A Merrill Lynch

www.merrillinvestfunds.ml.com

Multi-Strategy

EUR LU0431651511

D

Mrz 10

Y

1010

Torrus Funds - Merrill Lynch Factor Index Fund R EUR

www.merrillinvestfunds.ml.com

Alternative Beta

EUR LU0291205952

D

Nov 07

Y

Merrill Lynch

1011

Torrus Funds - Merrill Lynch Multi Strategy Fund EUR C

Merrill Lynch

www.merrillinvestfunds.ml.com

Multi-Strategy

EUR LU0578763103

n/a

No data

Y

1012

Torrus Funds - MLCX Commodity Enhanced Beta Fund

Merrill Lynch

www.merrillinvestfunds.ml.com

Commodities

EUR LU0319798384

D

Okt 10

Y

1013

Torrus Funds - Return & Income Strategy Index Fund EUR Retail
Merrill Lynch

www.merrillinvestfunds.ml.com

Fixed Income

EUR LU0197481624

D

Mrz 05

Y

1014

Trafalgar Quadrant Fund

Trafalgar Capital Management

www.trafalgarcapital.com

Equity L/S

EUR IE00B42YLK44

n/a

No data

Y

1015

Treetop Convertible International A EUR

Treetop Asset Management

www.treetopam.com

Convertibles

EUR LU0012006317

D

Jan 04

Y

1016

Trendconcept Fund Multi Asset Allocator B

TrendConcept

www.trendconcept.com

Managed Futures

EUR LU0227566055

D

Okt 05

Y

1017

TRYCON Basic Invest HAIG C

Trycon

www.trycongcm.com

Managed Futures

EUR LU0451958309

D

Jul 10

Y

1018

TRYCON CI Global Futures Fund HAIG BI

Trycon

www.trycongcm.com

Managed Futures

EUR LU0290628899

D

Jun 07

N

1019

Tungsten - Pro Art ERV

Tungsten Capital

www.tungstencapital.de

Multi-Strategy

EUR LU0360953342

D

Feb 10

Y

1020

Turner Navigator

Turner Investments

www.turnerinvestments.com

Equity L/S

n/a

No data

Y

n/a

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 58

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

1021

Turner Spectrum

Turner Investments

www.turnerinvestments.com

Equity L/S

n/a

No data

Y

1022

UBAM Absolute Return USD I

UBP Bank

www.ubp.com

Fixed Income

EUR LU0306283069

W

Feb 08

Y

1023

UBAM Cube IP EUR

UBP Bank

www.ubp.com

Multi-Strategy

EUR LU0541104138

n/a

No data

Y

1024

UBAM Square I EUR

UBP Bank

www.ubp.com

Multi-Strategy

EUR LU0541093182

D

Okt 10

Y

1025

UBI Pramerica Total Return Prudente

UBI Pramerica

www.ubipramerica.it

Fixed Income

EUR IT0001036414

D

Jan 04

Y

1026

UBI SICAV - Active Beta I

UBI Pramerica

www.ubipramerica.it

Multi-Strategy

EUR LU0476064208

n/a

No data

Y

1027

UBS - Absolute Return Medium P CHF

UBS

http://fundgate.ubs.com

Multi-Asset

CHF LU0218832631

D

Jun 05

Y

1028

UBS - Absolute Return Plus B EUR

UBS

http://fundgate.ubs.com

Multi-Asset

EUR LU0218833795

D

Jun 05

Y

1029

UBS (Lux) Sicav 1 - Currency Alpha (EUR Hedged) P

UBS

http://fundgate.ubs.com

FX Trading

EUR LU0397623157

D

Nov 10

Y

n/a

Freq. NAV

UCITS

1030

UBS (Lux) Sicav 1- US Fundamental Equity Market Neutral U Acc
UBSUSD

http://fundgate.ubs.com

Equity Mkt. Neutral

USD LU0397651364

D

Aug 10

Y

1031

UBS (Lux) Struct. SICAV - "Rogers International Commodity Index"
UBS - EUR P

http://fundgate.ubs.com

Commodities

EUR LU0239752115

D

Feb 06

Y

1032

UBS (Lux) Volatility Arbitrage - EUR P

UBS

http://fundgate.ubs.com

Volatility Trading

EUR LU0476883458

D

Aug 10

Y

1033

UBS (Lux) Volatility Plus - EUR P

UBS

http://fundgate.ubs.com

Volatility Trading

EUR LU0476883961

D

Aug 10

Y

1034

UniCommodities

Union Investment

www.union-investment.lu

Commodities

EUR LU0249045476

D

Apr 06

Y

1035

UniInstitutional AAA Bond Strategy

Union Investment

www.union-investment.lu

Fixed Income

EUR LU0158214006

D

Jan 04

Y

1036

UOB Strategic Allocation Fund

UOB Global Capital

www.uobglobal.com

Multi-Asset

USD IE00B63KQG60

D

Okt 10

Y

1037

Valu-Trac World Wide Strategy Fund - EUR

Valu-Trac Invest Mgmt

www.valu-trac.com

Managed Futures

EUR IE00B0QJXC30

D

Jun 10

Y

1038

Vanguard U.S. Mortgage Backed Securities Bond Index Fund Vanguard

https://global.vanguard.com

FI ABS

USD IE00B04GR134

D

Dez 04

Y

1039

Veritas China Fund

Veritas Asset Management

www.veritas-asset.com

Equity L/S

EUR IE00B4QQGH82

D

Nov 09

Y

1040

Veritas Global Real Return Fund A EUR

Veritas Asset Management

www.veritas-asset.com

Multi-Strategy

EUR IE00B5LQLN16

D

Mai 10

Y

1041

VMP EuroBlue Alpha Return

Vilico Investment

www.vilicoinvestment.de

Equity Mkt. Neutral

EUR LU0517686985

D

Sep 10

Y

1042

von der Heydt Kersten Invest - Accura AF1 A

Bankhaus von der Heydt Kersten KG www.vonderheydt-kersten.com

Managed Futures

EUR LU0401461305

D

Jul 10

Y

1043

Vontobel Absolute Return Bond EUR B

Vontobel

www.vontobel.com

Fixed Income

EUR LU0105717820

D

Jan 04

Y

1044

Vontobel Target Return EUR B

Vontobel

www.vontobel.com

Multi-Asset

EUR LU0505244425

D

Jul 10

Y

1045

W&W Asset Backed Securities A

Wuestenrot & Wuertemberg

www.ww-ag.de

FI ABS

EUR IE00B00GCT06

D

Jun 04

Y

1046

Walser Multi-Asset Absolut Return PLUS

Walser Privatbank

www.walserprivatbank.com

Multi-Asset

EUR LU0357818466

D

Aug 08

Y

1047

Warburg Bund Trend active short - FONDS R

Warburg / Grohmann & Weinrauter www.warburg-fonds.com

Fixed Income

EUR DE000A0RHEJ0

D

Sep 10

Y

1048

Warburg Daxtrend Fonds

Warburg / Grohmann & Weinrauter www.warburg-fonds.com

Equity L/S

EUR DE0009765446

D

Jan 04

Y

1049

WAVE Multi Asset Quant Fonds I

WAVE Management

www.wave-ag.de

Managed Futures

EUR DE000A0MU8E0

D

Jan 08

Y

1050

WAVE Total Return Fonds R

WAVE Management

www.wave-ag.de

Multi-Asset

EUR DE000A0MU8A8

D

Jan 08

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 59

Single Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

1051

Waverton UK Absolute Fund A GBP

JO Hambro Investment Mgt.

www.wavertonfunds.co.uk

Equity L/S

GBP IE00B4T31049

W

Jun 10

Y

1052

Wegelin Active Indexing Dynamic EUR

Wegelin

www.wegelinfunds.ch

Equity L/S

EUR LU0434901095

n/a

No data

Y

1053

Wegelin Active Indexing Market Neutral Fund EUR

Wegelin

www.wegelinfunds.ch

Equity Mkt. Neutral

EUR LU0437673725

2W

Aug 09

Y

1054

Wegelin Citi Active Currencies Fund IX EUR

Wegelin

www.wegelinfunds.ch

FX Trading

EUR LU0434904784

D

Sep 09

Y

1055

Wegelin Global Diversification Fund EUR

Wegelin

www.wegelinfunds.ch

Multi-Asset

EUR LU0466440772

D

Nov 09

Y

1056

Wegelin Multi-Strategy EUR

Wegelin

www.wegelinfunds.ch

Multi-Strategy

EUR LU0434907969

D

Sep 09

Y

1057

WestLB Mellon Meridian - MAARK Fund A

WestLB

www.westlb.de

Multi-Asset

EUR LU0362191222

D

Mai 10

Y

1058

Winton Global Equity Z USD

Winton

www.wintoncapital.com

Equity Long-Bias

USD IE00B4PCFY71

W

Dez 10

Y

1059

World Invest - Absolute Emerging

Arkos Capital

www.worldinvestsicav.com

Equity Mkt. Neutral

EUR LU0435115307

D

Dez 09

Y

1060

World Invest - Absolute Financials - C

Arkos Capital

www.worldinvestsicav.com

Equity Mkt. Neutral

EUR LU0435115133

D

Okt 10

Y

1061

World Invest - Absolute Return

Arkos Capital

www.worldinvestsicav.com

Equity Mkt. Neutral

EUR LU0028583804

D

Jan 04

Y

1062

World Invest - Absolute Strategy

Arkos Capital

www.worldinvestsicav.com

Convertibles

EUR LU0333971942

D

Jun 08

Y

1063

York Lion Merger Arbitrage Liquidity Fund UI B EU

York AM

www.universal-investment.de

Event Driven

EUR DE000A1CSUM7

D

Jun 10

Y

1064

Zenit Absolute Return Classe I

Zenit SGR SpA

www.zenitonline.it

Multi-Strategy

EUR IT0004375017

D

Jul 08

Y

1065

Zest Global Macrotrend Fund R

Zest Asset Management

www.zest-management.com

Global Macro

EUR LU0438908914

W

Nov 10

Y

1066

Zest Low Volatility Fund

Zest Asset Management

www.zest-management.com

Multi-Strategy

EUR LU0397464685

W

Nov 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

4. All Funds From A to Z

Fund of Funds A ‐ Z

April 2012
Page 60

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 61

Fund of Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

1067

Abante Bolsa Absolute A FI

Abante Asesores

www2.abanteasesores.com

FoF / Multi-Strat.

EUR ES0109655037

D

Apr 05

Y

1068

Aberdeen MM Diversified Alpha Portfolio

Aberdeen

www.aberdeen-asset.com

FoF / Multi-Strat.

GBP GB00B39GN998

D

Aug 08

N

1069

Absolute Insight

Insight Investments

www.insightinvestment.com

FoF / Multi-Strat.

GBP GB00B1SVX803

D

Jun 08

N

1070

AC Multistrategy - Branca Tactical Fund EUR B

Aquila Capital

www.aquila-capital.de

FoF / Multi-Strat.

EUR LU0491109285

D

Mai 10

Y

1071

Active Trading Fund A Euro

Permal - Strategic Investments Groupwww.permal.com

FoF / Multi-Strat.

USD IE00B3XL6J13

W

Jan 11

Y

1072

Adepa Incometric Mora Absolute Return A1 EUR

Adepa AM

www.adepa.com

FoF / Multi-Strat.

EUR LU0716655344

2W

Dez 11

Y

1073

Amundi Arbitrage Multimanagers

Amundi

www.amundi.com/fra/

FoF / Multi-Strat.

EUR FR0010318915

n/a

No data

Y

1074

Amundi Funds Multimanagers L/S Equity AC

Amundi

www.amundi-funds.com

FoF / Single-Strat.

EUR LU0487547670

2W

Mrz 10

Y

1075

APM Alternative I

Absolute Portfolio Management

www.absolutepm.at

FoF / Multi-Strat.

EUR AT0000A0DDZ5

2W

Apr 09

N

1076

Axiom Fund - UCITS Alternative Investable Index A

Palaedino AM / Alix Capital

www.palaedinoassetmanagement.ch

FoF / Indexing

EUR LU0567135065

W

Mrz 11

Y

1077

Axiom Global Diversified

Palaedino AM

www.palaedinoassetmanagement.ch

FoF / Multi-Strat.

EUR LU0459212121

W

Apr 10

Y

1078

Barclays Multi Alfa FI

Barclays (Spain)

www.barclays.es

FoF / Multi-Strat.

EUR ES0184930032

D

Jan 04

Y

1079

Barclays Multifondo Alternativo

Barclays (Spain)

www.barclays.es

FoF / Multi-Strat.

EUR ES0184927038

D

Jan 04

Y

1080

BSI Multinvest Alternative UCITS A

BSI

www.bsibank.com

FoF / Multi-Strat.

EUR LU0527840770

W

Nov 10

Y

1081

CF JOHIM Alternatives A

J O Hambro Investment Managementwww.johim.co.uk
Ltd

FoF / Multi-Strat.

EUR GB00B2QN8B32

D

Aug 08

Y

1082

Clariden Leu (Lux) Liquid Alternatives Fund H CHF

Clariden Leu

www.claridenleu.com

FoF / Multi-Strat.

CHF LU0531309176

W

Nov 10

Y

1083

Collins Stewart Alternative Strategies Fund

Collins Stewart

www.collinsstewartfunds.com

FoF / Multi-Strat.

GBP IE00B4MNQF14

D

Dez 09

Y

1084

CompAM Fund Multimanager Target Alpha

Compass AM

www.compamfund.com

FoF / Multi-Strat.

EUR LU0374467008

W

Dez 08

Y

1085

Credit Suisse Solutions (Lux) Prima Multi-Strategy R CHF

Credit Suisse

www.credit-suisse.com

FoF / Multi-Strat.

CHF LU0522194009

W

Aug 10

Y

1086

Credit Suisse Solutions Lux - CS Tremont AllHedge Index EUR CRredit Suisse

www.credit-suisse.com

FoF / Indexing

EUR LU0337322878

W

Aug 08

Y

1087

Crown Managed Futures UCITS Class C EUR

LGT Capital Partners

www.lgt-capital-partners.com

FoF / Single-Strat.

EUR IE00B66MZ845

W

Feb 11

Y

1088

DB Equity Strategies Hedge Fund ETF Index

DB Platinum

www.funds.db.com

FoF / Indexing

USD LU0519153562

D

Jan 11

Y

1089

DB Evolution One FI

DWS Investments

www.dws.es

FoF / Multi-Strat.

EUR ES0145552008

n/a

No data

Y

1090

DB Hedge Fund ETF Index

DB X-markets

www.funds.db.com

FoF / Indexing

USD LU0328476337

D

Mrz 09

Y

1091

DB Platinum dbX-Macro Trading Index Fund I1C

DB Platinum

www.funds.db.com

FoF / Single-Strat.

USD LU0412903667

D

Mrz 10

Y

1092

DB Platinum dbX-THF Credit and Convertible Index Fund I2C DB Platinum

www.funds.db.com

FoF / Single-Strat.

EUR LU0518774897

D

Dez 10

Y

1093

DB Platinum dbX-THF Equity Hedge Fund Index I1C

DB Platinum

www.funds.db.com

FoF / Single-Strat.

USD LU0518773733

D

Nov 10

Y

1094

DB Platinum dbX-THF Equity Market Neutral Index Fund I1C DB Platinum

www.funds.db.com

FoF / Single-Strat.

USD LU0518772842

D

Nov 10

Y

1095

DB Platinum dbX-THF Event Driven Index Fund I1C

DB Platinum

www.funds.db.com

FoF / Single-Strat.

USD LU0518772099

D

Nov 10

Y

1096

DB Platinum dbX-THF Systematic Macro Index Fund I1C

DB Platinum

www.funds.db.com

FoF / Single-Strat.

USD LU0518771018

D

Nov 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 62

Fund of Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

1097

DB Platinum III DB-HEAL Index Fund I1D

1098

DB Platinum IV - Dynamic Alternative Portfolio

1099
1100

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

DB Platinum / Darius Capital Partnerswww.funds.db.com

FoF / Multi-Strat.

EUR LU0540866109

W

Feb 11

Y

DB Platinum Advisors

www.funds.db.com

FoF / Indexing

EUR LU0189063414

D

Jun 04

Y

DB PWM II - Absolute Return Fund (EUR)

Deutsche Bank (Suisse) S.A.

www.db.com

FoF / Multi-Strat.

EUR LU0507281615

W

Aug 10

Y

Delta Fonds Group - Delta Absolute Return

Alceda Fund Management

www.delta-fondsgroup.de

FoF / Multi-Strat.

EUR LU0327845938

W

Aug 08

Y

1101

Dexia DMM Alternative C EUR

Dexia AM

www.dexia-am.com

FoF / Multi-Strat.

EUR LU0517882907

W

Nov 10

Y

1102

Dexia Multi Strategies

Dexia AM

www.dexia-am.com

FoF / Multi-Strat.

EUR FR0010033589

W

Jan 04

Y

1103

DIAMAN Sicav Artificial Intelligence FoF I

Diaman

www.diamansicav.com

FoF / Multi-Strat.

EUR LU0479525908

W

Apr 11

Y

1104

Diversified Growth Company Flexible Allocation A EUR

Notz Stucki & Cie

www.notzstucki.com

FoF / Multi-Strat.

EUR LU0475277165

2W

Sep 10

Y

1105

DWS Best Global FX Selection Plus

DWS Investments

www.dws.com

FoF / Single-Strat.

EUR LU0282109148

D

Jul 07

Y

1106

EFG Optimum B

EFG AM France

www.efgfrance.com

FoF / Multi-Strat.

EUR FR0010813329

D

Nov 09

Y

1107

EGI Plurima Alpha Strategy Fund

European & Global Investments

www.egifunds.com

FoF / Multi-Strat.

EUR IE00B639R488

n/a

No data

Y

1108

ESPA Alternative Diversified VT

Erste Sparinvest

www.sparinvest.com

FoF / Multi-Strat.

EUR AT0000A0MRP7

W

Jan 11

Y

1109

Eurizon MultiManager Stars Port Alpha I

Eurizon Capital

www.eurizoncapital.com

FoF / Multi-Strat.

EUR LU0371165480

W

Jan 11

Y

1110

Foncaixa 134 Gestion Dinamica V3

InverCaixa Gestion SA

www.lacaixa.es

FoF / Multi-Strat.

EUR ES0138066032

D

Mrz 09

Y

1111

FundQuest International Alpha Plus

BNP Paribas IP

www.bnpparibas-ip.com

FoF / Multi-Strat.

EUR LU0564188653

W

Mrz 11

Y

1112

FundQuest International Target Ret Conserv

BNP Paribas IP

www.bnpparibas-ip.com

FoF / Multi-Strat.

EUR LU0407157030

D

Dez 09

Y

1113

GAM Star Composite Absolute Return EUR

GAM

www.gam.com

FoF / Multi-Strat.

EUR GB00B1W0G171

W

Apr 07

Y

1114

GAM Star Trading USD

GAM

www.gam.com

FoF / Single-Strat.

USD IE00B5TD5543

W

Feb 11

Y

1115

Gartmore MultiManager Absolute Return I

Gartmore

www.gartmore.com

FoF / Multi-Strat.

GBP GB00B3DYK653

n/a

No data

Y

1116

Gestielle Multimanager Absolute Return Classe R

Aletti Gestielle

www.gestielle.it

FoF / Multi-Strat.

EUR IT0004765811

n/a

No data

Y

1117

Global Absolute Return OP

Finanzinvest Consulting GmbH

www.finanzinvestgmbh.de

FoF / Multi-Strat.

EUR LU0245076889

D

Mrz 06

Y

1118

Gottex Absolute Return (UCITS) Fund A EUR Retail

Gottex

www.gottexfunds.com

FoF / Multi-Strat.

EUR LU0525190392

W

Okt 10

Y

1119

HDF Marlin C EUR

HDF

www.hdf-finance.com

FoF / Multi-Strat.

EUR FR0010868455

W

Mai 10

Y

1120

Henderson Diversified Absolute Return A Acc

Henderson

www.henderson.com

FoF / Absolute Ret.

GBP GB00B1GJNX12

D

Dez 06

Y

1121

HMT Absolute Return Multimanager

HM Trust

www.hmt-ag.de

FoF / Multi-Strat.

EUR DE000A0RL0J2

D

Dez 10

Y

1122

HSBC UCITS Advantedge Ret EUR Acc

HSBC AM

www.assetmanagement.hsbc.com

FoF / Multi-Strat.

EUR IE00B4T7Y304

W

Aug 10

Y

1123

IFSL Blacksquare Diversified Absolute Return Fund A

Blacksquare Capital

www.blacksquarecapital.com

FoF / Multi-Strat.

GBP GB00B3VQMJ03

D

Jan 11

Y

1124

IFSL Blacksquare Multi-Manager Absolute Return

Blacksquare Capital

www.blacksquarecapital.com

FoF / Multi-Strat.

GBP GB00B3XL3122

D

Jan 10

Y

1125

ifund liquid alternatives R EUR

ifund services AG

www.ifundservices.com

FoF / Multi-Strat.

EUR LI0048907005

D

Dez 09

Y

1126

ifund liquid opportunities B EUR

ifund services AG

www.ifundservices.com

FoF / Multi-Strat.

EUR LI0043334486

D

Dez 09

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 63

Fund of Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

1127

Incometric Alpha Plus Global Macro Fund

AlphaPlus

www.alphaplus.es

FoF / Multi-Strat.

EUR LU0471596360

D

Mrz 10

Y

1128

Iveagh Newcits Fund

Iveagh / 47 Degrees

www.iveaghnewcits.com

FoF / Multi-Strat.

GBP IE00B57RG660

D

Feb 11

Y

1129

JB Alternative Strategy Diversified EUR B

Julius Baer

www.jbfundnet.com

FoF / Multi-Strat.

EUR LU0619134082

W

Mai 11

Y

1130

JB Alternative Strategy Enhanced EUR B

Julius Baer

www.jbfundnet.com

FoF / Multi-Strat.

EUR LU0619133605

W

Mai 11

Y

1131

JP Morgan Mansart Investments Strathmore Fund

Strathmore Capital

www.strathmorecapital.com

FoF / Multi-Strat.

EUR IE00B62PH589

n/a

No data

Y

1132

JPM Alternative Strategies Fund A (acc) - EUR (hedged)

JPMorgan

www.jpmorganassetmanagement.lu

FoF / Multi-Strat.

EUR LU0549620531

W

Apr 11

Y

1133

Kairos International Sicav - Long-Short

Kairos

www.kairospartners.com

FoF / Multi-Strat.

EUR LU0366630225

n/a

No data

Y

1134

Karios International Sicav - Trend I

Kairos

www.kairospartners.com

FoF / Single-Strat.

EUR LU0515012416

W

Feb 11

Y

1135

Leadersel Flex Multimanager

Ersel AM

www.ersel.it

FoF / Multi-Strat.

EUR LU0282822062

W

Jan 07

Y

1136

Lyxor Active Edge Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Multi-Strat.

EUR LU0382362373

W

Aug 09

Y

1137

Lyxor Convertible Bonds And Volatility Arbitrage Index Fund ILyxor
EUR

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515879871

n/a

No data

Y

1138

Lyxor Credit Strategies Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0514955276

n/a

No data

Y

1139

Lyxor CTA Long Term Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515874138

n/a

No data

Y

1140

Lyxor Hedge Fund Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Indexing

EUR LU0382363009

n/a

No data

Y

1141

Lyxor L/S Equity Long Bias Index Fund IEUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515876851

n/a

No data

Y

1142

Lyxor L/S Equity Statistical Arbitrage Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515878808

n/a

No data

Y

1143

Lyxor L/S Equity Variable Bias Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515877743

n/a

No data

Y

1144

Lyxor Merger Arbitrage Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515875028

n/a

No data

Y

1145

Lyxor Special Situations Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Single-Strat.

EUR LU0515875960

n/a

No data

Y

1146

Lyxor Top Ten Index Fund I EUR

Lyxor

www.lyxorfunds.com

FoF / Multi-Strat.

EUR LU0515873676

n/a

No data

Y

1147

Man GLG Multi-Strategy EUR D

Man Investments

www.maninvestments.com

FoF / Multi-Strat.

EUR LU0620439462

D

Jun 11

Y

1148

Mirabaud Multi-Manager P EUR

Prosper Professional Services SA

www.prosperfunds.lu

FoF / Multi-Strat.

EUR LU0473868700

n/a

No data

Y

1149

Multigest Select Alpha Parts (C)

Edmond de Rothschild

www.edmond-de-rothschild.fr

FoF / Multi-Strat.

EUR FR0010854539

W

Apr 10

Y

1150

Naisscent Transparent and Liquid Alternatives

Naisscent Capital

www.nsccap.com

FoF / Multi-Strat.

EUR LI0112538041

W

Jan 11

N

1151

Neo Activa P

Société Privée de Gestion de Patrimoine
www.spgp.fr

FoF / Absolute Ret.

EUR FR0010718866

D

Mai 09

Y

1152

Nexar Liquid Fund EUR Class A

Nexar Capital Group

www.nexarcapital.com

FoF / Multi-Strat.

EUR LU0478924813

W

Feb 11

Y

1153

OFI Palmares Alpha Drive Part I

OFI Asset Management

www.ofi-am.fr

FoF / Absolute Ret.

EUR FR0010947184

D

Okt 10

Y

1154

Oona Solutions dbX Active I1C-U

DB Platinum / DB Suisse

www.funds.db.com

FoF / Multi-Strat.

USD LU0528001968

W

Jun 11

N

1155

OPM Kappa R3

Optimized Portfolio Managament

www.optimized.se

FoF / Multi-Strat.

SEK

LU0564243342

n/a

No data

Y

1156

OYSTER Multi-Strategy Ucits Alternative

Oyster Asset Management

www.3-a.ch

FoF / Multi-Strat.

EUR LU0501118490

W

Mai 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 64

Fund of Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

Freq. NAV

UCITS

1157

Pareturn Hi Core Ucits Fund S EUR

Hedge Invest

www.hedgeinvest.it

FoF / Multi-Strat.

EUR LU0442177324

W

Jan 11

Y

1158

Parvest Target Return Plus (EURO) Classic Share

BNP Paribas IP

www.bnpparibas-ip.lu

FoF / Absolute Ret.

EUR LU0192444668

D

Mai 04

Y

1159

Pictet Select Callisto P EUR

Pictet

www.pictetfunds.com

FoF / Multi-Strat.

EUR LU0579636209

W

Mrz 11

Y

1160

Plurima Frame Alpha Strategy Inst

Carthesio S.A

www.egifunds.com

FoF / Multi-Strat.

EUR IE00B5MTVX91

W

Nov 09

Y

1161

Plurima Unifortune Global Strategy Fund

Unifortune Investment Mgt

www.egifunds.com

FoF / Multi-Strat.

EUR IE00B4VJTH30

D

Feb 11

Y

1162

Prima Alpha Strategies I

Prima Asset Management

www.primasgr.it

FoF / Multi-Strat.

EUR IE00B4WSM142

W

Mai 10

Y

1163

Prometheus AI - Alternative Stars

Prometheus AM / Aquila Capital

www.prometheus.de

FoF / Multi-Strat.

EUR LU0346061616

D

Aug 08

Y

1164

Raiffeisen 333 - Active Alpha A

Raiffeisen Kapitalanlage GmbH

www.rcm-international.com

FoF / Multi-Strat.

EUR AT0000A0KMN7

D

Okt 10

Y

1165

RBS CTA Index ETF - USD

RBS Asset Management

www.rbs.com/etfs

FoF / Indexing

USD LU0653608454

D

Sep 11

Y

1166

RBS EIP Absolute Return Multi Asset Programme S2 EUR

RBS Asset Management

www.coutts.com

FoF / Multi-Strat.

EUR IE00B60W1Z96

W

Mrz 10

Y

1167

Salus Alpha Equity Hedged (VT)

Salus Alpha

www.salusalpha.com

FoF / Single-Strat.

EUR AT0000A062Y2

D

Sep 07

Y

1168

Salus Alpha Event Driven (VT)

Salus Alpha

www.salusalpha.com

FoF / Single-Strat.

EUR AT0000A08QF3

W

Feb 08

Y

1169

Salus Alpha Managed Futures (VT)

Salus Alpha

www.salusalpha.com

FoF / Single-Strat.

EUR AT0000A08QK3

D

Feb 08

Y

1170

Salus Alpha Multi Style (VT)

Salus Alpha

www.salusalpha.com

FoF / Multi-Strat.

EUR AT0000A0D626

D

Apr 09

Y

1171

Santander Absolute Strategies UCITS A Cap

Santander

www.santanderga.es

FoF / Multi-Strat.

EUR LU0512295170

D

Dez 10

Y

1172

Sauren Fonds Select SICAV - Sauren Absolute Return A EUR Sauren Fonds Service

www.sauren.de

FoF / Multi-Strat.

EUR LU0454070557

D

Mrz 10

N

1173

Schroder GAIA Opus Multi Strategy A Acc EUR

Schroders

www.schroders.com

FoF / Multi-Strat.

EUR LU0500002141

n/a

No data

Y

1174

SEB deLuxe - Multi Asset Balance

SEB AM

www.sebgroup.lu

FoF / Absolute Ret.

EUR LU0122754046

D

Jan 04

Y

1175

SEB Key Select C (EUR)

SEB AM

www.sebgroup.lu

FoF / Multi-Strat.

EUR LU0273118900

D

Mrz 10

Y

1176

Select Absolute Return Universal Fonds

Berenberg Bank

www.berenberg.de

FoF / Multi-Strat.

EUR DE000A0RE980

D

Mai 09

Y

1177

Selection Market Neutral SI

DZ Privatbank Luxembourg S.A

www.structuredinvest.lu

FoF / Multi-Strat.

EUR LU0479726712

W

Jun 11

Y

1178

Skandia Alternative Investments Hedged GBP

Skandia

www.skandiainvestmentgroup.com

FoF / Multi-Strat.

GBP GB00B39V2C07

D

Aug 08

Y

1179

Smart-invest Helios

smart-invest GmbH

www.smart-invest.de

FoF / Absolute Ret.

EUR LU0146463616

D

Jan 04

Y

1180

Systematic Capital Investment Funds - Topach Core R

Systematic Capital

www.systematiccapital.com

FoF / Absolute Ret.

EUR LU0501431125

n/a

No data

Y

1181

Thames River Absolute Return Fund A Acc EUR

Thames River

www.thamesriver.co.uk

FoF / Multi-Strat.

EUR IE00B503Z646

n/a

No data

Y

1182

Thames River Multi-Select Fund A Acc EUR

Thames River

www.thamesriver.co.uk

FoF / Absolute Ret.

EUR IE00B2QLKM29

W

Okt 09

Y

1183

The Signet Multi-Strategy Fund

Signet

www.signetmanagement.com

FoF / Multi-Strat.

EUR IE00B60HWD97

n/a

No data

Y

1184

Torrus Funds - Merrill Lynch - Multi Strategy Fund

MLIS / Deka Investment

www.merrillinvestfunds.ml.com

FoF / Multi-Strat.

EUR LU0578763103

n/a

No data

Y

1185

UBS (LUX) Key Selection - Global Alpha Opportunities P EUR UBS

http://fundgate.ubs.com

FoF / Multi-Strat.

EUR LU0502418741

W

Jun 10

Y

1186

UBS ETFs plc - HFRX Global Hedge Fund Index SF (EUR) I

http://fundgate.ubs.com

FoF / Indexing

EUR IE00B52TX001

D

Dez 10

Y

UBS

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Page 65

Fund of Funds A - Z
Data
#

31.03.2012
Rolling 12m

NAV- 1st
Fund Name

Manager

Link to website

Strategy

CCY

ISIN Number

1187

Varengold Alternative Alpha I

Varengold

www.varengold.de

FoF / Single-Strat.

EUR DE000A1C5D54

D

Dez 10

Y

1188

Vontobel Diversified Alpha UCITS B

Harcourt

www.vontobel.com

FoF / Single-Strat.

EUR LU0505243021

W

Jul 10

Y

1189

WALSER Multi-Asset Absolute Return PLUS SICAV

Walser Privatbank

www.walserprivatbank.com

FoF / Absolute Ret.

EUR LU0357818466

D

Aug 08

Y

1190

WestLB Mellon Horizon Fund - Multi-Manager Target Return Goodhart
Fund A EUR
Partners

www.goodhartpartners.com

FoF / Single-Strat.

EUR LU0264565416

D

Nov 07

Y

1191

White Fleet - Castillon Diversified Fund B

Alternative Advisors

www.alternative-advisors.com

FoF / Multi-Strat.

EUR LU0515714870

2W

Jun 10

Y

1192

Willerfunds - Willer Absolute Return p

Banque Morval

www.willerfunds.com

FoF / Multi-Strat.

EUR LU0531091790

W

Nov 10

Y

Statistics are based on weekly data. Volatility is annualized. Sortino-Ratio with risk-free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

Freq. NAV

UCITS

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

5. Equity Strategies

Equity Long/Short

April 2012
Page 66

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 67

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

EUR

0.16

0.37

‐0.41

0.20

0.81

‐2.00

1.91

‐3.99

‐0.91

4.20

1.22

0.32

6.34

3.59

5.33

‐2.55

‐1.76

‐3.39

‐1.47

‐10.8

‐2.76

4.66

‐2.68

4.34

‐3.74

11.7

230 Average Equity L/S
1

3.14 Tungsten Long Short Strategy

2

4Keys Macro Strategy US Fonds

EUR

3

7H Absolute

EUR

4

8a+ Gran Paradiso

EUR

1.02

0.28

‐0.85

1.59

0.31

‐0.74

0.07

‐1.91

‐0.11

‐0.13

‐0.19

0.49

‐1.17

4.80

6

8a+ Matterhorn

EUR

19.8

15.6

3.81

‐0.12

‐2.07

‐2.53

‐6.87

‐16.2

1.11

14.3

‐13.9

1.96

‐17.2

18.9

65.0

‐13.7

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

7.71

‐0.56

‐11.5

0.47

22.1

‐0.24

‐20.6

0.86

3.22

‐1.10

‐3.76

0.38

26.8

‐0.35

‐28.0

0.35

0.36

20

AC TRANA Triple Alpha Fonds EUR B

EUR

8.01

4.26

8.81

‐4.79

‐4.43

‐0.49

‐0.73 ‐13.19

1.80

10.3

‐9.41

8.57

‐3.92

‐9.25

20.8

34.1

0.49

‐27.5

0.48

23

ACC Alpha select AMI

EUR

11.5

6.26

5.39

‐0.43

0.79

‐1.62

0.19

1.27

‐2.83

2.01

‐4.40

1.81

‐4.20

11.2

23.9

12.4

1.44

‐7.80

0.54

27

Act II Specialist Equities Fund B EUR

EUR

32

Alessia Long/Short Equity I 

EUR

36

Alken Absolute Return Europe K

EUR

8.17

4.06

3.81

0.13

1.67

‐1.57

‐4.53

‐1.06

‐0.77

4.43

‐1.36

1.45

9.92

1.21

‐9.23

0.68

4.70

0.81

‐3.46

0.45

5.50

‐0.07

‐4.52

0.73

6.31

‐1.20

‐7.42

0.40

5.04

‐2.92

‐11.9

0.26

3.36

‐2.23

‐7.71

0.03

37

Alkimis Capital Ucits

EUR

4.46

2.07

1.23

1.10

‐0.57

‐0.65

‐1.23

0.16

‐0.22

0.70

‐1.10

1.25

39

Alliance Bernstein Europe Flexible Equity A EUR

EUR

1.61

1.21

1.46

‐1.05

‐0.13

0.20

‐1.77

‐1.00

‐1.35

2.19

‐0.47

0.13

54

Alpha Centauri Strategie UI

EUR

‐1.19

‐0.59

‐0.12

‐0.49

0.26

‐1.86

‐1.48

‐0.38

‐2.39

2.50

‐0.31

‐1.72

‐3.98

4.41

‐7.42

10.4
‐2.46

56

Alphaport Blue Rock ‐ Class A EUR

EUR

‐4.76

‐1.00

‐1.02

‐2.80

0.57

‐1.02

‐0.63

‐2.30

‐2.19

3.11

‐1.13

‐2.31

‐7.29

75

Amundi Funds Multimanagers L/S Equity AC

EUR

0.00

0.00

0.00

0.00

‐1.10

‐0.87

‐0.48

‐4.15

‐0.47

‐0.04

‐0.80

0.07

‐6.28

80

APM Gold & Resources Fund Inst. VT

‐12.1

EUR

‐7.52

5.05

1.42

‐13.2

‐4.89

‐6.45

5.63

3.07

‐7.86

1.01

‐5.56

‐4.71

‐25.3

20.2

‐1.52

‐25.4

0.17

108 Aviva Investors Sustainable Future Pan‐European A EUR

‐8.62

‐8.62

0.00

0.00

‐1.39

‐2.30

‐4.77

‐0.03

‐9.44

‐0.08

‐4.31

0.14

‐21.9

12.0

16.6

‐1.97

‐28.6

0.42

109 Aviva Investors UK Absolute Return SC I

GBP

‐0.91

‐2.15

1.95

‐0.67

0.00

‐2.50

‐0.46

‐2.40

1.92

‐1.19

‐4.61

1.53

‐9.65

‐0.99

6.58

‐1.76

‐10.6

0.17

119 Banif Ibéria FI

EUR

124 Bankinter Long Short FI

EUR

‐1.41

0.02

0.00

‐1.43

‐0.73

‐0.29

‐1.35

‐1.43

2.35

1.47

‐1.57

‐1.19

‐2.98

‐10.2

‐1.22

4.68

‐1.14

‐4.18

0.41

132 Barclays Emeralds Fund

USD

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

2.00

0.00

‐7.25

0.00

142 BayernInvest Alpha Opportunity Plus Fonds

EUR

5.24

‐0.52

4.60

1.14

2.56

‐0.04

‐1.31

0.86

‐1.11

‐0.26

1.66

0.29

0.10

‐3.39

‐8.84

7.35

1.30

‐2.84

‐0.18

151 BBVA & Partners Ahorro Dinamico

EUR

2.97

2.66

1.04

‐0.72

‐0.24

‐0.38

‐0.97

‐2.07

‐0.98

3.26

‐3.42

0.55

‐3.50

6.98

‐0.35

‐5.62

0.70

153 BBVA & Partners Dynamic

EUR

4.48

4.37

1.52

‐1.39

‐0.68

‐0.83

‐1.93

‐4.61

‐1.99

5.60

‐5.59

1.00

‐7.97

154 BBVA & Partners European Absolute Return A

EUR

0.62

1.21

0.01

‐0.60

0.28

‐0.81

‐0.50

‐0.82

0.18

0.41

‐0.39

‐0.10

‐3.24

‐0.33

156 BCV Cluster Equity Alpha ‐ Class I EUR

EUR

‐1.30

‐1.68

‐0.76

1.15

0.04

‐0.37

‐0.61

‐0.41

‐2.85

‐2.09

‐1.10

‐0.90

‐9.92

157 BCV Cluster Equity Opportunity ‐ Class I CHF

CHF

2.88

0.45

0.87

1.54

‐0.29

‐1.43

‐2.43

‐7.16

‐8.65

‐1.39

‐0.80

‐0.83

‐20.4

159 BDL Rempart Europe

EUR

7.08

0.14

3.10

3.71

0.15

‐0.73

‐0.32

‐4.22

0.14

2.40

‐0.57

‐1.62

‐3.79

4.57

162 Belgravia Beta SICAV

EUR

2.10

1.03

1.69

‐0.63

‐0.95

‐3.55

‐1.80

‐8.80

‐1.21

‐0.82

0.15

0.14

‐16.3

12.8

169 Berenberg Equity Alpha Anteilsklasse I

EUR

0.29

1.32

‐1.12

0.10

‐1.30

‐0.67

‐0.51

2.73

1.22

1.82

‐1.85

‐0.40

2.35

12.1

‐0.57

‐11.7

0.72

1.94

‐1.32

‐2.63

0.17

6.37

5.83

‐1.98

‐10.9

0.22

4.91

12.0

‐1.69

‐22.1

0.72

23.1

7.64

0.57

‐7.98

‐0.08

15.6

9.80

‐1.48

‐16.4

0.70

6.48

0.37

‐2.86

‐0.18

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

7.41

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 68

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

170 Berenberg Equity Protect Anteilklasse I

EUR

4.35

4.95

0.16

‐0.73

‐3.29

‐1.50

‐3.48

‐5.42

‐2.29

8.56

‐1.36

‐1.70

‐7.43

179 Blackrock UK Absolute Alpha Fund ‐ Class P

GBP

2.29

‐0.08

1.79

0.57

‐1.60

‐0.48

‐0.52

‐3.48

‐0.21

1.25

‐0.86

‐0.54

‐6.82

182 BN & P Abaris ‐ Absolute Return Equity R

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

‐26.4

190 BNY Mellon Absolute Return Equity Fund R Hedg EU EUR

0.50

0.50

0.30

‐0.29

0.30

0.30

0.00

‐1.08

0.40

‐0.30

0.00

0.30

191 BNY Mellon Brazil Equity Fund ‐ Class A

12.3

11.4

5.26

‐4.23

3.37

‐1.52

‐3.31

‐7.83

‐8.66

7.94

‐5.18

6.79

‐14.0

EUR

3.16

18.5

8.08

106.6

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

‐11.5

0.47

17.0

‐0.25

‐17.8

0.83

5.30

‐1.24

‐7.25

0.70

0.49

‐2.83

‐0.49

‐0.07

2.32

‐0.20

‐1.96

0.27

30.6

0.12

‐24.6

0.62

208 BSF Americas Diversified Equity Absolute Return Fu EUR
211 BSF European Diversified Equity Absolute Return Fu EUR

‐1.74

0.45

‐1.16

‐1.03

‐0.64

‐1.73

‐0.96

‐1.31

‐2.41

‐0.51

‐1.26

‐0.22

‐4.54

5.32

‐2.37

‐10.4

0.19

212 BSF European Opportunities Absolute Return Fund EUR

1.86

0.72

0.31

0.82

0.26

0.69

1.82

1.39

3.26

‐2.03

‐0.09

0.98

3.79

4.16

3.13

‐3.81

‐0.28

223 CastleRock US Liquid Equities Fund A

USD

0.00

0.00

0.00

0.00

‐16.0

‐7.45

0.99

‐1.64

‐2.48

21.6

‐1.82

226 Catella Nordic Long Short Equity

SEK

0.84

227 Catella Nordic Tiger

SEK

228 Cazenove Absolute UK Dynamic P2 GBP Acc

GBP

3.18

2.64

0.49

0.03

2.55

3.44

1.49

‐3.21

0.27

‐1.15

‐1.23

0.09

9.54

5.60

7.92

1.23

‐6.17

0.35

229 Cazenove UK Absolute Target Fund ‐ P2 EUR

EUR

1.94

1.94

0.00

0.00

2.08

1.02

‐1.01

0.00

4.08

0.00

0.98

0.00

10.8

‐7.92

5.51

4.71

‐2.00

‐0.11

230 CC Asian Evolution A USD

USD

12.7

4.46

6.47

1.38

‐7.24

4.06

‐0.89

0.68

239 CF Octopus Absolute UK Equity Fund ‐ Class A

GBP

‐13.3

‐9.41

‐1.80

‐2.57

1.49

0.56

‐1.04

‐1.41

‐0.05

0.71

11.6

0.36

7.60

‐8.56

240 CF Odey UK Absolute Return GBP R Acc

GBP

19.0

6.91

8.89

2.20

2.40

‐1.15

‐1.17

‐11.0

1.02

3.82

‐2.98

0.37

3.14

15.0

244 Chilton UCITS Global Strategies Fund

USD

256 C‐QUADRAT iQ European Equity ETF

EUR

‐2.96

0.77

‐2.23

‐1.51

0.09

‐0.05

2.83

3.49

0.21

9.74

4.91

3.77

19.4

266 Credit Suisse SICAV One (Lux) Small and Mid Cap Al EUR

5.25

4.15

3.66

‐2.51

‐1.92

0.46

‐0.64

‐3.57

‐2.93

2.39

1.34

0.71

‐3.81

269 CVT Europa Absolute Select

EUR

5.83

2.43

2.81

0.49

‐0.27

‐3.19

‐1.59

‐4.74

‐2.41

1.19

0.09

1.63

‐9.05

274 Danske Invest SICAV Europe Absolute A

EUR
5.14

2.23

1.95

0.88

‐1.34

‐1.02

‐1.24

‐3.48

‐3.03

2.41

‐0.50

‐0.33

‐7.11
‐41.4

280 DB Platinum dbX‐THF Equity Hedge Fund Index I1C USD
295 DB Platinum Omega I2C ‐ E

12.8

42.1

4.73

14.0

0.67

13.7

‐0.60

‐14.7

‐0.34

0.78

18.3

0.85

‐16.0

0.75

17.5

2.44

‐10.2

0.11

11.1

‐0.02

‐11.9

0.83

11.7

‐0.09

‐13.7

0.83

8.54

‐0.49

‐10.1

0.92

EUR

299 DB Platinum Tosca Mid Cap Equity Fund I1C

GBP

28.8

15.1

9.61

2.04

‐3.45

‐4.02

‐2.85

‐15.7

‐6.49

‐0.12

‐12.6

0.62

300 DB Platinum Traxis Global Equity Macro I1C‐U

USD

8.92

4.57

3.99

0.17

‐1.60

‐2.22

1.25

‐5.04

‐5.87

5.66

‐4.91

‐1.06

321 Dexia Long Short European Equity ‐ Class C EUR

EUR

2.36

1.65

0.53

0.17

0.49

‐1.92

‐3.60

‐8.72

0.51

0.16

‐0.78

0.25

‐13.5

332 DNB ECO Absolute Return

EUR

‐3.11

0.03

‐7.62

4.85

0.08

‐2.19

2.56

‐0.97

‐0.01

8.12

4.55

0.26

17.4

334 DNB TMT Absolute Return

EUR

1.00

2.74

0.49

‐2.17

0.22

‐1.52

2.63

1.24

1.87

3.49

0.72

‐1.00

10.2

‐0.23

24.2

‐0.99

‐38.0

0.22

13.7

‐0.40

‐13.7

0.81

9.00

‐1.66

‐17.0

0.61

14.9

0.01

‐9.58

‐0.27

7.60

1.69

‐3.95

0.25

338 DWS Funds ‐ Performance Strategy

EUR

2.36

1.43

1.31

‐0.39

‐0.98

‐1.13

0.06

‐2.01

‐1.37

‐0.72

‐0.04

‐0.41

‐13.6

2.80

12.6

5.59

‐1.32

‐9.28

0.01

349 DWS Top 25 S

EUR

9.58

7.12

3.17

‐0.84

‐5.09

‐0.58

‐3.79

‐2.12

‐7.69

‐1.32

‐2.88

‐0.89

‐19.8

16.7

21.0

17.7

‐0.58

‐24.2

0.75

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 69

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

‐0.85

‐0.95

0.22

‐0.12

0.39

0.35

0.56

‐3.28

0.85

0.87

0.01

0.00

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

3.95

‐0.66

‐11.5

0.47

354 Ecofin Global Long/Short UCITS Fund A USD 

USD

0.03

358 Ennismore European Smaller Companies EUR

EUR

3.87

0.53

2.82

0.49

‐0.16

4.45

‐0.73

‐0.21

‐0.17

2.90

‐4.00

‐1.40

9.81

19.0

‐2.07

8.18

0.82

‐5.56

0.62

359 ESPA  Alternative Emerging Markets VT

EUR

‐1.37

‐0.38

0.97

‐1.94

‐0.78

‐0.62

0.45

‐1.40

‐0.84

‐1.07

‐0.94

0.37

‐7.02

‐9.68

27.7

4.15

‐1.99

‐6.58

0.07

371 Europe Rendement Flexible A

EUR

1.03

‐0.54

0.35

1.23

2.08

‐3.10

‐1.56

‐9.17

0.03

2.95

‐0.46

0.80

‐7.47

7.84

12.7

‐0.79

‐18.7

0.71

373 Exane Archimedes Fund A

EUR

0.48

‐1.04

0.52

1.01

0.16

‐0.10

0.04

0.28

0.65

2.12

0.64

‐1.86

3.88

6.82

3.76

0.68

‐2.98

0.56

2.09

2.72

3.06

‐1.14

0.02

3.30

‐1.09

‐2.78

‐0.12

2.69

‐0.65

‐4.04

0.68

3.30

‐1.09

‐2.78

‐0.12

5.39

1.73

‐1.66

‐0.06

2.88

‐0.43

‐2.74

0.63

3.34

‐0.75

‐4.55

0.52

374 Exane Ceres Fund A

EUR

2.03

0.72

0.89

0.40

0.03

0.64

‐0.06

0.49

0.65

0.88

‐1.01

0.69

375 Exane Equinox

EUR

0.18

1.70

‐0.49

‐1.01

1.28

0.16

‐1.09

0.03

0.07

‐0.67

0.16

‐0.19

376 Exane Gulliver Fund I

EUR

1.00

0.66

0.00

0.34

‐0.35

‐0.44

‐0.38

‐1.56

0.29

1.04

0.17

‐0.10

377 Exane Healthcare Fund A

EUR

0.18

1.70

‐0.49

‐1.01

1.28

0.16

‐1.09

0.03

0.07

‐0.67

0.16

‐0.19

378 Exane Mercury A

EUR

379 Exane Micromegas Fund A

EUR

1.64

‐0.91

2.90

‐0.32

0.00

‐0.05

2.06

0.14

‐0.50

2.23

‐0.44

1.10

1.87

380 Exane Templiers Fund A

EUR

0.92

0.56

0.69

‐0.33

‐0.31

‐0.35

‐0.07

‐1.54

1.53

0.67

‐0.28

‐1.00

0.46

2.31

381 Exane Vauban Fund I

EUR

2.28

0.07

0.55

1.66

‐0.42

1.00

‐0.15

‐0.88

‐2.31

‐0.66

‐0.45

0.65

‐1.39

3.20

8.53
33.5

‐2.80

0.61

7.33

385 FAST Europe Fund A EUR Acc

EUR

6.27

1.53

3.83

0.81

‐0.53

‐2.30

‐0.64

‐10.1

‐3.33

7.18

‐1.18

4.79

‐4.45

18.3

386 FCM European Opportunities Fund Class A – EUR

EUR

0.14

1.08

1.76

‐2.65

‐0.51

‐0.87

‐4.36

‐4.30

‐0.95

2.45

‐4.92

‐0.62

‐10.7

19.6

393 Finlabo Investments Sicav ‐ Dynamic Equity R

EUR

5.05

1.89

3.38

‐0.27

‐0.74

‐4.45

‐1.39

‐1.04

‐1.02

‐2.50

‐1.94

‐0.95

‐17.2

403 Fondak "Wait or Go" A EUR

EUR

9.20

4.01

6.34

‐1.27

‐6.36

0.05

‐0.24

3.44

‐1.38

‐1.87

‐8.21

‐1.45

‐15.2

4.29

28.5

406 FTC Gideon I

EUR

2.43

0.03

2.34

0.06

‐0.93

‐1.13

2.37

‐4.93

3.01

‐1.03

0.70

1.71

‐3.69

4.58

5.57

18.5

0.18

‐19.0

0.88

8.86

‐1.48

‐13.9

0.79

10.4

‐1.18

‐14.3

0.26

13.9

‐0.34

‐17.3

0.19

13.5

0.03

‐11.4

0.36

13.0

‐0.47

‐18.4

0.72

0.00

‐7.25

0.00

16.0

0.96

‐10.5

0.85

4.72

‐1.64

‐8.41

0.52
0.51

410 GAM Star Absolute Europe ‐ EUR Inc

EUR

10.5

7.23

1.27

1.75

2.06

‐2.47

‐3.40

‐4.89

‐4.68

‐1.51

‐0.08

‐0.16

‐14.8

419 GAM Star Global Equity Inflation Focus

USD

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

‐2.59

421 GAM Star Global Selector EUR

EUR

16.6

11.3

3.28

1.43

‐0.52

0.44

‐1.33

‐1.37

‐6.88

10.0

‐3.87

‐1.92

‐4.31

424 GAM Star Technology USD

USD

426 GAMCO Strategic Value Class I EUR

EUR

427 Gescapital SICAV Best Energy Ideas

USD

429 Gescapital SICAV Equity Long Short

EUR

1.96

1.56

0.40

0.00

‐0.94

‐1.72

‐0.93

‐3.87

‐1.22

0.00

0.00

0.00

430 Gescapital SICAV European Equity Relative Value

EUR

3.52

2.10

1.28

0.12

‐1.60

‐3.59

‐1.86

‐7.24

0.01

3.92

‐5.83

3.50

‐11.2

11.8

‐0.90

‐15.7

440 GLG European Alpha Alternative DN EUR

EUR

0.36

0.92

‐0.21

‐0.35

‐0.03

‐0.61

‐1.11

‐1.29

‐0.26

0.72

‐0.70

‐0.21

0.79

3.08

‐1.35

‐4.08

441 GLG European Equity Alternative Fund DN EUR

EUR

7.14

3.88

2.28

0.84

‐0.49

2.34

0.27

‐0.84

5.08

8.98

0.49

EUR

3.14

1.13

0.40

1.59

‐2.73

0.83

‐0.97

0.00

8.22

‐1.20

0.73

9.89

0.77

442 GLG Financials Alternative
444 GLG North American Equity Alternative UCITS

‐1.46

‐2.58

1.14

‐4.72

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 70

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

10.0

‐0.55

‐11.5

0.47

5.50

0.06

‐3.65

0.48

22.5

‐0.43

‐28.4

0.64

7.79

‐2.09

‐15.9

0.52

2.90

‐1.48

‐4.11

0.53

1.85

‐0.16

‐1.20

0.18

452 Goldman Sachs ‐ CCI Technology UCITS Fund
453 Goldman Sachs ‐ GLC Gestalt UCITS Fund E1 EUR

EUR

456 Goldmans Sachs ‐ GSI SEG Long Short Ucits Fd I€D

EUR

459 Griffin European Opportunities Class B EUR

EUR

‐2.89

‐2.29

‐0.13

‐0.48

‐0.91

‐1.11

0.16

0.97

1.04

3.63

2.00

‐0.79

2.33

‐3.96

460 Griffin Ottoman Fund EUR

EUR

22.7

14.0

7.34

0.35

‐6.25

‐3.13

‐2.50

‐11.9

1.00

‐0.11

‐2.72

‐5.72

‐24.8

19.6

469 GS US Equity Absolute Return Portfolio

USD

0.51

0.90

‐0.40

0.01

2.46

‐3.09

‐2.50

‐1.50

‐3.49

‐3.06

‐1.45

‐2.13

‐13.6

477 Henderson Gartmore European Absolute Return R

EUR

0.00

0.00

0.00

0.00

0.00

‐0.90

‐0.72

‐2.19

0.00

0.00

0.00

0.00

‐3.42

478 Henderson Gartmore Japan Absolute Return R

EUR

0.80

‐0.60

1.61

‐0.20

0.00

0.00

0.00

0.00

0.00

0.00

0.40

‐0.60

‐0.20

73.1

‐0.54

479 Henderson Gartmore UK Absolute Return R

GBP

1.70

0.83

1.31

‐0.44

‐0.05

0.19

‐0.85

‐2.10

‐0.72

0.88

‐0.33

‐0.32

‐0.61

9.42

23.5

4.95

‐0.30

‐5.18

0.81

480 Henderson Horizon Pan European Alpha A2 EUR

EUR

2.40

‐0.44

2.76

0.09

0.62

‐1.50

‐0.18

‐5.03

‐0.19

5.40

‐1.80

3.21

1.35

5.50

34.8

12.5

0.67

‐10.5

0.80

482 HI‐Global Markets Long/Short‐Fonds

EUR

0.06

‐0.36

‐1.06

1.49

0.82

‐0.75

0.99

‐2.71

‐0.02

‐3.19

3.94

1.17

0.13

‐1.27

5.35

7.98

‐0.13

‐5.30

0.41

487 HSBC GIF European Equity Alpha Fund

EUR

‐3.36

‐3.36

1.16

‐1.14

‐0.99

0.50

1.50

4.13

1.04

0.28

‐0.37

0.28

3.37

5.98

1.07

‐4.70

0.09

494 HuserInvest ‐ Huser New Horizon

CHF

‐2.35

‐1.60

‐0.77

0.00

‐5.92

‐11.4

‐11.6

‐16.8

‐3.23

9.46

‐7.84

‐8.15

‐53.3

43.4

‐1.42

‐51.7

0.78

496 Ignis Argonaut European Absolute Return I

GBP

0.93

‐0.14

1.26

‐0.18

1.73

0.95

1.21

‐1.09

1.16

0.36

0.56

0.55

6.35

6.84

3.13

‐4.03

0.22

497 Indus PacifiChoice Asia Fund

n/a

3.59

1.59

2.92

‐0.92

0.47

‐4.51

‐8.48

‐0.62

‐1.42

1.32

10.4

‐1.23

515 JabCap (Lux) Global Balanced P EUR

EUR

3.44

2.20

4.91

‐3.53

531 JPM Global Equity Absolute Alpha A ‐ Net Acc

GBP

0.58

0.64

0.49

‐0.55

537 JPM Japan Market Neutral A Hedged Acc EUR

EUR

2.26

‐0.70

2.75

0.22

540 JPM US Select Long Short Equity A Acc USD

USD

7.35

3.76

2.34

1.09

541 JRS SICAV JRS Quant HNW SEK

SEK

‐2.72

‐1.70

‐1.18

‐0.43

‐5.26

1.07

‐28.6

0.64

‐1.66

‐2.44

1.42

‐4.70

‐3.86

11.8

‐1.97

‐2.07

‐1.66

2.47

‐1.88

0.52

5.77

‐0.76

0.91

‐0.77

‐5.33

‐2.96

1.98

‐0.58

0.27

7.59

‐1.42

0.46

‐0.05

‐3.40

‐3.37

4.26

‐3.65

‐1.84

10.2

‐0.37

‐10.9

0.86

8.26

‐0.37

‐9.34

0.85

19.7

‐0.46

‐24.4

0.73

13.7

‐0.99

‐19.1

0.65

544 Jupiter European Absolute Return L Class A EUR

EUR

4.47

0.52

2.28

1.62

‐0.68

‐0.39

0.10

‐4.78

‐2.66

1.79

‐2.07

1.48

‐6.61

546 Jupiter Global Financials Class L EUR

EUR

9.96

5.05

3.07

1.55

‐0.24

‐2.39

‐0.49

‐11.5

‐6.26

3.71

‐4.86

7.22

‐19.2

548 Kairos International Sicav ‐ Absolute

EUR

10.7

2.20

0.00

8.28

‐2.36

0.00

‐2.78

‐5.14

‐5.22

2.15

‐4.14

‐3.03

15.4

31.7

0.48

558 Kepler Global Alpha LLB Invest

EUR

‐2.48

‐0.51

‐0.06

‐1.92

‐2.65

‐1.70

‐1.38

‐3.44

‐1.60

‐2.05

0.59

‐0.82

‐12.5

7.37

‐2.26

‐14.5

‐0.14

563 L&G European Absolute Fund ‐ Class I Acc GBP

GBP

0.91

‐1.00

0.00

1.93

‐0.41

0.94

1.15

‐6.68

1.40

‐4.99

‐4.50

‐2.11

‐10.5

9.97

‐1.49

‐17.8

0.32

564 L&G UK Absolute Fund ‐ Class I Acc GBP

GBP

3.26

1.92

1.42

‐0.11

‐0.21

4.42

3.32

‐3.36

‐1.52

‐2.89

2.44

‐0.93

3.98

8.30

0.49

‐7.04

0.35

576 Leonardo Invest ‐ Miura B

EUR

0.24

1.75

‐0.05

‐1.43

0.48

0.87

‐0.46

0.11

‐1.93

1.78

‐1.89

‐0.93

‐1.15

4.68

‐0.81

‐3.91

0.56

580 Liontrust European Absolute Return Fund

GBP

‐6.81

‐3.09

‐1.66

‐2.21

‐1.36

3.14

0.92

3.04

0.30

0.62

2.11

‐0.90

7.06

6.69

5.52

0.74

‐7.14

‐0.31

586 Long Term Investment Fund (SIA) ‐ Alpha II ‐ EUR

EUR

8.65

5.80

2.69

0.00

‐1.39

‐3.02

‐2.60

‐1.98

‐4.57

4.70

‐3.68

0.38

‐18.1

9.28

10.1

‐0.89

‐16.5

0.66

588 Loys Global L/S

EUR

‐4.17

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

7.38

‐23.4

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S
610 Lyxor Equisys Fund ‐ Euroland R1

Page 71

EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

‐11.5

0.47

6.98

4.63

3.31

‐1.03

‐3.76

‐1.54

‐5.17

‐9.75

‐3.78

0.84

‐3.70

‐0.47

‐23.5

0.67

‐0.22

22.0

‐0.98

‐29.4

0.88

‐1.07

0.15

0.35

0.19

0.07

0.07

2.53

‐0.55

1.64

0.63

0.62

4.08

4.04

‐1.56

‐0.57

0.59

6.59

2.62

‐3.21

‐0.46

614 Lyxor L/S Equity Statistical Arbitrage Index Fund I US USD
615 Lyxor L/S Equity Variable Bias Index Fund I EUR

EUR

629 MainFirst Equity Market Neutral Fund A

EUR

0.60

0.86

0.04

‐0.30

630 Majedie Asset Management Tortoise

GBP

0.89

0.80

‐1.08

1.18

0.24

644 Martin Currie GF ‐ European Absolute Alpha Fund R EUR

5.78

3.64

0.41

1.64

‐0.89

‐1.30

‐2.44

‐2.60

‐0.43

0.00

0.32

0.00

‐9.05

10.6

‐0.18

‐9.87

0.69

645 Martin Currie GF ‐ Global Resources Absolute Alpha EUR

6.27

8.76

0.99

‐3.25

‐2.88

‐2.27

‐0.81

‐0.41

‐3.99

1.92

‐1.57

‐1.70

‐12.2

12.2

‐0.56

‐11.5

0.51

646 Martin Currie GF ‐ Japan Absolute Alpha R Hedged E EUR

5.01

0.54

3.79

0.63

‐1.27

‐0.89

‐1.90

‐1.53

‐0.31

‐1.14

‐2.73

‐0.97

‐8.47

8.68

‐0.99

‐11.3

0.46

649 Matrix New Europe UCITS Fund

EUR

4.03

4.30

‐0.26

0.00

7.01

‐4.85

‐5.10

19.0

‐1.10

650 Melchior Selected Trust ‐ European Absolute Return EUR

‐2.66

‐0.54

‐1.76

‐0.37

0.42

1.46

0.31

1.14

1.17

0.30

1.07

‐0.31

6.19

2.52

1.49

‐3.20

‐0.33

0.82

4.50

4.50

0.00

0.00

‐4.84

‐3.63

2.54

‐6.25

‐16.0

9.31

‐1.86

‐1.52

‐27.6

21.2

‐1.22

‐28.7

0.73

653 Merchant Astor Long/Short UCITS Fund
654 Merchant European Equity Fund

EUR

656 Merchant Global Resources UCITS Fund ‐ C USD

USD

657 Merrion European Absolute Return Fund

EUR

0.20

‐0.20

2.01

‐1.58

0.00

0.83

‐1.47

‐4.85

‐5.19

1.96

0.51

0.30

‐10.0

8.89

‐0.82

‐12.2

0.72

659 MLIS CCI Healthcare Long‐Short UCITS Fund ‐ EUR C EUR

3.97

1.78

0.53

1.60

1.64

‐0.47

‐2.24

‐3.74

‐1.94

‐1.25

0.54

‐1.49

0.19

7.38

‐0.20

‐10.7

0.58

660 MLIS GLG European Opportunities (UCITS III) Fund ‐ EUR

0.15

0.31

‐0.76

0.60

‐0.20

‐0.76

‐4.42

‐9.23

‐1.05

0.74

‐2.97

‐0.29

‐15.2

11.2

‐1.62

‐18.0

0.73

665 MLIS Theorema European Equity Long‐Short UCITS  EUR

1.85

0.72

1.52

‐0.39

2.44

0.60

‐0.63

4.13

2.11

‐6.38

‐3.46

0.93

‐0.31

7.98

0.17

‐9.91

‐0.17

666 MLIS TT Financials UCITS Fund B EUR

EUR

‐3.75

‐3.00

‐0.98

0.21

‐1.06

‐0.70

2.51

0.67

0.93

7.96

‐1.23

7.30

‐0.11

‐5.95

0.59

11.6

‐0.17

‐12.6

0.88

670 MLIS Zweig‐DiMenna US L/S Equity UCITS Fund Clas EUR

3.95

‐0.46

2.48

1.90

‐2.28

‐1.95

0.96

‐1.70

1.55

1.04

‐2.84

0.44

‐3.56

671 Moneta Long Short Fund Part A

EUR

7.32

4.13

2.20

0.85

0.03

‐0.98

‐1.93

‐4.33

‐3.34

3.05

‐2.38

0.23

‐6.50

675 MontLake Pegasus UCITS Fund UK Eq L/S R EUR

EUR

4.03

‐2.60

682 MS Algebris Global Financials UCITS Funds B EUR

EUR

2.84

6.48

0.10

‐3.52

‐1.95

‐7.82

‐15.5

‐6.61

11.2

‐8.47

‐0.21

683 MS Alkeon UCITS Fund I USD

USD

684 MS Ascend Fund UCITS Fund I EUR

EUR

686 MS Cohen & Steers Global L/S Real Estate B USD

USD

10.8

40.6

0.24

13.8

0.73

29.5

‐1.26

0.87

12.0

‐0.08

5.76

0.91

‐5.44

0.75

21.4

‐0.54

‐22.8

0.90

7.05

0.32

‐6.56

0.90

689 MS Perella Weinberg Partners Tokum Long/Short H USD
691 MS SOAM US Financial Services UCITS Fund E USD

USD

9.87

5.04

2.69

1.86

0.01

‐6.46

‐4.36

5.44

‐2.78

‐0.22

694 MW Developed Europe TOPS Fund ‐ Class A EUR

EUR

3.55

3.84

0.31

‐0.59

0.09

‐0.78

‐0.53

‐2.16

0.55

1.44

0.82

0.62

3.25

695 MW European Opportunities Fund ‐ Class A EUR

EUR

4.52

4.52

0.00

0.00

‐0.94

‐3.54

‐1.85

‐10.3

‐4.58

9.74

‐1.02

‐1.25

‐10.8

701 Natixis ‐ Gateway U.S. Equities Fund I/A (USD)

USD

2.37

0.72

1.03

0.60

‐0.39

‐1.05

‐0.84

‐2.22

‐2.17

3.20

0.51

1.54

2.04

3.81

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.76

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 72

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

0.00

0.00

0.00

0.00

‐1.83

‐1.88

‐2.15

‐8.98

‐2.14

‐2.81

0.00

0.00

‐14.1

‐3.36

‐1.88

1.35

0.68

‐9.79

1.88

‐1.12

‐8.56

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

‐11.5

0.47

10.2

‐1.77

‐17.7

0.71

‐1.78

‐22.5

712 Natixis ‐ Sixtina Madison Street Fund Class B2

EUR

717 Neptune Global Long/Short Sector Fund A Acc

GBP

6.26

6.06

3.92

‐3.58

719 Neuflize Ambition

EUR

‐1.81

6.17

0.15

‐7.66

720 Neuflize Europe Opportunities

EUR

4.77

1.99

4.03

‐1.25

‐0.25

‐1.98

‐4.30

‐3.69

‐6.61

2.36

0.05

‐1.13

‐11.2

9.71

18.8

17.2

‐0.62

‐18.0

0.90

721 Neuflize Global

EUR

‐0.64

4.27

1.31

‐5.95

‐1.61

‐3.00

‐0.01

‐1.56

‐9.31

2.71

‐0.96

‐5.51

‐19.7

17.7

19.7

16.4

‐1.37

‐21.4

0.70

722 Neuflize Optimum C

EUR

0.30

1.11

1.50

‐2.26

‐0.27

‐1.08

‐0.35

‐0.28

‐4.69

0.72

‐0.04

‐2.45

‐8.33

12.3

15.2

8.95

‐1.11

‐9.75

0.75

723 Neutral Sicav Disciplined Equity Absolute Return

EUR

6.75

4.73

1.93

0.00

‐2.86

‐0.02

‐4.67

‐13.1

‐0.87

5.35

‐8.58

5.53

‐20.2

10.2

‐3.98

15.8

‐1.01

‐23.2

0.32

728 NewSmith Global Absolute Return Retail A USD

USD
8.20

‐0.57

‐10.1

‐0.93

3.71

6.69

4.33

‐1.08

‐5.73

0.64

2.84

‐0.35

‐2.81

0.00

‐7.25

0.00

8.27

0.46

‐6.97

0.35

19.8

‐0.71

‐24.0

‐0.11

‐1.43

‐8.38

0.12

1.03

16.4
‐19.2

730 Nexar Short Bias Ucits I EUR

EUR

‐4.55

‐1.51

‐1.75

‐1.36

0.53

0.96

0.33

4.06

2.76

‐4.23

0.02

‐0.55

‐0.06

732 NOBC Europe Long/Short C

EUR

‐0.70

0.32

‐0.55

‐0.47

0.71

‐0.86

‐1.39

‐2.06

‐0.95

1.20

0.28

0.15

0.47

749 Occam Asia Absolute Return Fund ‐ Class A EUR

EUR

762 Old Mutual UK Opportunities Fund A Acc

GBP

2.02

0.21

2.11

‐0.30

769 Orsay Active L/S

EUR

1.72

0.77

1.00

‐0.05

‐0.32

‐0.63

‐1.05

0.38

‐0.50

0.55

‐0.37

‐0.05

‐0.51

781 Parvest Absolute Return Europe LS ‐ Classic Share

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

795 Pensanto Europa Absolute Return Fund

‐1.44

13.7

0.97

0.73

4.92

0.49

0.81
0.51

780 Park Place L/S Equity UCITS
2.84

EUR

5.48

1.84

2.73

0.82

‐0.14

‐1.97

1.81

‐2.36

0.51

3.39

‐2.21

0.47

796 Perinvest (Lux) Sicav Global Dividend Equity Fund ‐  EUR

11.3

6.44

5.47

‐0.83

‐3.65

0.92

1.18

‐10.7

‐9.78

5.67

‐9.22

1.45

815 Pioneer Absolute Return Equity ‐ Class I EUR

1.29

1.15

‐0.18

0.32

‐0.23

‐2.09

0.90

‐4.14

0.62

‐0.90

‐0.54

‐0.25

‐3.83

3.02

13.6

4.82

‐0.45

‐0.01

18.6

4.30

0.79

‐3.74

0.74

2.38

‐0.74

‐2.85

‐0.18

EUR

822 Plurima Funds ‐ Plurima European Absolute Return  EUR

3.67

2.91

1.17

‐0.43

0.13

‐0.50

0.13

‐1.80

‐0.70

2.36

‐1.45

0.23

823 Plurima Funds ‐ Quaestio Capital Fund

EUR

0.95

‐0.26

‐0.04

1.26

‐0.14

‐0.22

0.16

0.32

0.18

‐0.16

0.56

‐1.64

825 Plurima Funds ‐ Uniforte Total Return Retail

EUR

4.73

5.86

‐0.87

‐0.20

‐1.21

‐3.11

‐0.45

‐7.50

‐1.54

1.15

‐1.40

1.46

‐8.58

826 Polar Capital Funds plc ‐ UK Absolute Return Fund ‐  GBP

5.67

7.03

1.67

‐2.89

‐2.84

0.10

‐1.85

‐2.67

‐3.76

6.55

‐3.57

‐1.95

‐14.4

3.15

831 Prima High Potential Europe

EUR

2.32

0.68

2.00

‐0.36

‐0.12

0.38

‐1.94

‐1.01

0.09

2.48

‐3.37

0.58

‐2.27

12.0

835 Prosper Stars & Stripes Fund S EUR C

USD
0.00

0.00

0.00

0.00

‐0.20

‐2.80

‐0.51

‐6.82

0.00

0.00

0.00

0.00

‐7.20

836 Proxima Investments SICAV ‐ Athena Long Short A C EUR

53.0

13.5

‐0.73

‐17.4

0.59

12.9

‐0.64

‐13.8

0.86

6.65

0.26

‐4.99

0.77

5.28

‐2.02

‐10.7

‐0.12

9.17

‐0.92

‐14.2

0.25

13.2

‐0.12

‐13.2

0.07

838 PTR ‐ Corto Europe P EUR

EUR

3.73

0.93

2.89

‐0.12

‐1.50

‐1.08

‐1.83

‐4.51

‐4.04

0.81

‐0.73

0.06

‐13.1

841 pulse invest ‐ Absolute_MM T

EUR

‐1.30

‐2.11

‐0.45

1.29

1.92

1.37

‐1.64

1.80

‐3.87

‐6.06

6.46

1.47

‐13.5

842 pulse invest ‐ Defensiv_MM T

EUR

0.00

0.00

0.00

0.00

‐0.73

‐0.18

‐0.86

‐1.25

‐1.24

0.29

‐2.49

‐1.52

‐8.30

3.70

‐2.48

‐8.04

0.57

843 pulse invest ‐ Offensiv_MM T

EUR

0.00

0.00

0.00

0.00

‐1.06

‐0.99

‐1.97

‐1.88

‐1.48

‐2.09

‐3.51

0.24

‐17.0

5.40

‐2.54

‐12.9

0.36

846 Quant Global Equities Fund

EUR

0.00

0.00

0.00

0.00

‐5.68

‐0.94

‐4.01

‐11.2

‐4.90

‐1.62

‐5.11

0.00

17.4

‐1.71

‐29.1

0.64

3.10

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

20.8

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 73

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S
847 Quants Multistrategy

EUR

850 RAB Global Mining & Resources UCITS Fund

EUR

851 RAB Gold & Precious Equities UCITS Fund

EUR

856 Reech Glacier Fund I EUR C

EUR

861 Reyl Long/Short European Equities B EUR

EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

‐11.5

0.47

6.72

2.21

4.00

0.39

2.04

‐1.05

‐0.87

‐1.67

‐3.00

2.22

‐2.28

‐0.80

1.54

2.45

1.28

8.62

0.67

‐8.47

0.07

2.75

4.30

‐0.80

‐0.70

‐0.33

‐1.71

2.92

‐12.9

‐5.26

1.12

‐0.01

‐6.29

18.8

‐1.28

‐21.9

0.62

‐1.24

‐0.60

‐2.72

‐1.05

0.81

‐2.48

0.10

‐3.26

‐2.38

‐5.47

‐2.43

0.70

0.01

1.07

‐11.0

7.74

‐2.07

‐13.8

0.40

0.50

862 RiverCrest European Equity Alpha Fund B GBP

GBP

864 Rivoli Equity Fund ‐ EUR

EUR

6.09

875 Russian Phoenix UCITS Fund Class A USD

USD

880 RWC Europe Absolute Alpha Fund A EUR

EUR

2.01

1.84

‐0.01

0.18

‐0.09

1.32

‐2.22

‐7.04

‐1.14

4.13

‐3.25

0.20

‐1.74

12.9

‐0.18

‐13.1

0.78

882 RWC Global Growth Absolute Alpha Fund A EUR

EUR

4.92

0.28

2.71

1.87

‐0.37

‐0.11

1.58

‐3.40

0.12

3.50

‐1.86

‐0.69

‐0.12

8.56

0.75

‐5.74

0.70

17.9

8.11

884 RWC US Absolute Alpha Fund A USD

USD

4.67

0.57

2.45

1.59

‐0.75

‐1.30

1.90

‐0.15

‐3.26

‐0.19

‐0.52

‐1.13

‐3.30

‐5.55

7.21

0.24

‐5.90

0.61

891 Salus Alpha Equity Hedged (VT)

EUR

‐7.49

‐0.90

‐1.84

‐4.90

2.57

‐0.44

0.76

‐0.15

‐0.50

‐2.48

‐1.76

4.77

6.20

1.67

‐7.10

13.7

‐0.40

‐10.8

0.34

894 Salus Alpha Real Estate

EUR

‐1.62

‐0.73

‐1.64

0.76

‐0.43

0.20

‐0.02

0.68

‐3.27

1.98

‐1.11

‐0.16

‐4.10

8.89

‐12.7

5.53

‐1.09

‐4.46

0.43

904 Schroder GAIA Egerton European Equity A Acc EUR EUR

8.45

2.73

3.57

1.92

‐0.31

‐0.43

‐0.25

‐3.59

‐1.95

3.61

‐0.43

‐1.34

‐5.09

10.4

0.63

‐7.27

0.84

905 Schroder GAIA QEP Global Absolute A USD

0.90

0.82

0.71

‐0.62

‐0.29

‐0.31

0.91

0.31

‐2.05

1.43

‐0.94

0.27

‐1.67

3.13

‐0.20

‐2.57

0.52

919 SEB Prime Solutions ‐ SAM Capital Equity Opportun EUR

‐0.30

‐0.79

0.06

0.43

‐0.04

‐0.60

‐1.26

‐4.74

‐1.17

3.36

‐2.42

‐0.76

5.09

‐2.15

‐9.37

0.51

923 Seven European Equity Fund Part I

6.02

2.66

3.13

0.14

0.14

0.62

‐1.72

‐8.51

‐6.47

7.15

‐0.59

‐0.47

21.3

0.01

‐20.8

0.91

USD

915 SEB Prime Solutions ‐ Conscendo Oil and Energy Uci NOK
917 SEB Prime Solutions ‐ G&P Orca UCITS Fund I NOK

NOK

918 SEB Prime Solutions ‐ RAB Prime Europe UCITS Fund EUR
EUR

‐2.68

‐7.24

10.3
6.87

928 Shânti Europa

EUR

0.00

0.00

0.00

0.00

0.70

‐1.62

‐1.43

‐2.23

‐1.41

‐0.29

‐2.18

‐0.77

‐9.34

1.99

929 Sherpa Absolute Return AMI

EUR

‐2.35

‐2.41

‐0.09

0.15

‐0.15

‐1.16

0.72

0.94

‐0.64

‐1.58

0.37

‐0.58

‐1.93

‐1.24

930 Siitnedif Tordesillas Sicav Iberia Long/Short I EUR

EUR

‐1.03

1.60

1.46

‐3.99

‐2.43

‐2.08

‐2.33

‐5.21

1.03

1.93

‐2.67

0.00

‐12.4

939 Smith & Williamson Enterprise Fund Limited ‐ Class  GBP

4.66

3.69

1.54

‐0.59

‐1.96

‐0.33

‐1.91

‐4.17

‐2.89

0.67

‐1.86

1.86

‐8.23

947 SPF MG Alpha Plus UI

EUR

‐0.87

2.03

‐0.50

‐2.36

‐1.11

‐1.21

‐4.15

‐6.04

‐3.17

5.06

‐2.70

‐2.19

‐15.0

10.2

948 St James's Place UK Absolute Return Acc

GBP

2.32

0.19

1.99

0.13

‐1.24

‐0.75

‐0.49

‐3.02

‐0.32

0.95

‐0.88

‐0.42

956 Structura Equity Style Arbitrage I EUR

EUR

958 SVM UK Absolute Alpha Fund ‐ Class B

GBP

0.78

0.78

0.00

0.00

‐5.38

‐1.75

2.42

0.58

0.96

‐3.52

‐0.33

‐1.60

‐10.4

0.64

961 SWIP Absolute Return UK Equity Fund

GBP

3.68

2.42

0.85

0.37

0.67

‐0.85

‐1.24

‐1.84

0.00

3.55

‐1.14

‐0.48

3.40

7.33

963 Swiss Hedge Trading Fund

CHF

‐3.23

‐1.77

‐1.22

‐0.27

‐0.93

1.27

0.26

1.45

2.07

‐1.87

‐0.55

‐0.59

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

‐1.19

29.7

4.85

‐2.23

‐9.66

0.70

4.46

‐1.47

‐5.95

‐0.01

13.1

‐1.07

‐13.7

0.62

10.1

‐0.91

‐14.2

0.83

12.8

‐1.60

‐17.0

0.86

5.10

‐1.22

‐6.69

0.73

12.3

‐0.90

‐13.2

‐0.26

6.95

0.85

‐5.87

0.70

4.41

‐0.76

‐6.57

‐0.33

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 74

Returns

Statistics

2012
CCY Rolling 12m

230 Average Equity L/S
965 SWMC Small Cap European B EUR

EUR

967 Sycomore L/S Opportunities Class R EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.90

1.76

1.31

‐0.24

‐0.60

‐0.92

‐0.82

‐3.33

‐1.77

1.77

‐1.49

‐0.11

‐6.44

5.27

16.8

9.27

4.11

3.75

1.16

5.42

‐2.34

0.18

Vola Sortino MaxDD Eq‐Crl.
10.0

‐0.55

‐11.5

14.5

EUR

13.7

9.67

2.59

1.02

0.57

‐0.75

‐0.63

‐4.62

‐4.33

3.63

‐0.36

‐0.85

‐5.20

973 Thames River European Absolute Return Fund A Ne EUR

4.26

1.39

1.55

1.26

0.59

‐2.08

‐0.34

‐7.17

0.55

0.73

‐1.63

‐0.46

‐11.2

979 Thames River Real Estate Securities A Acc EUR

EUR

9.76

4.26

1.69

3.53

1.85

1.02

‐5.23

‐7.90

‐11.8

10.0

‐7.55

‐4.08

‐13.2

28.2

‐0.47

‐28.4

0.90

980 Thames River Water and Agriculture Absolute Retur EUR

1.55

2.85

0.08

‐1.34

‐4.08

‐2.09

‐0.33

‐2.22

‐1.09

‐0.43

‐0.68

‐0.34

‐9.46

6.40

‐1.59

‐11.6

0.65

981 The Global Equity Alpha Fund

EUR

5.46

2.53

3.11

‐0.24

3.42

‐3.53

‐0.85

5.62

‐4.99

1.19

983 THEAM Harewood Large vs Small Caps European Eq EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

1.96

988 THEAM Harewood Quant' Guru Long Short Equity A EUR

‐0.14

0.03

0.22

‐0.39

‐1.11

0.18

‐1.57

‐5.43

‐2.91

2.38

0.33

‐0.60

‐11.0

1.27

‐0.86

3.21

0.34

1.24

1.60

0.53

0.29

0.19

‐1.01

1.02

‐0.10

0.19

0.38

4.35
10.5

992 Threadneedle (Lux) European Absolute Alpha AE EU EUR
994 Threadneedle American Absolute Alpha Fund IEH EU EUR

2.26

‐19.2

10.1

0.47
0.88

‐18.3

17.9

0.44

‐13.6

0.88

10.6

‐0.63

‐11.2

0.68

12.9

0.42

0.00

‐7.25

0.00

0.57

8.56

‐1.19

‐11.5

2.86

2.95

‐1.82

23.1

1.15

‐18.5

0.70

2.49

0.99

‐1.62

0.22

7.38

0.86

‐5.25

0.85

3.94

995 Threadneedle American Extended Alpha Fund ‐ EUR EUR

9.47

0.59

4.12

4.52

3.25

‐2.52

0.00

‐8.39

3.52

5.44

0.65

8.33

998 Threadneedle European Smaller Companies Absolut EUR

0.07

‐0.07

0.33

‐0.20

0.13

0.53

0.65

‐0.26

0.52

‐0.13

‐0.19

‐0.59

1001 Threadneedle UK Absolute Alpha Fund

GBP

0.85

‐0.22

1.57

‐0.49

‐0.10

0.33

‐0.21

‐2.61

‐0.23

3.65

0.12

0.65

3.81

1014 Trafalgar Quadrant Fund

EUR

16.8

33.7

0.62
0.70
0.48

1020 Turner Navigator
1021 Turner Spectrum 
1039 Veritas China Fund

EUR

0.70

‐0.41

2.93

‐1.77

‐3.40

‐2.73

1.28

‐1.30

‐10.6

‐2.75

‐0.83

‐2.91

‐18.8

12.3

1048 Warburg Daxtrend Fonds

EUR

11.5

6.51

4.25

0.43

‐3.51

‐0.45

‐2.16

‐10.0

1.58

9.81

‐8.05

‐0.79

‐11.0

2.40

1051 Waverton UK Absolute Fund A GBP

GBP

1.37

0.88

0.39

0.10

0.10

‐0.10

‐0.69

‐2.48

‐0.61

3.69

‐0.99

1.70

‐0.20

1052 Wegelin Active Indexing Dynamic EUR

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

11.4

12.4

‐1.44

‐21.9

0.31

17.2

0.14

‐19.7

0.72

6.99

0.45

‐4.91

0.02

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 75

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

EUR

0.16

0.16

5.98

7.71

‐0.56

6.34

6.34

13.0

‐5.20

‐3.74

11.7

22.1

‐0.24

230 Average Equity L/S

YTD

3m

6m

0.36

28.5

28.5

74.4

‐20.6

0.86

82.4

82.4

92.7

39.0

56.8

‐11.5

12m

1

3.14 Tungsten Long Short Strategy

2

4Keys Macro Strategy US Fonds

EUR

3

7H Absolute

EUR

4

8a+ Gran Paradiso

EUR

1.02

1.02

1.19

‐1.31

‐1.17

4.80

3.22

‐1.10

‐3.76

0.38

42.8

42.8

43.3

56.7

6

8a+ Matterhorn

EUR

19.8

19.8

20.3

‐5.88

‐17.2

18.9

26.8

‐0.35

‐28.0

0.35

98.9

98.9

98.3

36.5

20

AC TRANA Triple Alpha Fonds EUR B

EUR

8.01

8.01

17.2

3.78

‐3.92

‐9.25

34.1

0.49

‐27.5

0.48

86.8

86.8

96.6

23

ACC Alpha select AMI

EUR

11.5

11.5

10.7

9.87

‐4.20

11.2

12.4

1.44

‐7.80

0.54

95.0

95.0

88.8

27

Act II Specialist Equities Fund B EUR

EUR
9.92

1.21

‐9.23

0.68

87.3

87.3

93.3

93.2

4.70

0.81

‐3.46

0.45

69.2

69.2

69.4

81.7

5.50

‐0.07

‐4.52

0.73

45.6

45.6

60.5

65.8

6.31

‐1.20

‐7.42

0.40

13.7

13.7

23.8

38.4

32

Alessia Long/Short Equity I 

EUR

36

Alken Absolute Return Europe K

EUR

8.17

8.17

13.0

8.02

37

Alkimis Capital Ucits

EUR

4.46

4.46

5.34

3.66

39

Alliance Bernstein Europe Flexible Equity A EUR

EUR

1.61

1.61

3.49

0.00

54

Alpha Centauri Strategie UI

EUR

‐1.19

‐1.19

‐0.77

‐5.34

56

Alphaport Blue Rock ‐ Class A EUR

EUR

‐4.76

‐4.76

‐5.14

75

Amundi Funds Multimanagers L/S Equity AC

EUR

0.00

0.00

‐0.76

80

APM Gold & Resources Fund Inst. VT

‐3.98

4.41

‐7.42

10.4

‐11.9

‐7.29

‐2.46

‐6.75

‐6.28

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.47
55.2

52.5

77.2

4.90

63.1

14.6

8.90

68.4

53.1

89.2

32.4

83.5

65.8

12.3

96.2

2.80

60.3

4.80

68.0

83.5

54.1

3.70

0.60

80.4

5.40

59.7

96.3

52.0

75.9

29.8

93.8

59.7

51.4

42.2

92.1

56.0

38.2

80.0

86.5

85.3

61.9

71.4

70.3

77.4

25.5

66.0

29.0

60.9

65.2

53.4

49.3

42.4

73.4
13.9

5.04

‐2.92

‐11.9

0.26

2.70

2.70

8.30

15.8

43.1

3.36

‐2.23

‐7.71

0.03

18.6

18.6

24.4

31.7

47.9

67.5

76.8

2.20

39.0

73.0

87.1

5.50

60.3

85.7

EUR

‐7.52

‐7.52

‐15.9

‐24.2

‐25.3

20.2

‐1.52

‐25.4

0.17

1.00

1.00

0.00

1.80

3.40

8.20

17.3

6.00

80.2

108 Aviva Investors Sustainable Future Pan‐European A EUR

‐8.62

‐8.62

‐12.5

‐27.7

‐21.9

12.0

16.6

‐1.97

‐28.6

0.42

0.50

0.50

0.50

0.60

5.40

78.4

15.7

10.0

3.00

63.0

109 Aviva Investors UK Absolute Return SC I

‐0.91

‐0.91

‐5.17

‐9.60

‐9.65

‐0.99

6.58

‐1.76

‐10.6

0.17

14.8

14.8

7.70

18.2

33.5

17.7

64.4

12.8

46.9

80.7

‐10.2

4.68

‐1.14

‐4.18

0.41

11.5

11.5

17.2

46.3

61.6

1.20

80.6

31.2

78.6

63.6

0.00

‐7.25

0.00

18.6

18.6

30.0

65.8

82.8

100.0

0.00

98.1

7.35

1.30

‐2.84

‐0.18

76.3

76.3

77.7

92.6

76.0

59.0

93.2

89.0

95.1

6.98

‐0.35

‐5.62

0.70

59.3

59.3

59.4

55.4

58.9

61.7

59.7

71.3

36.5

GBP

119 Banif Ibéria FI

EUR

124 Bankinter Long Short FI

EUR

‐1.41

‐1.41

‐2.70

‐2.88

‐2.98

132 Barclays Emeralds Fund

USD

0.00

0.00

0.00

0.00

2.00

142 BayernInvest Alpha Opportunity Plus Fonds

EUR

5.24

5.24

7.01

7.00

0.10

151 BBVA & Partners Ahorro Dinamico

EUR

2.97

2.97

3.26

‐1.40

‐3.50

153 BBVA & Partners Dynamic

EUR

4.48

4.48

5.21

‐5.03

‐7.97

12.1

‐0.57

‐11.7

0.72

70.3

70.3

68.3

39.6

40.4

31.9

51.3

39.6

28.8

154 BBVA & Partners European Absolute Return A

EUR

0.62

0.62

0.54

‐1.14

‐3.24

‐0.33

1.94

‐1.32

‐2.63

0.17

35.7

35.7

38.8

59.1

60.9

20.2

96.8

24.5

92.0

81.3

‐3.39

12.6

156 BCV Cluster Equity Alpha ‐ Class I EUR

EUR

‐1.30

‐1.30

‐5.29

‐8.71

‐9.92

6.37

5.83

‐1.98

‐10.9

0.22

12.6

12.6

7.20

21.3

32.8

58.2

67.6

9.40

43.9

77.4

157 BCV Cluster Equity Opportunity ‐ Class I CHF

CHF

2.88

2.88

‐0.21

‐17.7

‐20.4

4.91

12.0

‐1.69

‐22.1

0.72

58.7

58.7

28.3

6.00

6.10

54.4

33.0

13.9

11.5

29.3

159 BDL Rempart Europe

EUR

7.08

7.08

7.25

3.80

‐3.79

4.57

7.64

0.57

‐7.98

‐0.08

84.6

84.6

80.0

84.1

56.1

50.6

55.7

81.5

59.1

89.6

162 Belgravia Beta SICAV

EUR

2.10

2.10

1.56

‐12.7

‐16.3

12.8

9.80

‐1.48

‐16.4

0.70

51.6

51.6

44.4

14.0

13.6

83.5

42.8

18.9

25.0

33.2

169 Berenberg Equity Alpha Anteilsklasse I

EUR

0.29

0.29

‐0.17

1.98

2.35

6.48

0.37

‐2.86

‐0.18

31.3

31.3

29.4

76.2

85.6

64.9

77.6

87.8

94.5

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 76

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐11.5

0.47

17.0

‐0.25

‐17.8

5.30

‐1.24

0.49

‐2.83

2.32
30.6

170 Berenberg Equity Protect Anteilklasse I

EUR

4.35

4.35

9.83

‐3.87

‐7.43

179 Blackrock UK Absolute Alpha Fund ‐ Class P

GBP

2.29

2.29

2.12

‐4.95

‐6.82

182 BN & P Abaris ‐ Absolute Return Equity R

EUR

0.00

0.00

0.00

0.00

‐26.4

190 BNY Mellon Absolute Return Equity Fund R Hedg EU EUR

0.50

0.50

0.50

0.50

191 BNY Mellon Brazil Equity Fund ‐ Class A

12.3

12.3

22.7

‐0.51

‐14.0

EUR

12 months

3.16

18.5

YTD

3m

6m

12m

2011

0.83

68.6

68.6

86.1

43.9

41.7

‐7.25

0.70

53.2

53.2

52.7

40.2

45.8

‐0.49

‐0.07

18.6

18.6

30.0

65.8

2.70

‐0.20

‐1.96

0.27

33.5

33.5

37.7

71.9

0.12

‐24.6

0.62

96.1

96.1

99.4

61.5

18.4

2010

43.0

94.9

Vola Sortino MaxDD Eq‐Crl.
15.2

62.5

20.1

12.2

74.1

26.2

62.1

36.0

97.9

2.70

97.5

89.0

96.3

64.2

93.9

72.4

1.10

73.7

6.70

43.7

208 BSF Americas Diversified Equity Absolute Return Fu EUR
211 BSF European Diversified Equity Absolute Return Fu EUR

‐1.74

‐1.74

‐3.68

‐11.0

‐4.54

5.32

‐2.37

‐10.4

0.19

10.4

10.4

12.7

17.0

50.0

73.6

4.40

48.7

79.1

212 BSF European Opportunities Absolute Return Fund EUR

1.86

1.86

0.69

8.06

3.79

4.16

3.13

‐3.81

‐0.28

48.3

48.3

40.0

93.9

89.0

83.8

98.3

82.9

96.7

223 CastleRock US Liquid Equities Fund A

USD

0.00

0.00

‐3.13

21.6

‐1.82

0.84

18.6

18.6

14.4

6.00

11.1

226 Catella Nordic Long Short Equity

SEK

11.7

227 Catella Nordic Tiger

SEK

228 Cazenove Absolute UK Dynamic P2 GBP Acc

GBP

3.18

3.18

0.84

8.24

9.54

5.60

7.92

1.23

‐6.17

0.35

60.4

60.4

40.5

94.5

95.8

56.9

53.6

92.7

67.0

69.7

229 Cazenove UK Absolute Target Fund ‐ P2 EUR

EUR

1.94

1.94

2.94

11.7

10.8

‐7.92

5.51

4.71

‐2.00

‐0.11

48.9

48.9

57.2

98.7

98.6

6.30

70.9

99.4

93.2

90.1

230 CC Asian Evolution A USD

USD

12.7

12.7

17.1

14.0

0.67

0.78

96.7

96.7

96.1

19.5

83.2

239 CF Octopus Absolute UK Equity Fund ‐ Class A

GBP

‐13.3

‐13.3

‐2.23

‐3.65

7.60

‐8.56

13.7

‐0.60

‐14.7

‐0.34

0.00

0.00

18.8

45.1

95.2

5.00

22.8

49.7

27.4

98.9

240 CF Odey UK Absolute Return GBP R Acc

GBP

19.0

19.0

20.3

9.24

3.14

15.0

18.3

0.85

‐16.0

0.75

98.3

98.3

97.7

95.7

86.3

86.0

11.4

87.7

25.6

21.0

244 Chilton UCITS Global Strategies Fund

USD

256 C‐QUADRAT iQ European Equity ETF

EUR

‐2.96

‐2.96

15.9

21.5

19.4

17.5

2.44

‐10.2

0.11

6.00

6.00

94.4

100.0

100.0

13.0

96.0

49.3

82.4

36.3

70.9

38.4

13.9

34.6

69.2

33.5

13.3

48.2

54.1

50.6

0.00

11.1

‐0.02

‐11.9

0.83

76.9

76.9

87.2

62.8

55.4

11.7

‐0.09

‐13.7

0.83

79.6

79.6

83.8

59.7

35.6

‐7.11

8.54

‐0.49

‐10.1

0.92

75.8

75.8

77.2

48.7

44.5

‐41.4

24.2

‐0.99

‐38.0

0.22

100.0

100.0

93.8

5.40

0.60

13.7

‐0.40

‐13.7

0.81

89.0

89.0

81.6

43.2

266 Credit Suisse SICAV One (Lux) Small and Mid Cap Al EUR

5.25

5.25

10.0

‐0.33

‐3.81

269 CVT Europa Absolute Select

EUR

5.83

5.83

8.93

‐1.00

‐9.05

274 Danske Invest SICAV Europe Absolute A

EUR
5.14

5.14

6.77

‐2.36

280 DB Platinum dbX‐THF Equity Hedge Fund Index I1C USD
295 DB Platinum Omega I2C ‐ E

12.8

84.8

18.3

EUR

299 DB Platinum Tosca Mid Cap Equity Fund I1C

GBP

28.8

28.8

13.1

‐18.6

300 DB Platinum Traxis Global Equity Macro I1C‐U

USD

8.92

8.92

8.28

‐4.10

321 Dexia Long Short European Equity ‐ Class C EUR

EUR

2.36

2.36

1.97

‐12.9

‐13.5

9.00

‐1.66

‐17.0

0.61

55.4

55.4

52.2

12.1

21.2

332 DNB ECO Absolute Return

EUR

‐3.11

‐3.11

9.80

3.98

17.4

14.9

0.01

‐9.58

‐0.27

5.40

5.40

85.5

85.3

99.3

334 DNB TMT Absolute Return

EUR

1.00

1.00

4.22

9.17

10.2

7.60

1.69

‐3.95

0.25

41.7

41.7

63.8

95.1

97.2

‐0.23

21.5

3.30

36.8

0.60

78.0

23.3

57.5

32.3

15.0

43.8

14.5

23.1

47.0

18.4

71.5

53.6

96.2

56.3

94.9

81.7

74.6

338 DWS Funds ‐ Performance Strategy

EUR

2.36

2.36

1.17

‐6.16

‐13.6

2.80

5.59

‐1.32

‐9.28

0.01

54.9

54.9

42.7

34.1

19.1

36.7

69.2

24.0

55.4

87.3

349 DWS Top 25 S

EUR

9.58

9.58

4.09

‐9.45

‐19.8

16.7

17.7

‐0.58

‐24.2

0.75

91.2

91.2

63.3

19.5

7.50

88.6

12.5

50.2

7.90

22.1

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 77

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐0.85

‐0.85

0.02

3.95

‐0.66

‐11.5

YTD

3m

6m

0.03

15.9

15.9

34.4

12m

2011

2010

354 Ecofin Global Long/Short UCITS Fund A USD 

USD

358 Ennismore European Smaller Companies EUR

EUR

3.87

3.87

1.16

4.83

9.81

19.0

8.18

0.82

‐5.56

0.62

65.9

65.9

42.2

88.4

96.5

359 ESPA  Alternative Emerging Markets VT

EUR

‐1.37

‐1.37

‐2.99

‐6.55

‐7.02

‐9.68

4.15

‐1.99

‐6.58

0.07

12.0

12.0

16.1

32.9

45.2

371 Europe Rendement Flexible A

EUR

1.03

1.03

4.37

‐7.43

‐7.47

7.84

12.7

‐0.79

‐18.7

0.71

43.4

43.4

64.4

29.2

373 Exane Archimedes Fund A

EUR

0.48

0.48

1.33

2.94

3.88

6.82

3.76

0.68

‐2.98

0.56

32.9

32.9

43.8

79.8

84.9

46.9

97.4

51.4

87.1

71.9

44.8

2.50

84.4

8.90

65.2

84.0

41.0

63.2

28.7

43.0

17.0

31.5

90.4

60.7

86.0

84.3

87.1

50.9

2.09

2.72

3.06

‐1.14

0.02

51.0

51.0

55.0

91.4

84.2

3.30

‐1.09

‐2.78

‐0.12

29.1

29.1

25.5

57.9

2.69

‐0.65

‐4.04

0.68

42.3

42.3

53.3

62.1

3.30

‐1.09

‐2.78

‐0.12

29.1

29.1

25.5

57.9

374 Exane Ceres Fund A

EUR

2.03

2.03

2.60

5.70

375 Exane Equinox

EUR

0.18

0.18

‐0.52

‐1.27

376 Exane Gulliver Fund I

EUR

1.00

1.00

2.12

‐0.46

377 Exane Healthcare Fund A

EUR

0.18

0.18

‐0.52

‐1.27

378 Exane Mercury A

EUR

379 Exane Micromegas Fund A

EUR

1.64

1.64

4.58

5.54

1.87

5.39

1.73

‐1.66

‐0.06

46.1

46.1

65.5

89.6

81.5

380 Exane Templiers Fund A

EUR

0.92

0.92

0.30

‐0.21

0.46

2.31

2.88

‐0.43

‐2.74

0.63

40.1

40.1

37.2

63.4

78.0

32.9

381 Exane Vauban Fund I

EUR

2.28

2.28

1.81

‐0.99

‐1.39

3.20

3.34

‐0.75

‐4.55

0.52

52.7

52.7

47.2

60.3

67.8

44.3

‐2.80

0.61

Vola Sortino MaxDD Eq‐Crl.

0.47

62.3

24.0

85.1

93.0

97.7

96.9

86.8

88.7

34.0

90.2

92.3

93.6

47.4

80.4

38.7

88.7

34.0

90.2

92.3

73.0

95.5

95.1

88.4

91.4

56.9

91.4

43.1

87.6

44.6

76.8

53.1

385 FAST Europe Fund A EUR Acc

EUR

6.27

6.27

17.9

2.18

‐4.45

18.3

18.5

0.18

‐19.0

0.88

81.3

81.3

97.2

77.4

50.6

93.6

10.9

75.4

16.4

4.50

386 FCM European Opportunities Fund Class A – EUR

EUR

0.14

0.14

‐3.05

‐12.2

‐10.7

19.6

8.86

‐1.48

‐13.9

0.79

27.4

27.4

15.5

15.2

30.1

100.0

45.5

19.5

30.4

17.2

393 Finlabo Investments Sicav ‐ Dynamic Equity R

EUR

5.05

5.05

‐0.51

‐8.25

‐17.2

10.4

‐1.18

‐14.3

0.26

75.2

75.2

26.6

25.0

11.6

37.9

30.7

28.6

73.5

403 Fondak "Wait or Go" A EUR

EUR

9.20

9.20

‐3.06

‐7.43

‐15.2

4.29

13.9

‐0.34

‐17.3

0.19

89.5

89.5

15.0

28.6

14.3

48.1

20.0

61.4

22.5

78.5

406 FTC Gideon I

EUR

2.43

2.43

3.83

1.11

‐3.69

4.58

13.5

0.03

‐11.4

0.36

57.1

57.1

61.6

73.7

57.5

51.8

24.4

72.6

42.0

66.3

13.0

‐0.47

‐18.4

0.72

93.4

93.4

83.3

44.5

16.4

26.0

54.7

18.2

30.4

0.00

‐7.25

0.00

18.6

18.6

30.0

65.8

63.6

69.6

100.0

0.00

98.1

16.0

0.96

‐10.5

0.85

97.8

97.8

98.8

97.5

51.3

17.3

89.9

48.1

9.40

4.72

‐1.64

‐8.41

0.52

49.4

49.4

51.1

37.1

79.5

15.0

57.3

53.6
55.9

410 GAM Star Absolute Europe ‐ EUR Inc

EUR

10.5

10.5

8.57

‐3.73

‐14.8

419 GAM Star Global Equity Inflation Focus

USD

0.00

0.00

0.00

0.00

‐2.59

16.6

16.6

21.0

10.8

‐4.31

1.96

1.96

1.96

‐5.86

421 GAM Star Global Selector EUR

EUR

424 GAM Star Technology USD

USD

426 GAMCO Strategic Value Class I EUR

EUR

427 Gescapital SICAV Best Energy Ideas

USD

429 Gescapital SICAV Equity Long Short

EUR

9.89

430 Gescapital SICAV European Equity Relative Value

EUR

3.52

3.52

4.85

‐7.61

‐11.2

11.8

‐0.90

‐15.7

0.51

62.6

62.6

67.2

28.0

26.7

33.6

40.2

26.8

440 GLG European Alpha Alternative DN EUR

EUR

0.36

0.36

0.17

‐2.34

0.79

3.08

‐1.35

‐4.08

0.77

32.4

32.4

35.5

49.3

79.4

90.3

23.4

79.8

441 GLG European Equity Alternative Fund DN EUR

EUR

7.14

7.14

9.02

5.08

8.98

0.49

85.1

85.1

84.4

76.3

100.0

57.5

EUR

3.14

3.14

2.99

8.22

‐1.20

0.73

59.8

59.8

58.3

50.3

29.6

23.8

19.9

442 GLG Financials Alternative
444 GLG North American Equity Alternative UCITS

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 78

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐11.5

0.47

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

452 Goldman Sachs ‐ CCI Technology UCITS Fund
453 Goldman Sachs ‐ GLC Gestalt UCITS Fund E1 EUR

EUR

456 Goldmans Sachs ‐ GSI SEG Long Short Ucits Fd I€D

EUR

459 Griffin European Opportunities Class B EUR

EUR

‐2.89

‐2.89

1.84

1.36

2.33

‐3.96

5.50

0.06

‐3.65

0.48

6.50

6.50

47.7

74.3

84.9

11.3

71.9

73.1

84.7

60.3

460 Griffin Ottoman Fund EUR

EUR

22.7

22.7

12.5

‐9.28

‐24.8

19.6

22.5

‐0.43

‐28.4

0.64

99.4

99.4

91.6

20.1

4.10

98.7

4.40

56.4

4.20

42.6

469 GS US Equity Absolute Return Portfolio

USD

0.51

0.51

‐6.03

‐13.0

‐13.6

7.79

‐2.09

‐15.9

0.52

34.0

34.0

5.50

11.5

19.8

54.1

7.20

26.2

52.5

477 Henderson Gartmore European Absolute Return R

EUR

0.00

0.00

0.00

‐2.72

‐3.42

‐0.54

2.90

‐1.48

‐4.11

0.53

18.6

18.6

30.0

46.9

59.5

18.9

90.9

18.4

79.2

52.0

478 Henderson Gartmore Japan Absolute Return R

EUR

0.80

0.80

0.60

0.60

‐0.20

1.85

‐0.16

‐1.20

0.18

37.3

37.3

39.4

73.1

72.6

97.3

67.0

96.3

79.6

479 Henderson Gartmore UK Absolute Return R

GBP

1.70

1.70

1.94

‐0.78

‐0.61

9.42

4.95

‐0.30

‐5.18

0.81

46.7

46.7

50.0

60.9

69.8

67.0

77.3

62.0

74.3

16.1

480 Henderson Horizon Pan European Alpha A2 EUR

EUR

2.40

2.40

9.38

5.00

1.35

5.50

12.5

0.67

‐10.5

0.80

56.5

56.5

85.0

89.0

80.1

55.6

29.2

82.6

47.5

16.6

‐1.27

15.1

482 HI‐Global Markets Long/Short‐Fonds

EUR

0.06

0.06

1.86

0.53

0.13

7.98

‐0.13

‐5.30

0.41

26.3

26.3

48.8

72.5

76.7

51.9

67.5

73.1

64.1

487 HSBC GIF European Equity Alpha Fund

EUR

‐3.36

‐3.36

‐3.17

3.70

3.37

5.98

1.07

‐4.70

0.09

4.30

4.30

13.8

82.3

87.6

67.1

91.0

76.2

82.9

494 HuserInvest ‐ Huser New Horizon

CHF

‐2.35

‐2.35

‐9.52

‐48.4

‐53.3

43.4

‐1.42

‐51.7

0.78

8.70

8.70

2.20

0.00

0.00

0.00

22.3

0.00

18.8

496 Ignis Argonaut European Absolute Return I

GBP

0.93

0.93

2.42

11.6

6.35

‐4.03

0.22

40.6

40.6

53.8

98.1

93.8

62.8

98.8

81.0

76.8

497 Indus PacifiChoice Asia Fund

n/a

3.59

3.59

2.82

0.64

63.7

63.7

56.1

39.0

26.8

515 JabCap (Lux) Global Balanced P EUR

EUR

3.44

3.44

‐3.88

531 JPM Global Equity Absolute Alpha A ‐ Net Acc

GBP

0.58

0.58

1.65

537 JPM Japan Market Neutral A Hedged Acc EUR

EUR

2.26

2.26

3.95

7.35

7.35

5.84

‐2.32

‐19.5

1.07

‐28.6

540 JPM US Select Long Short Equity A Acc USD

USD

541 JRS SICAV JRS Quant HNW SEK

SEK

544 Jupiter European Absolute Return L Class A EUR

EUR

4.47

4.47

5.68

‐1.95

‐6.61

546 Jupiter Global Financials Class L EUR

EUR

9.96

9.96

16.3

‐7.76

‐19.2

548 Kairos International Sicav ‐ Absolute

EUR

10.7

10.7

5.09

‐8.59

15.4
‐4.17

6.84

3.13

10.4

‐1.23

11.8

‐1.97

0.48

62.0

62.0

11.6

34.1

10.6

5.77

‐0.76

0.91

34.6

34.6

45.0

68.2

43.5

0.60

7.59

‐1.42

0.46

52.1

52.1

62.7

56.8

21.7

60.8

10.2

‐0.37

‐10.9

0.86

86.2

86.2

73.3

50.0

40.0

58.6

44.5

7.80

8.26

‐0.37

‐9.34

0.85

69.7

69.7

71.1

51.2

46.5

49.8

59.2

54.8

10.5

19.7

‐0.46

‐24.4

0.73

92.8

92.8

95.0

26.2

9.50

9.20

55.8

7.30

26.0

13.7

‐0.99

‐19.1

0.65

93.9

93.9

67.7

22.5

21.7

37.4

15.8

39.8

‐23.4

4.20

27.8

1.30

87.3

9.10

59.2

558 Kepler Global Alpha LLB Invest

EUR

‐2.48

‐2.48

‐4.69

‐13.8

‐12.5

7.37

‐2.26

‐14.5

‐0.14

8.20

8.20

9.40

10.3

23.2

58.4

5.00

28.0

92.9

563 L&G European Absolute Fund ‐ Class I Acc GBP

GBP

0.91

0.91

‐10.4

‐13.9

‐10.5

9.97

‐1.49

‐17.8

0.32

39.5

39.5

1.10

9.70

30.8

41.7

17.8

20.7

70.8

564 L&G UK Absolute Fund ‐ Class I Acc GBP

GBP

3.26

3.26

1.77

4.35

3.98

8.30

0.49

‐7.04

0.35

61.5

61.5

46.6

86.5

91.0

48.7

81.0

63.4

68.6

576 Leonardo Invest ‐ Miura B

EUR

0.24

0.24

‐0.83

‐1.68

‐1.15

4.68

‐0.81

‐3.91

0.56

30.7

30.7

23.3

53.6

69.1

81.1

42.4

82.3

50.3

580 Liontrust European Absolute Return Fund

GBP

‐6.81

‐6.81

‐5.12

2.74

7.06

6.69

5.52

0.74

‐7.14

‐0.31

2.10

2.10

8.80

79.2

94.5

59.4

70.3

84.9

62.8

97.3

586 Long Term Investment Fund (SIA) ‐ Alpha II ‐ EUR

EUR

8.65

8.65

9.98

‐5.94

‐18.1

9.28

10.1

‐0.89

‐16.5

0.66

88.4

88.4

86.6

35.9

10.9

65.8

41.1

41.3

24.3

39.3

588 Loys Global L/S

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

10.1

41.5

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S
610 Lyxor Equisys Fund ‐ Euroland R1

Page 79

EUR

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐11.5

0.47

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

6.98

6.98

3.39

‐17.1

‐23.5

0.67

22.0

‐0.98

‐29.4

0.88

84.0

84.0

60.0

6.70

4.70

26.5

5.50

38.5

2.53

‐0.55

6.59

2.62

‐3.21

0.24

35.1

35.1

41.6

94.1

53.0

‐0.46

38.4

38.4

25.0

96.9

63.8

96.6

85.9

99.5

1.20

5.60

614 Lyxor L/S Equity Statistical Arbitrage Index Fund I US USD
615 Lyxor L/S Equity Variable Bias Index Fund I EUR

EUR

629 MainFirst Equity Market Neutral Fund A

EUR

0.60

0.60

0.94

630 Majedie Asset Management Tortoise

GBP

0.89

0.89

‐0.67

10.3

75.2

644 Martin Currie GF ‐ European Absolute Alpha Fund R EUR

5.78

5.78

6.12

‐1.79

‐9.05

10.6

‐0.18

‐9.87

0.69

79.1

79.1

75.5

52.4

36.3

36.8

65.3

51.8

37.1

645 Martin Currie GF ‐ Global Resources Absolute Alpha EUR

6.27

6.27

4.80

‐4.47

‐12.2

12.2

‐0.56

‐11.5

0.51

81.8

81.8

66.1

42.0

24.6

31.4

51.9

41.4

54.7

646 Martin Currie GF ‐ Japan Absolute Alpha R Hedged E EUR

5.01

5.01

0.00

‐6.13

‐8.47

8.68

‐0.99

‐11.3

0.46

74.7

74.7

30.0

34.7

37.6

46.0

37.9

42.6

61.4

649 Matrix New Europe UCITS Fund

EUR

4.03

4.03

0.52

19.0

‐1.10

0.82

67.5

67.5

38.3

9.80

32.9

650 Melchior Selected Trust ‐ European Absolute Return EUR

‐2.66

‐2.66

‐1.63

3.18

6.19

2.52

1.49

‐3.20

‐0.33

7.60

7.60

20.0

80.4

92.4

94.6

94.4

86.5

97.8

14.4

4.50

4.50

10.4

‐19.8

‐27.6

21.2

‐1.22

‐28.7

0.73

70.8

70.8

88.3

3.00

2.00

7.60

27.9

2.40

27.1

653 Merchant Astor Long/Short UCITS Fund
654 Merchant European Equity Fund

EUR

656 Merchant Global Resources UCITS Fund ‐ C USD

USD

657 Merrion European Absolute Return Fund

EUR

0.20

0.20

3.00

‐6.56

‐10.0

8.89

‐0.82

‐12.2

0.72

30.2

30.2

58.8

32.3

32.1

44.9

41.8

37.8

28.2

659 MLIS CCI Healthcare Long‐Short UCITS Fund ‐ EUR C EUR

3.97

3.97

1.68

‐1.55

0.19

7.38

‐0.20

‐10.7

0.58

67.0

67.0

46.1

54.2

77.3

57.3

63.6

45.7

48.7

660 MLIS GLG European Opportunities (UCITS III) Fund ‐ EUR

0.15

0.15

‐2.39

‐15.3

‐15.2

11.2

‐1.62

‐18.0

0.73

28.0

28.0

18.3

8.50

15.0

35.7

15.6

19.5

27.7

665 MLIS Theorema European Equity Long‐Short UCITS  EUR

1.85

1.85

‐7.09

1.49

‐0.31

7.98

0.17

‐9.91

‐0.17

47.8

47.8

3.80

75.0

71.9

52.5

74.8

51.2

93.4

666 MLIS TT Financials UCITS Fund B EUR

EUR

‐3.75

‐3.75

0.25

7.96

‐1.23

0.24

3.80

3.80

36.6

53.0

27.3

7.30

‐0.11

‐5.95

0.59

66.4

66.4

54.4

64.6

58.2

59.5

68.7

68.2

48.1

11.6

‐0.17

‐12.6

0.88

85.7

85.7

81.1

56.0

47.2

35.2

66.4

37.1

6.10

0.87

58.2

58.2

65.0

670 MLIS Zweig‐DiMenna US L/S Equity UCITS Fund Clas EUR

3.95

3.95

2.50

‐0.14

‐3.56

671 Moneta Long Short Fund Part A

EUR

7.32

7.32

8.21

‐1.35

‐6.50

675 MontLake Pegasus UCITS Fund UK Eq L/S R EUR

EUR

682 MS Algebris Global Financials UCITS Funds B EUR

EUR

2.84

2.84

4.48

683 MS Alkeon UCITS Fund I USD

USD

684 MS Ascend Fund UCITS Fund I EUR

EUR

686 MS Cohen & Steers Global L/S Real Estate B USD

USD

10.8

13.8

74.6

0.73

75.7

20.6

29.5

‐1.26

12.0

‐0.08

0.76

92.3

92.3

90.5

5.76

0.91

‐5.44

0.75

63.1

63.1

76.6

87.8

86.9

21.4

‐0.54

‐22.8

0.90

71.4

71.4

90.0

27.4

29.4

7.05

0.32

‐6.56

0.90

56.0

56.0

80.5

78.0

83.5

24.4

1.70

25.6

6.70

32.5

69.8

68.7

89.3

72.5

21.6

6.50

53.6

10.3

2.80

60.6

77.0

66.4

2.30

689 MS Perella Weinberg Partners Tokum Long/Short H USD
691 MS SOAM US Financial Services UCITS Fund E USD

USD

9.87

9.87

12.4

694 MW Developed Europe TOPS Fund ‐ Class A EUR

EUR

3.55

3.55

6.55

4.75

3.25

695 MW European Opportunities Fund ‐ Class A EUR

EUR

4.52

4.52

12.1

‐7.66

‐10.8

701 Natixis ‐ Gateway U.S. Equities Fund I/A (USD)

USD

2.37

2.37

7.82

2.19

2.04

3.81

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

46.8

20.5

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 80

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐11.5

0.47

YTD

3m

6m

12m

2011

0.00

0.00

‐2.81

‐16.9

‐14.1

10.2

‐1.77

‐17.7

0.71

18.6

18.6

16.6

7.30

17.8

‐9.56

‐22.3

‐19.2

13.7

‐1.78

‐22.5

0.73

80.7

80.7

0.49

9.80

9.80

1.60

2.40

8.90

712 Natixis ‐ Sixtina Madison Street Fund Class B2

EUR

717 Neptune Global Long/Short Sector Fund A Acc

GBP

6.26

6.26

719 Neuflize Ambition

EUR

‐1.81

‐1.81

720 Neuflize Europe Opportunities

EUR

4.77

4.77

6.08

‐8.41

‐11.2

9.71

17.2

‐0.62

‐18.0

0.90

73.6

73.6

75.0

23.7

26.0

721 Neuflize Global

EUR

‐0.64

‐0.64

‐4.50

‐19.4

‐19.7

17.7

16.4

‐1.37

‐21.4

0.70

17.0

17.0

10.5

4.80

8.20

16.4

2010

Vola Sortino MaxDD Eq‐Crl.
39.5

12.2

21.3

22.2

11.7

10.9

58.1

68.3

14.1

49.1

18.9

1.70

91.1

16.3

22.9

13.4

32.1

16.8

31.0
26.6

722 Neuflize Optimum C

EUR

0.30

0.30

‐1.49

‐7.76

‐8.33

12.3

8.95

‐1.11

‐9.75

0.75

31.8

31.8

20.5

26.8

38.3

82.2

44.4

31.8

52.4

22.7

723 Neutral Sicav Disciplined Equity Absolute Return

EUR

6.75

6.75

8.49

‐12.7

‐20.2

10.2

15.8

‐1.01

‐23.2

0.32

83.5

83.5

82.7

13.4

6.80

72.1

17.9

36.3

9.70

71.3

728 NewSmith Global Absolute Return Retail A USD

USD

730 Nexar Short Bias Ucits I EUR

EUR

‐4.55

‐4.55

‐9.08

‐1.73

‐0.06

8.20

‐0.57

‐10.1

‐0.93

3.20

3.20

2.70

53.0

74.6

50.9

50.8

50.0

100.0

732 NOBC Europe Long/Short C

EUR

‐0.70

‐0.70

0.91

‐2.52

0.47

4.33

‐1.08

‐5.73

0.64

16.4

16.4

41.1

48.1

78.7

82.8

35.1

70.7

40.9

0.81

50.5

50.5

2.84

‐0.35

‐2.81

0.51

47.2

47.2

48.3

70.1

70.5

92.5

60.8

89.6

55.3

0.00

‐7.25

0.00

18.6

18.6

30.0

65.8

75.3

100.0

0.00

98.1

8.27

0.46

‐6.97

0.35

78.0

78.0

79.4

84.7

67.1

49.2

79.8

64.0

69.1

19.8

‐0.71

‐24.0

‐0.11

94.5

94.5

82.2

17.6

8.70

46.3

8.50

90.7

‐1.43

‐8.38

0.12

43.9

43.9

27.2

40.8

54.7

39.2

79.0

21.2

57.9

81.8

71.2

22.7

83.3

86.0

84.1

23.3

95.7

45.2

88.4

94.0

749 Occam Asia Absolute Return Fund ‐ Class A EUR

EUR

762 Old Mutual UK Opportunities Fund A Acc

GBP

2.02

2.02

769 Orsay Active L/S

EUR

1.72

1.72

1.85

0.25

‐0.51

781 Parvest Absolute Return Europe LS ‐ Classic Share

EUR

0.00

0.00

0.00

0.00

0.00

795 Pensanto Europa Absolute Return Fund

‐1.44

3.71

4.92

45.5

77.9

15.5

780 Park Place L/S Equity UCITS
2.84

EUR

5.48

5.48

7.14

3.86

796 Perinvest (Lux) Sicav Global Dividend Equity Fund ‐  EUR

11.3

11.3

8.35

‐10.7

815 Pioneer Absolute Return Equity ‐ Class I EUR

EUR

1.29

1.29

‐0.40

‐4.62

‐3.83

3.02

4.82

‐0.45

‐0.01

4.30

0.79

‐3.74

0.74

64.2

64.2

66.6

81.0

2.38

‐0.74

‐2.85

‐0.18

41.2

41.2

27.7

64.0

822 Plurima Funds ‐ Plurima European Absolute Return  EUR

3.67

3.67

4.82

3.44

823 Plurima Funds ‐ Quaestio Capital Fund

EUR

0.95

0.95

‐0.30

‐0.20

825 Plurima Funds ‐ Uniforte Total Return Retail

37.9

EUR

4.73

4.73

5.98

‐7.34

‐8.58

13.5

‐0.73

‐17.4

0.59

73.0

73.0

73.8

30.4

36.9

23.8

45.8

21.9

47.6

826 Polar Capital Funds plc ‐ UK Absolute Return Fund ‐  GBP

5.67

5.67

6.45

‐6.06

‐14.4

3.15

12.9

‐0.64

‐13.8

0.86

78.5

78.5

76.1

35.3

17.1

41.7

27.1

48.0

31.7

8.30

831 Prima High Potential Europe

EUR

2.32

2.32

1.90

0.26

‐2.27

12.0

6.65

0.26

‐4.99

0.77

54.3

54.3

49.4

70.7

64.3

79.7

63.3

76.5

75.0

19.4

835 Prosper Stars & Stripes Fund S EUR C

USD
0.00

0.00

0.00

‐9.53

‐7.20

5.28

‐2.02

‐10.7

‐0.12

18.6

18.6

30.0

18.9

43.8

74.6

8.30

46.3

91.2

9.17

‐0.92

‐14.2

0.25

65.3

65.3

62.2

33.5

22.6

43.3

39.1

29.2

74.1

13.2

‐0.12

‐13.2

0.07

13.1

13.1

36.1

54.8

20.5

24.9

68.1

35.3

84.6

836 Proxima Investments SICAV ‐ Athena Long Short A C EUR
838 PTR ‐ Corto Europe P EUR

EUR

3.73

3.73

3.87

‐6.29

‐13.1

841 pulse invest ‐ Absolute_MM T

EUR

‐1.30

‐1.30

0.17

‐1.42

‐13.5

842 pulse invest ‐ Defensiv_MM T

EUR

0.00

0.00

‐3.69

‐7.97

‐8.30

3.70

‐2.48

‐8.04

0.57

18.6

18.6

12.2

25.6

39.0

86.5

3.90

58.5

49.2

843 pulse invest ‐ Offensiv_MM T

EUR

0.00

0.00

‐5.31

‐12.6

‐17.0

5.40

‐2.54

‐12.9

0.36

18.6

18.6

6.60

14.6

13.0

72.5

3.30

36.5

66.9

846 Quant Global Equities Fund

EUR

0.00

0.00

‐6.65

‐27.4

17.4

‐1.71

‐29.1

0.64

18.6

18.6

4.40

1.20

13.6

13.4

1.80

42.0

3.10

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

40.5

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 81

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

‐0.55

‐11.5

0.47

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

6.72

6.72

5.74

2.58

1.54

2.45

8.62

0.67

‐8.47

0.07

82.9

82.9

71.6

78.6

80.8

35.4

46.5

83.7

56.7

83.5

2.75

2.75

‐2.64

‐19.5

18.8

‐1.28

‐21.9

0.62

57.6

57.6

17.7

3.60

10.3

25.1

12.8

45.9

‐2.72

‐2.72

‐0.98

‐13.5

‐11.0

7.74

‐2.07

‐13.8

0.40

7.10

7.10

21.1

10.9

28.7

54.6

7.80

31.0

64.7

847 Quants Multistrategy

EUR

850 RAB Global Mining & Resources UCITS Fund

EUR

851 RAB Gold & Precious Equities UCITS Fund

EUR

856 Reech Glacier Fund I EUR C

EUR

861 Reyl Long/Short European Equities B EUR

EUR

862 RiverCrest European Equity Alpha Fund B GBP

GBP

864 Rivoli Equity Fund ‐ EUR

EUR

875 Russian Phoenix UCITS Fund Class A USD

USD

880 RWC Europe Absolute Alpha Fund A EUR

EUR

2.01

2.01

2.97

‐2.32

‐1.74

12.9

‐0.18

‐13.1

0.78

50.0

50.0

57.7

50.6

65.7

26.5

65.9

35.9

17.7

882 RWC Global Growth Absolute Alpha Fund A EUR

EUR

4.92

4.92

5.83

5.61

‐0.12

8.56

0.75

‐5.74

0.70

74.1

74.1

72.2

90.2

73.9

47.1

85.4

70.1

32.6

884 RWC US Absolute Alpha Fund A USD

USD

4.67

4.67

2.76

0.19

‐3.30

‐5.55

7.21

0.24

‐5.90

0.61

72.5

72.5

55.5

69.5

60.2

8.80

60.0

75.9

68.9

46.5

891 Salus Alpha Equity Hedged (VT)

EUR

‐7.49

‐7.49

‐7.14

‐2.69

6.20

1.67

13.7

‐0.40

‐10.8

0.34

1.60

1.60

3.30

47.5

93.1

29.1

21.1

58.1

45.1

70.2

894 Salus Alpha Real Estate

EUR

‐1.62

‐1.62

‐0.94

‐3.38

‐4.10

8.89

5.53

‐1.09

‐4.46

0.43

10.9

10.9

21.6

45.7

52.7

64.5

69.8

33.5

78.0

62.5

904 Schroder GAIA Egerton European Equity A Acc EUR EUR

8.45

8.45

10.4

4.53

‐5.09

10.4

0.63

‐7.27

0.84

87.9

87.9

87.7

87.1

49.3

38.4

82.1

61.5

11.1

905 Schroder GAIA QEP Global Absolute A USD

0.90

0.90

1.66

0.34

‐1.67

3.13

‐0.20

‐2.57

0.52

39.0

39.0

45.5

71.3

66.4

89.8

64.8

92.6

54.2

919 SEB Prime Solutions ‐ SAM Capital Equity Opportun EUR

‐0.30

‐0.30

‐0.20

‐8.65

923 Seven European Equity Fund Part I

6.02

6.02

12.4

‐1.30

‐2.68

USD

6.09
17.9

0.50

66.5
92.4

57.0

915 SEB Prime Solutions ‐ Conscendo Oil and Energy Uci NOK
917 SEB Prime Solutions ‐ G&P Orca UCITS Fund I NOK

NOK

918 SEB Prime Solutions ‐ RAB Prime Europe UCITS Fund EUR
EUR

5.09

‐2.15

‐9.37

0.51

17.5

17.5

28.8

21.9

75.7

6.70

54.2

56.4

‐7.24

21.3

0.01

‐20.8

0.91

80.2

80.2

91.1

57.3

63.0

7.50

7.10

72.0

14.0

1.20
34.3

928 Shânti Europa

EUR

0.00

0.00

‐3.21

‐9.17

‐9.34

1.99

4.85

‐2.23

‐9.66

0.70

18.6

18.6

13.3

20.7

34.9

30.3

78.4

6.10

53.0

929 Sherpa Absolute Return AMI

EUR

‐2.35

‐2.35

‐4.10

‐4.52

‐1.93

‐1.24

4.46

‐1.47

‐5.95

‐0.01

9.30

9.30

11.1

41.4

65.0

16.4

81.7

20.1

67.6

87.9

930 Siitnedif Tordesillas Sicav Iberia Long/Short I EUR

EUR

‐1.03

‐1.03

‐1.81

‐12.7

‐12.4

13.1

‐1.07

‐13.7

0.62

14.2

14.2

19.4

12.8

23.9

25.5

35.7

32.9

44.2

10.1

‐0.91

‐14.2

0.83

71.9

71.9

68.8

31.0

39.7

40.6

39.6

29.8

12.8

12.8

‐1.60

‐17.0

0.86

15.3

15.3

22.2

9.10

15.7

28.2

16.2

23.7

7.20

5.10

‐1.22

‐6.69

0.73

53.8

53.8

50.5

42.6

75.2

28.4

64.6

24.9

‐0.90

‐13.2

‐0.26

36.8

36.8

10.0

29.8

31.5

25.3

30.9

40.7

34.7

95.6

88.3

62.0

62.2

88.2

69.5

35.4

82.2

44.1

65.8

98.4

939 Smith & Williamson Enterprise Fund Limited ‐ Class  GBP

4.66

4.66

5.33

‐7.01

‐8.23

947 SPF MG Alpha Plus UI

EUR

‐0.87

‐0.87

‐0.88

‐15.2

‐15.0

10.2

948 St James's Place UK Absolute Return Acc

GBP

2.32

2.32

1.96

‐4.40

956 Structura Equity Style Arbitrage I EUR

EUR

958 SVM UK Absolute Alpha Fund ‐ Class B

GBP

0.78

0.78

‐4.64

‐7.36

‐10.4

0.64

12.3

961 SWIP Absolute Return UK Equity Fund

GBP

3.68

3.68

5.62

4.18

3.40

7.33

6.95

0.85

‐5.87

0.70

64.8

64.8

70.5

85.9

963 Swiss Hedge Trading Fund

CHF

‐3.23

‐3.23

‐6.13

‐1.79

4.41

‐0.76

‐6.57

‐0.33

4.90

4.90

5.00

51.8

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

70.8

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity L/S
Data

31.03.2012

#

Fund Name

Page 82

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

230 Average Equity L/S

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.90

2.90

2.97

‐3.72

‐6.44

5.27

10.0

9.27

12.7

965 SWMC Small Cap European B EUR

EUR

9.27

967 Sycomore L/S Opportunities Class R EUR

‐0.55

‐11.5

14.5

EUR

13.7

13.7

16.4

5.64

‐5.20

973 Thames River European Absolute Return Fund A Ne EUR

4.26

4.26

2.83

‐5.54

‐11.2

979 Thames River Real Estate Securities A Acc EUR

2.26

YTD

3m

6m

90.1

90.1

92.2

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.47
0.88

19.0

17.9

0.44

‐13.6

0.88

97.2

97.2

95.5

90.8

48.6

10.6

‐0.63

‐11.2

0.68

68.1

68.1

56.6

37.8

25.3

31.6

3.90

11.9

78.7

34.1

5.00

37.3

48.6

43.2

37.6

EUR

9.76

9.76

7.09

‐11.5

‐13.2

28.2

‐0.47

‐28.4

0.90

91.7

91.7

78.8

16.4

21.9

2.20

55.3

3.60

3.40

980 Thames River Water and Agriculture Absolute Retur EUR

1.55

1.55

0.09

‐8.55

‐9.46

6.40

‐1.59

‐11.6

0.65

45.0

45.0

35.0

23.1

34.2

65.5

16.7

40.2

40.4

981 The Global Equity Alpha Fund

0.57

77.4

77.4

78.3

18.6

18.6

30.0

65.8

82.1

18.1

18.1

51.6

24.3

28.0

60.9

60.9

61.1

92.0

91.7
97.9

EUR

5.46

5.46

7.09

983 THEAM Harewood Large vs Small Caps European Eq EUR

0.00

0.00

0.00

0.00

1.96

988 THEAM Harewood Quant' Guru Long Short Equity A EUR

‐0.14

‐0.14

1.96

‐8.33

‐11.0

994 Threadneedle American Absolute Alpha Fund IEH EU EUR

3.21

3.21

3.70

6.05

4.35

995 Threadneedle American Extended Alpha Fund ‐ EUR EUR

9.47

9.47

25.9

19.4

10.5

998 Threadneedle European Smaller Companies Absolut EUR

0.07

0.07

‐0.84

2.00

1001 Threadneedle UK Absolute Alpha Fund

GBP

0.85

0.85

5.34

3.74

3.81

1014 Trafalgar Quadrant Fund

EUR

‐19.2

992 Threadneedle (Lux) European Absolute Alpha AE EU EUR

12.9

0.42

0.00

‐7.25

0.00

8.56

‐1.19

‐11.5

2.95

‐1.82

3.94
2.86
16.8

0.62

0.00

0.70
0.48

27.6

78.2

100.0

0.00

98.1

49.8

47.6

30.1

40.8

91.9

97.2

94.5

58.6

3.80

91.6

17.6

34.9

95.2

90.5

95.7

76.3

57.9

88.8

73.7

10.0

85.5

23.1

1.15

‐18.5

0.70

90.6

90.6

100.0

99.3

2.49

0.99

‐1.62

0.22

26.9

26.9

22.7

76.8

7.38

0.86

‐5.25

0.85

37.9

37.9

70.0

82.9

89.7

89.8

45.4
33.8

1020 Turner Navigator
1021 Turner Spectrum 
1039 Veritas China Fund

EUR

0.70

0.70

‐5.71

‐15.9

‐18.8

12.3

12.4

‐1.44

‐21.9

0.31

36.2

36.2

6.10

7.90

10.2

81.0

30.3

20.6

12.1

71.9

1048 Warburg Daxtrend Fonds

EUR

11.5

11.5

11.7

‐0.10

‐11.0

2.40

17.2

0.14

‐19.7

0.72

95.6

95.6

89.4

65.2

27.3

34.1

14.6

74.3

15.2

29.9

1051 Waverton UK Absolute Fund A GBP

GBP

1.37

1.37

5.84

1.97

‐0.20

6.99

0.45

‐4.91

0.02

44.5

44.5

72.7

75.6

73.2

61.1

79.3

75.6

86.2

1052 Wegelin Active Indexing Dynamic EUR

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide
For European Professional Investors Only

5. Equity Strategies

Equity Market Neutral

April 2012
Page 83

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

12

Absolute Insight UK Equity Market Neutral Fund

45
64
67
96

Page 84

Returns

Statistics

2012
YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

0.62

0.30

0.40

‐0.11

‐0.13

‐0.48

‐0.11

‐0.66

‐0.19

‐0.09

‐0.13

‐0.14

‐2.44

1.70

3.20

5.26

‐0.33

‐6.44

0.18

GBP

0.28

0.22

0.16

‐0.10

0.22

0.35

‐0.11

‐0.40

0.32

‐0.12

0.00

0.26

2.16

1.79

1.18

0.05

‐0.89

0.19

Allianz RCM Discovery Europe Strategy ‐ A ‐ EUR

EUR

4.93

4.07

0.45

0.37

0.85

‐1.86

1.75

‐1.33

‐0.17

2.44

0.04

1.04

2.78

‐2.52

Amundi Dynarbitrage Actions I

EUR

0.34

0.04

0.06

0.24

‐0.06

‐1.09

‐2.35

‐4.70

‐0.78

1.44

0.04

‐1.27

‐7.90

6.52

Amundi Funds Absolute Statistical Arbitrage ‐ AE C

EUR

0.21

‐0.08

0.00

0.29

‐0.12

‐1.12

‐2.36

‐4.92

‐0.88

1.42

0.00

‐1.21

‐8.37

6.11

Atlas Capital Cartera Dinámica

EUR
0.78

‐1.15

102 Aviva Investors ‐ Index Opportunities Fund A

CCY Rolling 12m

12 months

2011

EUR

‐0.68

0.00

0.00

‐0.68

103 Aviva Investors ‐ Index Opportunities High Alpha Fu EUR

‐1.20

‐0.30

0.10

‐1.00

133 Barclays Euro Equity Market Neutral D1

‐0.10

0.19

‐1.75

0.99

0.39

0.19

‐0.19

‐0.10

‐0.20

‐2.29

0.92

0.00

1.11

0.00

‐6.55

5.96

1.55

‐3.04

0.35

4.64

‐2.18

‐9.45

0.66

4.73

‐2.25

‐9.97

0.66

5.85

‐0.37

‐3.96

7.71

‐0.57

0.60
0.56

EUR

143 BayernInvest Alpha Select Plus Fund

EUR

6.05

‐0.47

5.21

1.27

1.33

‐0.26

‐1.15

1.30

0.33

1.79

‐0.05

‐0.79

4.70

4.55

5.01

14.7

0.60

‐10.0

0.37

163 Belgravia Delta SICAV

EUR

1.05

0.19

0.55

0.31

‐0.15

‐1.45

‐0.23

‐0.87

‐0.22

‐0.30

‐0.01

0.05

‐6.66

9.47

9.20

2.05

‐1.61

‐3.80

0.42

167 Berenberg DyMacs Equity Market Neutral UI I

EUR

0.25

1.12

‐1.32

0.47

1.34

0.85

0.56

‐3.97

0.32

‐0.99

0.63

1.01

‐0.95

4.71

0.08

‐4.81

0.32

180 Blue Rock B

EUR

‐4.65

‐0.95

‐0.98

‐2.78

0.63

‐1.00

‐0.58

‐2.26

‐2.13

3.14

‐1.07

‐2.26

‐6.82

‐2.08

5.04

‐2.85

‐11.4

0.26

195 BNY Mellon Evolution US Equity Market Neutral R H EUR
209 BSF European Absolute Return Fund

EUR

1.76

0.57

0.17

1.01

0.32

‐0.38

1.08

0.90

2.51

‐0.23

1.76

1.50

6.11

3.77

3.47

4.72

‐1.06

‐0.30

220 Carmignac Market Neutral Fund

EUR

1.99

1.56

‐0.07

0.49

‐1.37

‐1.47

1.01

‐1.05

1.36

‐2.67

2.19

‐0.26

‐6.62

7.02

6.61

0.49

‐4.87

‐0.01
‐0.32

242 Champlain Sérénité

EUR

2.93

2.65

‐1.78

2.09

0.07

‐4.50

1.16

7.71

‐5.92

‐0.56

‐3.86

‐0.59

‐4.55

1.76

‐2.07

12.6

‐0.85

‐14.1

255 CPR Long Short Equity P

EUR

1.21

0.93

0.15

0.12

0.01

0.36

‐0.42

‐0.95

‐0.19

‐0.05

‐0.17

‐0.25

‐1.75

3.02

‐10.4

1.92

‐0.77

‐2.32

0.23

268 CrossBorder Pulsar Global Alpha UCITS ‐ Class A EUR USD

‐0.77

‐0.77

0.00

0.00

‐2.71

‐0.96

0.91

‐0.06

3.59

‐4.50

‐4.05

0.73

‐10.9

7.85

‐1.43

‐8.92

‐0.29

281 DB Platinum dbX‐THF Equity Market Neutral Index F USD

0.73

0.66

0.42

‐0.36

‐0.91

‐0.27

‐0.67

‐1.60

‐0.06

0.01

‐0.37

‐0.28

‐6.23

2.79

‐1.98

‐4.81

0.76

297 DB Platinum Salsa Euro I1C

EUR

‐4.63

‐2.81

‐1.37

‐0.50

2.52

0.67

4.15

2.13

0.43

‐1.57

‐0.02

1.16

1.42

8.80

0.76

‐6.96

‐0.54

317 Dexia Index Arbitrage ‐ Class C EUR

EUR

0.60

0.16

0.27

0.16

0.17

0.42

‐0.13

0.41

0.02

‐0.08

0.28

0.23

2.12

1.53

0.58

3.47

‐0.26

‐0.35

319 Dexia Long Short Double Alpha F ‐ Class C EUR

EUR

0.38

0.36

0.17

‐0.14

‐0.16

‐0.29

‐3.04

‐1.59

0.78

0.28

‐0.12

‐0.04

‐3.79

0.09

2.95

‐1.73

‐6.11

0.43

325 Dexia Money+ Risk Arbitrage ‐ Class C EUR

EUR

1.27

0.73

0.83

‐0.29

‐0.33

‐0.35

‐0.20

‐1.04

‐0.44

0.89

0.08

‐0.42

‐0.03

2.62

3.93

2.63

‐0.33

‐2.77

0.73

327 Diaman SICAV FGS Systematic Trading I

EUR

‐4.94

‐1.26

‐0.64

‐3.11

0.19

‐0.55

‐1.65

‐0.18

‐0.30

‐0.55

0.16

‐0.58

‐4.26

‐1.96

‐11.0

2.95

‐3.34

‐9.06

‐0.04

333 DNB Norway Absolute Return A EUR

EUR

‐1.62

0.54

2.98

4.76

‐0.28

353 Ecofi Neuronal Long Short

EUR

‐0.14

‐0.14

0.00

0.00

‐0.97

‐5.13

‐0.60

‐0.49

‐0.02

‐0.25

‐0.28

‐0.53

‐8.25

‐4.62

4.79

2.54

‐3.63

‐9.90

361 ESPA Alternative Global Markets VT

EUR

0.95

2.46

0.04

‐1.52

‐2.08

0.27

‐0.35

‐5.43

‐1.92

‐0.01

‐1.11

0.10

‐13.1

4.96

21.5

7.04

‐1.49

‐10.8

0.34

389 Fidelity Optimised European Market Neutral A Acc E EUR

1.49

‐1.32

1.05

1.78

‐0.85

1.64

0.41

‐0.06

0.17

‐0.21

1.60

1.12

3.50

1.21

‐7.92

3.89

1.24

‐2.05

‐0.22

7.34

‐1.52

‐12.9

0.07

3.47

‐1.14

‐4.63

0.15

390 Finaltis Equities Fund A EUR

EUR

2.75

1.13

2.19

‐0.58

‐2.64

‐7.55

‐1.52

1.63

0.87

0.27

‐0.68

‐1.76

‐8.12

2.86

396 First Private Alpha Europa ‐ B

EUR

‐1.26

1.12

0.74

‐3.08

0.36

0.60

0.26

‐0.57

‐1.33

‐0.89

0.28

‐0.36

‐4.45

2.57

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

‐1.03

‐0.06

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

Page 85

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

0.62

0.30

0.40

‐0.11

‐0.13

‐0.48

‐0.11

‐0.66

‐0.19

‐0.09

‐0.13

‐0.14

‐2.44

1.70

3.20

5.26

‐0.33

‐6.44

0.18

8.79

‐2.56

4.45

‐1.43

‐7.88

‐0.18

6.54

‐0.51

‐6.07

0.59

9.89

‐1.11

‐16.2

0.67

3.07

‐2.86

‐8.08

0.11

397 First Private Alpha Global ‐ B

EUR

‐4.51

‐0.91

‐1.47

‐2.19

1.10

0.72

2.33

‐0.88

‐1.03

‐2.02

0.23

‐0.12

‐3.24

398 First Private Dynamic Equity Allocation ‐ B

EUR

0.41

2.11

1.64

‐3.25

‐0.49

0.55

‐1.22

‐1.19

‐1.27

‐0.65

‐0.25

‐0.62

‐4.63

409 G Fund Alpha Equity Market Neutral EUR I

EUR

434 GLG Alpha Select Alternative IN H EUR

EUR

4.75

2.92

1.32

0.45

‐3.36

‐1.72

‐3.39

‐4.61

2.15

3.59

‐0.88

‐0.92

‐10.1

461 Groupama Alpha Euro Stock I

EUR

0.09

0.01

0.04

0.04

‐1.70

‐2.63

‐0.99

‐0.27

‐0.01

0.01

0.03

‐0.02

‐5.28

‐2.57

2.83

Vola Sortino MaxDD Eq‐Crl.

470 GSB Equity Market Neutral (UCITS) Fund M EUR

EUR

485 HMT Absolute Return L&S

EUR

1.14

1.06

4.27

‐4.02

‐0.96

‐0.87

‐2.45

‐8.46

‐0.10

‐0.73

‐0.11

‐0.08

‐10.3

9.59

‐1.18

‐14.4

0.43

521 JB EF ‐ Absolute Ret Europe EUR B

EUR

‐0.03

‐0.36

0.04

0.30

0.03

1.21

1.86

0.64

‐0.07

0.46

‐0.20

‐0.21

2.76

2.86

2.00

‐1.31

‐0.18

535 JPM Highbridge Statistical Market Neutral D EUR

EUR

1.92

1.53

‐0.31

0.70

‐0.26

‐0.64

0.29

‐2.09

‐1.02

0.46

‐0.35

‐0.43

‐2.69

2.89

‐1.62

‐4.25

0.26

552 Kames UK Equity Absolute Return A Acc

GBP

0.30

‐0.68

0.92

0.07

‐0.65

1.51

1.26

‐0.51

0.77

0.74

0.42

‐0.22

3.76

2.08

2.67

‐0.93

0.28

‐3.62

‐3.59

568 Latitude Alpha A (Japan)

EUR

‐1.85

0.03

‐2.11

0.23

‐1.23

‐0.95

0.13

‐1.14

0.32

‐1.90

‐0.70

0.14

‐8.50

‐1.47

2.60

4.78

‐2.26

‐8.20

0.26

578 LINGOHR Alpha Systematic LBB Invest

EUR

1.19

2.74

1.67

‐3.13

‐0.65

‐3.51

‐1.47

‐2.34

‐2.97

2.08

‐4.65

‐2.65

‐13.1

1.37

13.6

8.59

‐1.71

‐15.3

0.30

584 LO Funds ‐ 1798 US Equity Long/Short P EUR

EUR

589 Lupus alpha All Opportunities Fund

EUR

8.56

3.48

2.15

2.70

‐1.21

‐3.44

‐2.19

‐4.37

‐1.22

1.35

‐3.51

0.85

‐12.2

10.4

33.1

10.1

‐1.00

‐15.9

0.74

662 MLIS Marshall Wace TOPS UCITS Fund (Market Neu EUR

2.27

1.63

‐0.22

0.85

0.21

‐0.47

0.82

‐2.53

0.69

0.58

0.55

0.77

2.76

‐0.63

3.25

0.86

‐2.54

0.46

692 MS Value Driven Alpha Europe I

EUR

0.14

0.14

0.00

0.00

‐0.69

0.66

0.16

2.04

1.33

0.72

1.62

‐1.41

5.12

4.06

0.69

‐3.25

‐0.41

699 Naspa CreativInvest 7 Deka (DivAAX ‐ DAX30)

EUR

‐6.08

‐4.14

‐2.52

0.50

‐0.10

5.66

3.20

16.5

1.38

‐5.53

3.27

0.58

18.7

‐15.0

‐0.89

17.5

1.24

‐11.9

‐0.80

747 Nordinvest Modulor LSE1

‐4.27

1.42

‐1.93

‐1.87

‐0.02

5.59

4.15

‐4.63

‐0.22

605 Lyxor / Old Mutual Global StatArb Strategy Index Fu USD

EUR

‐0.60

‐0.58

0.39

‐0.41

0.17

‐0.42

‐0.37

‐0.23

‐0.10

0.25

‐0.72

0.95

‐1.95

‐1.86

760 Old Mutual Global Equity Absolute Return Fund I EU EUR

2.26

‐0.52

2.01

0.77

2.00

1.96

3.66

3.36

‐0.68

‐1.03

‐0.26

0.26

13.3

0.30

763 OP Aktien Marktneutral R

EUR

‐2.87

‐1.19

0.27

‐1.96

2.36

0.47

766 OPM Efficient Global Equity Allocation R1

SEK

768 Orchidee I Long/Short

EUR

‐1.87

‐0.85

‐0.38

‐0.66

0.54

0.25

777 Oyster ‐ Market Neutral EUR

0.55

0.91

‐0.79

‐0.14

0.45

‐0.35

4.39
3.29

0.70

6.59

2.10

‐0.21
‐1.01

‐2.09

0.32

EUR

1.12

‐0.97

1.62

0.48

0.16

0.09

0.29

‐1.09

‐0.04

‐1.19

‐0.42

0.54

‐6.15

3.89

3.00

‐0.89

‐3.69

0.13

821 Plurima Funds ‐ PairsTech Crystal Premium Fund Re EUR

6.52

3.15

1.91

1.33

‐0.41

0.37

‐0.86

‐7.73

‐1.29

1.73

‐5.24

‐0.02

‐15.4

‐5.15

11.2

‐0.87

‐14.7

0.63

832 Prima Market Neutral Europe

EUR

0.12

‐0.28

‐0.11

0.51

0.05

0.64

0.50

2.08

1.20

0.41

‐0.15

0.15

5.92

1.66

2.50

2.80

‐1.00

‐0.30

869 RP Selection Arbitrage France

EUR

5.93

2.15

1.59

2.08

1.00

0.11

‐2.15

‐1.36

‐2.45

‐0.43

‐2.40

‐1.25

‐5.77

11.6

12.4

6.25

‐0.60

‐10.7

0.43

871 Russell IC IV ‐ Absolute Return Equity Fund A Acc

GBP

0.30

0.32

0.35

‐0.37

‐0.20

‐0.18

‐0.79

‐0.15

‐1.41

0.29

‐0.13

‐0.30

‐2.84

1.40

0.96

2.11

‐1.91

‐3.26

0.20

872 Russell IC IV ‐ Alpha EH

EUR

2.36

0.78

1.07

0.49

0.11

‐0.21

‐0.27

‐0.74

‐1.21

1.07

‐0.34

‐0.37

‐2.48

2.31

‐0.21

‐2.52

0.32

885 S&S Absolute Return

SEK

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

Page 86

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

0.62

0.30

0.40

‐0.11

‐0.13

‐0.48

‐0.11

‐0.66

‐0.19

‐0.09

‐0.13

‐0.14

‐2.44

1.70

3.20

5.26

‐0.33

‐6.44

0.18

‐3.23

‐0.22

‐0.67

‐2.37

‐1.29

0.75

‐0.10

‐2.29

‐3.28

‐0.71

0.66

‐0.17

5.52

‐1.71

‐9.24

0.56

886 SABRE All Weather Fund C EUR

EUR

898 Sarbacane P

EUR

0.24

1.24

‐0.21

‐0.77

0.60

‐1.82

‐1.74

‐0.90

‐2.39

‐0.45

‐0.30

‐0.74

‐6.73

5.59

8.72

4.60

‐2.06

‐8.79

0.54

942 Soprarno Relative Value B

EUR

‐0.70

‐0.07

1.12

‐1.73

1.08

‐1.54

‐0.07

4.85

‐2.67

‐0.05

0.31

‐0.78

‐1.36

4.79

10.5

5.84

‐0.79

‐6.08

‐0.07

966 Sycomore L/S Conservative Class R EUR

EUR

2.95

2.69

‐0.26

0.51

0.84

‐0.76

‐0.28

0.03

0.61

1.73

0.70

‐0.33

2.06

‐1.40

1.60

3.98

1.56

‐2.87

0.64

1007 TOBAM Anti Benchmark Absolute Return A

EUR

‐1.48

‐1.51

‐1.25

1.31

1.17

‐0.62

0.55

2.78

1.82

‐3.53

‐0.27

0.35

2.96

0.63

‐0.80

5.83

‐0.04

‐7.42

‐0.64

1030 UBS (Lux) Sicav 1‐ US Fundamental Equity Market N USD

‐0.06

1.84

‐0.32

‐1.55

0.84

‐1.04

1.82

‐0.93

1.23

‐0.62

1.18

0.15

3.39

5.97

2.09

‐2.87

‐0.01

1041 VMP EuroBlue Alpha Return

EUR

‐2.90

‐3.07

0.18

0.00

0.00

‐1.66

0.69

‐1.76

0.55

‐2.14

2.88

‐1.28

‐5.91

6.47

‐0.99

‐7.03

‐0.06

1053 Wegelin Active Indexing Market Neutral Fund EUR

EUR

0.00

0.00

0.00

0.00

‐0.48

‐0.65

‐0.40

0.58

0.00

0.00

0.00

0.00

‐1.53

‐9.13

2.27

‐1.28

‐2.88

0.02

1059 World Invest ‐ Absolute Emerging

EUR

3.01

‐1.16

1.94

2.23

0.91

‐0.29

1.55

0.49

‐0.53

‐0.71

0.43

0.56

0.25

5.19

1060 World Invest ‐ Absolute Financials ‐ C

EUR

3.07

‐2.38

2.98

2.53

‐0.84

0.02

‐2.08

‐4.73

1.03

1.75

0.36

‐0.66

‐6.58

1061 World Invest ‐ Absolute Return

EUR

4.24

‐0.47

2.36

2.32

‐0.63

2.45

0.11

‐1.27

0.41

0.35

1.06

1.35

2.03

9.20

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.32

4.09

2.83

‐2.36

0.39

7.30

‐0.31

‐7.88

0.66

5.09

2.58

‐3.01

0.40

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

12

Absolute Insight UK Equity Market Neutral Fund

45
64
67
96

Page 87

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.62

0.62

0.26

‐1.36

‐2.44

1.70

5.26

‐0.33

‐6.44

0.18

GBP

0.28

0.28

0.42

0.95

2.16

1.79

1.18

0.05

‐0.89

Allianz RCM Discovery Europe Strategy ‐ A ‐ EUR

EUR

4.93

4.93

8.65

6.40

2.78

‐2.52

5.96

1.55

Amundi Dynarbitrage Actions I

EUR

0.34

0.34

0.52

‐9.00

‐7.90

6.52

4.64

‐2.18

Amundi Funds Absolute Statistical Arbitrage ‐ AE C

EUR

0.21

0.21

0.41

‐9.61

‐8.37

6.11

4.73

Atlas Capital Cartera Dinámica

EUR
‐0.58

‐1.15

EUR

‐0.68

‐0.68

‐0.29

103 Aviva Investors ‐ Index Opportunities High Alpha Fu EUR

‐1.20

‐1.20

‐0.10

102 Aviva Investors ‐ Index Opportunities Fund A
133 Barclays Euro Equity Market Neutral D1

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.19

45.0

45.0

50.8

65.5

75.4

54.7

98.4

67.7

98.2

55.8

‐3.04

0.35

93.3

93.3

100.0

87.9

80.7

14.2

31.2

83.0

68.9

36.1

‐9.45

0.66

50.0

50.0

57.6

10.3

19.2

85.7

50.9

10.1

24.1

8.20

‐2.25

‐9.97

0.66

40.0

40.0

49.1

5.10

14.0

83.3

47.6

8.40

20.6

9.90

5.85

‐0.37

‐3.96

58.6

61.4

60.3

7.71

‐0.57

0.60

25.0

25.0

30.5

0.56

20.0

20.0

33.8

32.8

59.3

16.4

55.9

14.8
18.1

EUR

143 BayernInvest Alpha Select Plus Fund

EUR

6.05

6.05

7.04

7.29

4.70

4.55

14.7

0.60

‐10.0

0.37

96.6

96.6

94.9

93.1

91.2

71.4

1.70

72.8

18.9

34.5

163 Belgravia Delta SICAV

EUR

1.05

1.05

0.79

‐2.21

‐6.66

9.47

2.05

‐1.61

‐3.80

0.42

60.0

60.0

62.7

43.1

24.5

95.2

93.5

25.4

62.0

29.6

167 Berenberg DyMacs Equity Market Neutral UI I

EUR

0.25

0.25

0.90

1.06

‐0.95

4.71

0.08

‐4.81

0.32

43.3

43.3

64.4

68.9

63.1

49.2

69.4

53.4

42.7

180 Blue Rock B

EUR

‐4.65

‐4.65

‐4.91

‐11.4

‐6.82

‐2.08

5.04

‐2.85

‐11.4

0.26

3.30

3.30

8.40

3.40

21.0

16.6

42.7

5.00

13.7

49.2

195 BNY Mellon Evolution US Equity Market Neutral R H EUR
209 BSF European Absolute Return Fund

EUR

1.76

1.76

4.87

9.80

6.11

3.77

3.47

4.72

‐1.06

‐0.30

71.6

71.6

89.8

96.5

96.4

66.6

64.0

100.0

93.1

88.6

220 Carmignac Market Neutral Fund

EUR

1.99

1.99

1.17

1.34

‐6.62

7.02

6.61

0.49

‐4.87

‐0.01

75.0

75.0

69.4

70.6

26.3

88.0

23.0

71.1

50.0

65.6
91.9

242 Champlain Sérénité

EUR

2.93

2.93

‐2.18

‐6.64

‐4.55

1.76

12.6

‐0.85

‐14.1

‐0.32

83.3

83.3

20.3

29.3

40.3

52.3

3.30

49.1

8.60

255 CPR Long Short Equity P

EUR

1.21

1.21

0.75

‐0.22

‐1.75

3.02

1.92

‐0.77

‐2.32

0.23

66.6

66.6

61.0

60.3

56.1

64.2

95.1

52.5

84.4

52.5

268 CrossBorder Pulsar Global Alpha UCITS ‐ Class A EUR USD

‐0.77

‐0.77

‐8.42

‐7.59

‐10.9

7.85

‐1.43

‐8.92

‐0.29

21.6

21.6

0.00

17.2

7.00

14.8

32.2

29.3

86.9

281 DB Platinum dbX‐THF Equity Market Neutral Index F USD

0.73

0.73

0.08

‐4.05

‐6.23

2.79

‐1.98

‐4.81

0.76

56.6

56.6

42.3

34.4

29.8

78.7

13.5

51.7

0.00

297 DB Platinum Salsa Euro I1C

EUR

‐4.63

‐4.63

‐5.06

3.81

1.42

8.80

0.76

‐6.96

‐0.54

5.00

5.00

6.70

79.3

68.4

11.5

76.2

43.1

96.8

317 Dexia Index Arbitrage ‐ Class C EUR

EUR

0.60

0.60

1.03

2.16

2.12

1.53

0.58

3.47

‐0.26

‐0.35

55.0

55.0

66.1

72.4

73.6

47.6

100.0

96.6

100.0

93.5

319 Dexia Long Short Double Alpha F ‐ Class C EUR

EUR

0.38

0.38

0.50

‐3.72

‐3.79

0.09

2.95

‐1.73

‐6.11

0.43

51.6

51.6

52.5

36.2

45.6

30.9

73.8

18.6

44.8

26.3

325 Dexia Money+ Risk Arbitrage ‐ Class C EUR

EUR

1.27

1.27

1.82

0.18

‐0.03

2.62

2.63

‐0.33

‐2.77

0.73

68.3

68.3

77.9

62.0

64.9

59.5

80.4

61.0

77.5

3.30

‐4.94

‐4.94

‐5.85

‐8.22

‐4.26

‐1.96

2.95

‐3.34

‐9.06

‐0.04

1.60

1.60

5.00

15.5

43.8

19.0

72.2

1.60

27.5

70.5

327 Diaman SICAV FGS Systematic Trading I

EUR

333 DNB Norway Absolute Return A EUR

EUR

353 Ecofi Neuronal Long Short

EUR

‐0.14

‐0.14

‐1.19

‐9.60

‐8.25

‐4.62

2.54

‐3.63

‐9.90

‐0.06

28.3

28.3

27.1

6.80

15.7

7.10

82.0

0.00

22.4

361 ESPA Alternative Global Markets VT

EUR

0.95

0.95

‐0.08

‐8.61

‐13.1

4.96

7.04

‐1.49

‐10.8

0.34

58.3

58.3

35.5

12.0

1.70

76.1

21.4

28.8

15.5

37.8

389 Fidelity Optimised European Market Neutral A Acc E EUR

1.49

1.49

4.04

4.69

3.50

1.21

3.89

1.24

‐2.05

‐0.22

70.0

70.0

84.7

82.7

87.7

40.4

62.3

81.3

87.9

82.0

4.76

‐0.28

46.0

85.3
73.8

390 Finaltis Equities Fund A EUR

EUR

2.75

2.75

0.52

‐9.34

‐8.12

2.86

7.34

‐1.52

‐12.9

0.07

81.6

81.6

54.2

8.60

17.5

61.9

18.1

27.1

10.3

62.3

396 First Private Alpha Europa ‐ B

EUR

‐1.26

‐1.26

‐2.22

‐2.67

‐4.45

2.57

3.47

‐1.14

‐4.63

0.15

18.3

18.3

18.6

39.6

42.1

57.1

65.6

37.2

55.1

57.4

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

Page 88

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.62

0.62

0.26

‐1.36

‐2.44

1.70

5.26

‐0.33

‐6.44

0.18

8.79

4.45

‐1.43

‐7.88

6.54

‐0.51

9.89
3.07

397 First Private Alpha Global ‐ B

EUR

‐4.51

‐4.51

‐6.34

‐4.90

‐3.24

398 First Private Dynamic Equity Allocation ‐ B

EUR

0.41

0.41

‐1.10

‐2.88

‐4.63

409 G Fund Alpha Equity Market Neutral EUR I

EUR

434 GLG Alpha Select Alternative IN H EUR

EUR

4.75

4.75

6.57

‐6.82

‐10.1

461 Groupama Alpha Euro Stock I

EUR

0.09

0.09

0.11

‐7.49

‐5.28

‐2.57

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.18

6.60

6.60

3.30

31.0

47.3

90.4

54.1

30.5

37.9

78.7

‐6.07

0.59

53.3

53.3

28.8

37.9

38.5

24.6

57.6

48.2

16.4

‐1.11

‐16.2

0.67

91.6

91.6

93.2

27.5

10.5

8.20

38.9

0.00

5.00

‐2.86

‐8.08

0.11

35.0

35.0

44.0

18.9

36.8

68.9

3.30

34.4

60.7

11.9

470 GSB Equity Market Neutral (UCITS) Fund M EUR

EUR

485 HMT Absolute Return L&S

EUR

1.14

1.14

0.21

‐11.6

‐10.3

9.59

‐1.18

‐14.4

0.43

63.3

63.3

47.4

1.70

8.70

9.90

35.5

6.80

24.6

521 JB EF ‐ Absolute Ret Europe EUR B

EUR

‐0.03

‐0.03

0.02

3.78

2.76

2.86

2.00

‐1.31

‐0.18

31.6

31.6

38.9

77.5

78.9

77.1

86.4

91.3

77.1

535 JPM Highbridge Statistical Market Neutral D EUR

EUR

1.92

1.92

1.59

‐2.03

‐2.69

2.89

‐1.62

‐4.25

0.26

73.3

73.3

74.5

44.8

50.8

75.5

23.7

58.6

47.6

552 Kames UK Equity Absolute Return A Acc

GBP

0.30

0.30

1.24

4.03

3.76

2.08

2.67

‐0.93

0.28

48.3

48.3

72.8

81.0

89.4

91.9

91.5

96.5

46.0

‐3.62

9.50

568 Latitude Alpha A (Japan)

EUR

‐1.85

‐1.85

‐4.25

‐7.39

‐8.50

‐1.47

4.78

‐2.26

‐8.20

0.26

15.0

15.0

11.8

20.6

12.2

23.8

44.3

6.70

32.7

50.9

578 LINGOHR Alpha Systematic LBB Invest

EUR

1.19

1.19

‐4.12

‐12.2

‐13.1

1.37

8.59

‐1.71

‐15.3

0.30

65.0

65.0

13.5

0.00

3.50

42.8

13.2

22.0

3.40

44.3

584 LO Funds ‐ 1798 US Equity Long/Short P EUR

EUR

589 Lupus alpha All Opportunities Fund

EUR

8.56

8.56

7.06

‐7.32

‐12.2

10.4

10.1

‐1.00

‐15.9

0.74

100.0

100.0

96.6

24.1

5.20

97.6

6.60

42.3

1.70

1.70

662 MLIS Marshall Wace TOPS UCITS Fund (Market Neu EUR

2.27

2.27

4.22

3.14

2.76

‐0.63

3.25

0.86

‐2.54

0.46

78.3

78.3

86.4

75.8

77.1

28.5

67.3

77.9

79.3

23.0

692 MS Value Driven Alpha Europe I

EUR

0.14

0.14

1.04

3.05

5.12

4.06

0.69

‐3.25

‐0.41

38.3

38.3

67.7

74.1

92.9

59.1

74.5

67.2

95.1

699 Naspa CreativInvest 7 Deka (DivAAX ‐ DAX30)

EUR

‐6.08

‐6.08

‐7.84

16.5

18.7

‐15.0

17.5

1.24

‐11.9

‐0.80

0.00

0.00

1.60

100.0

100.0

0.00

79.6

12.0

100.0

747 Nordinvest Modulor LSE1

605 Lyxor / Old Mutual Global StatArb Strategy Index Fu USD

0.00

EUR

‐0.60

‐0.60

‐0.12

‐1.36

‐1.95

‐1.86

1.42

‐1.93

‐1.87

‐0.02

26.6

26.6

32.2

50.0

54.3

21.4

96.8

15.2

89.6

68.9

760 Old Mutual Global Equity Absolute Return Fund I EU EUR

2.26

2.26

1.20

12.9

13.3

0.30

5.59

4.15

‐4.63

‐0.22

76.6

76.6

71.1

98.2

98.2

33.3

37.8

98.3

56.8

83.7

763 OP Aktien Marktneutral R

EUR

‐2.87

‐2.87

‐0.21

11.6

11.6

766 OPM Efficient Global Equity Allocation R1

SEK

768 Orchidee I Long/Short

EUR

‐1.87

‐1.87

0.32

13.3

13.3

777 Oyster ‐ Market Neutral EUR

EUR

1.12

1.12

0.03

‐0.99

‐6.15

3.89

3.00

‐0.89

‐3.69

0.13

61.6

61.6

40.6

55.1

31.5

69.0

70.5

45.7

63.7

59.1

821 Plurima Funds ‐ PairsTech Crystal Premium Fund Re EUR

6.52

6.52

2.66

‐6.96

‐15.4

‐5.15

11.2

‐0.87

‐14.7

0.63

98.3

98.3

79.6

25.8

0.00

4.70

5.00

47.4

5.10

13.2

4.39
‐1.44

‐1.22

3.29

0.70

2.10

‐1.01

‐2.09

55.8
22.0

51.7

84.2

38.0

90.2

80.4
40.6

86.2

39.4

832 Prima Market Neutral Europe

EUR

0.12

0.12

0.52

4.74

5.92

1.66

2.50

2.80

‐1.00

‐0.30

36.6

36.6

55.9

84.4

94.7

50.0

83.7

93.2

94.8

90.2

869 RP Selection Arbitrage France

EUR

5.93

5.93

1.65

‐1.83

‐5.77

11.6

6.25

‐0.60

‐10.7

0.43

95.0

95.0

76.2

46.5

35.0

100.0

27.9

54.2

17.2

27.9

871 Russell IC IV ‐ Absolute Return Equity Fund A Acc

GBP

0.30

0.30

0.15

‐2.65

‐2.84

1.40

2.11

‐1.91

‐3.26

0.20

46.6

46.6

45.7

41.3

49.1

45.2

88.6

16.9

65.5

54.1

872 Russell IC IV ‐ Alpha EH

EUR

2.36

2.36

2.72

0.42

‐2.48

2.31

‐0.21

‐2.52

0.32

80.0

80.0

81.3

63.7

52.6

85.3

64.4

81.0

41.0

885 S&S Absolute Return

SEK

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Mkt. Neutral
Data

31.03.2012

#

Fund Name

71

Average Equity Mkt. Neutral

Page 89

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.62

0.62

0.26

‐1.36

‐2.44

1.70

5.26

‐0.33

‐6.44

0.18

YTD

3m

6m

12m

‐3.23

‐3.23

‐3.44

‐8.41

5.52

‐1.71

‐9.24

0.56

8.30

8.30

16.9

13.7

2011

886 SABRE All Weather Fund C EUR

EUR

898 Sarbacane P

EUR

0.24

0.24

‐1.24

‐7.34

‐6.73

5.59

4.60

‐2.06

‐8.79

0.54

41.6

41.6

23.7

22.4

22.8

942 Soprarno Relative Value B

EUR

‐0.70

‐0.70

‐1.23

‐1.66

‐1.36

4.79

5.84

‐0.79

‐6.08

‐0.07

23.3

23.3

25.4

48.2

59.6

966 Sycomore L/S Conservative Class R EUR

EUR

2.95

2.95

5.12

4.83

2.06

‐1.40

3.98

1.56

‐2.87

0.64

85.0

85.0

91.5

86.2

1007 TOBAM Anti Benchmark Absolute Return A

EUR

‐1.48

‐1.48

‐4.89

1.02

2.96

0.63

5.83

‐0.04

‐7.42

‐0.64

16.6

16.6

10.1

67.2

2010

Vola Sortino MaxDD Eq‐Crl.
39.4

20.3

25.8

19.7

80.9

52.5

11.8

31.0

21.4

73.8

34.5

50.8

46.5

75.5

71.9

26.1

60.7

84.7

74.1

11.5

82.4

35.7

36.1

66.1

39.6

98.4

1030 UBS (Lux) Sicav 1‐ US Fundamental Equity Market N USD

‐0.06

‐0.06

0.63

7.10

3.39

5.97

2.09

‐2.87

‐0.01

30.0

30.0

59.3

91.3

85.9

29.6

88.1

75.8

67.3

1041 VMP EuroBlue Alpha Return

EUR

‐2.90

‐2.90

‐3.49

‐4.56

‐5.91

6.47

‐0.99

‐7.03

‐0.06

10.0

10.0

15.2

32.7

33.3

26.3

44.0

41.3

72.2

1053 Wegelin Active Indexing Market Neutral Fund EUR

EUR

0.00

0.00

0.00

‐0.90

‐1.53

‐9.13

2.27

‐1.28

‐2.88

0.02

33.3

33.3

37.2

56.8

57.8

2.30

86.9

33.8

72.4

64.0

5.19

78.5

57.4

94.9

82.7

32.8

19.7

62.7

36.2

6.60

41.0

89.8

70.6

31.2

1059 World Invest ‐ Absolute Emerging

EUR

3.01

3.01

3.28

7.10

0.25

1060 World Invest ‐ Absolute Financials ‐ C

EUR

3.07

3.07

4.55

‐1.12

‐6.58

1061 World Invest ‐ Absolute Return

EUR

4.24

4.24

7.14

8.43

2.03

9.20

4.09

2.83

‐2.36

0.39

86.6

86.6

83.0

89.6

66.6

7.30

‐0.31

‐7.88

0.66

88.3

88.3

88.1

53.4

28.0

5.09

2.58

‐3.01

0.40

90.0

90.0

98.3

94.8

70.1

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

92.8

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Alternative UCITS Performance Guide
For European Professional Investors Only

5. Equity Strategies

Equity Long‐Bias

April 2012
Page 90

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Long‐Bias
Data

31.03.2012

#

Fund Name

41

Average Equity Long‐Bias

Page 91

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

10.7

7.40

4.57

‐1.42

‐1.12

‐2.29

‐1.37

‐9.66

‐8.36

7.55

‐4.52

‐0.84

‐20.3

25.6

57.2

22.7

‐0.56

‐26.5

0.68

13.6

10.1

4.96

‐1.67

‐2.02

‐3.02

‐4.27

‐13.4

‐5.20

12.2

‐11.8

2.90

‐20.2

29.1

‐0.47

‐28.9

0.76

152 BBVA & Partners Augustus

EUR

160 BDT Invest Asian Focus Fund ‐ Class A USD

USD

12.3

5.46

7.25

‐0.70

‐2.51

1.84

0.96

‐8.43

‐8.12

8.27

‐6.11

‐0.37

‐17.5

14.1

56.5

18.7

‐0.06

‐21.3

0.81

161 BDT Invest Oriental Focus Fund ‐ Class A EUR

EUR

8.49

2.74

5.88

‐0.26

‐1.05

0.61

1.89

‐8.07

‐3.85

4.62

0.71

2.69

‐16.5

24.2

77.0

18.3

0.22

‐17.3

0.47

221 Carton Capital Precious Metal Fund

USD

‐5.93

16.5

‐3.90

‐16.0

‐3.92

‐3.30

4.46

‐3.00

‐22.7

10.2

‐1.06

‐14.0

‐33.0

74.8

79.1

40.7

‐0.95

‐34.8

0.71

238 CF Eclectica Agriculture Fund ‐ Class A EUR

EUR

5.31

3.54

0.00

1.71

0.00

‐3.25

3.36

‐5.69

‐8.62

6.60

‐2.65

2.73

‐15.7

31.4

30.8

24.8

‐0.26

‐22.3

0.72

254 Coronation Global Emerging Market Fund

USD

16.6

11.2

7.82

‐2.80

‐3.44

‐0.13

‐0.88

‐7.81

‐16.5

17.7

‐10.1

‐1.58

‐14.5

27.7

‐0.12

‐30.1

0.90

329 Digital Stars Europe Acc

EUR

7.96

2.59

5.35

‐0.11

‐0.36

‐2.84

‐2.84

‐11.5

‐6.08

6.19

‐2.43

1.20

‐16.0

32.6

37.0

25.6

‐0.31

‐26.1

0.91

330 Digital Stars Europe Ex ‐ UK Acc

EUR

8.66

3.59

4.38

0.50

‐0.82

‐3.20

‐4.52

‐12.3

‐8.20

8.13

‐2.98

0.39

‐21.4

32.3

36.1

26.8

‐0.55

‐29.8

0.93

357 ENISO Forte E

EUR

10.9

7.24

3.72

‐0.28

‐3.43

‐0.39

‐5.66

‐19.0

‐4.02

8.82

‐10.2

2.00

‐27.2

8.00

30.9

‐0.79

‐34.1

0.80

448 Globersel BCM Stock Picker

EUR

0.00

0.00

0.00

0.00

‐3.51

‐3.64

‐5.44

‐12.2

‐11.1

7.36

‐7.25

‐3.95

‐33.1

8.18

37.7

20.2

‐1.90

‐34.8

0.89

559 Kotak India Midcap Fund A USD

USD

26.8

21.7

6.64

‐2.28

‐3.04

0.28

2.94

‐12.4

‐6.94

2.85

‐13.2

‐8.72

‐40.0

25.6

‐0.74

‐34.7

0.56

560 Kotak Indian Multicap Fund A USD

USD

22.7

20.6

5.52

‐3.59

‐3.89

2.17

0.14

‐12.1

‐6.59

4.65

‐14.6

‐7.32

‐38.4

26.1

‐0.87

‐34.8

0.61

565 Labrusca Fund ‐ Global RC EUR

EUR

6.65

4.65

1.40

0.50

0.59

‐3.25

‐0.62

‐6.24

‐5.17

4.24

1.15

‐0.88

‐12.3

13.9

‐0.63

‐17.8

0.69

587 Long Term Investment Fund (SIA) ‐ Natural Resourc EUR

5.73

13.9

2.41

‐9.35

‐1.74

‐7.01

0.77

‐14.5

‐22.6

23.3

‐4.53

‐1.15

‐34.1

27.8

117.7

37.2

‐0.89

‐44.8

0.89

594 Lupus alpha Micro Champions

EUR

11.9

7.28

4.74

‐0.43

‐2.51

‐3.08

‐3.31

‐10.2

‐2.15

1.47

‐4.42

0.70

‐16.6

23.6

21.2

17.9

‐0.63

‐23.3

0.75

595 Lupus alpha Smaller Euro Champions

EUR

13.3

8.42

4.14

0.31

‐3.03

‐4.72

‐7.52

‐11.9

‐10.1

6.34

‐4.59

‐0.64

‐29.2

18.8

53.1

27.6

‐0.98

‐37.0

0.91

596 Lupus alpha Smaller German Champions

EUR

16.7

8.84

6.74

0.41

1.04

‐1.43

‐4.50

‐11.6

‐6.34

6.29

‐2.81

‐1.64

‐13.5

37.0

42.7

25.4

‐0.09

‐26.3

0.91

612 LYXOR Index Fund LPX 50 ‐ Part S

EUR

14.3

7.97

3.20

2.60

‐0.16

‐4.55

‐2.50

‐14.8

‐4.82

7.80

‐2.26

0.48

‐18.1

42.0

52.5

26.6

‐0.43

‐28.8

0.84

613 Lyxor L/S Equity Long Bias Index Fund IEUR

EUR

623 Magna Africa Fund ‐ Class A EUR

EUR

9.18

5.23

5.59

‐1.74

‐1.76

‐4.14

‐2.22

‐9.45

‐8.96

4.17

0.32

1.48

‐31.4

42.6

54.8

18.7

‐0.64

‐26.2

0.62

19.6

624 Magna Asia Fund ‐ Class A EUR

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

14.5

45.5

0.00

‐7.25

0.00

625 Magna Eastern European Fund ‐ Class A EUR

EUR

17.7

14.1

7.41

‐3.95

‐2.87

‐2.98

0.46

‐15.5

‐13.3

12.6

‐0.89

‐8.19

‐28.2

25.8

107.8

30.6

‐0.59

‐39.1

0.78

626 Magna Latin America ‐ Class A EUR

EUR

11.3

10.8

3.20

‐2.65

1.15

‐1.67

‐2.62

‐5.72

‐11.6

12.7

‐2.75

0.32

‐20.2

29.9

106.7

22.6

‐0.16

‐25.1

0.73

627 Magna Russia Fund ‐ Class A EUR

EUR

628 Magna Turkey Fund ‐ Class A EUR

EUR

697 MW GaveKal Greater China Fund ‐ Class A USD

USD

5.67

5.39

6.08

‐5.49

‐1.03

‐3.53

‐0.92

‐4.40

‐6.67

2.58

‐3.71

‐1.71

‐17.8

12.2

‐1.26

‐19.9

0.30

698 MW Greater China UCITS Fund ‐ Class A USD

USD

5.67

5.39

6.08

‐5.49

‐1.03

‐3.53

‐0.92

‐4.40

‐6.67

2.58

‐3.71

‐1.71

‐17.8

12.2

‐1.26

‐19.9

0.30

750 Occam Asia Focus Fund ‐ Class A EUR

USD

12.2

8.95

7.48

‐4.16

‐3.00

‐2.08

0.37

‐12.4

‐18.1

14.2

‐8.57

‐1.76

‐25.3

8.37

78.2

28.8

‐0.57

‐36.4

0.82

752 Occam Europe Focus Fund ‐ Class A EUR

EUR

6.62

4.69

2.63

‐0.77

0.40

‐3.76

‐2.08

‐9.77

‐5.37

6.17

1.03

0.93

‐10.6

18.3

22.6

21.1

‐0.13

‐22.5

0.92

761 Old Mutual UK Dynamic Equity Fund I EUR

EUR

15.9

6.31

8.30

0.65

0.68

‐0.80

‐0.93

‐12.7

‐3.80

10.6

‐2.16

1.66

‐5.33

30.2

25.3

0.57

‐21.8

0.86

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Long‐Bias
Data

31.03.2012

#

Fund Name

41

Average Equity Long‐Bias

Page 92

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

10.7

7.40

4.57

‐1.42

‐1.12

‐2.29

‐1.37

‐9.66

‐8.36

7.55

‐4.52

‐0.84

‐20.3

25.6

57.2

Vola Sortino MaxDD Eq‐Crl.
22.7

‐0.56

‐26.5

0.68

21.1

30.2

23.4

‐0.07

‐24.4

0.92

773 Oyster ‐ European Opportunities EUR

EUR

12.2

6.38

5.64

‐0.11

0.82

‐2.51

‐3.80

‐9.64

‐6.47

6.78

‐0.89

0.80

‐15.2

776 Oyster ‐ LatAm Opportunities Fund

EUR

13.6

12.5

4.11

‐3.08

‐2.03

‐3.22

‐5.09

‐4.78

‐18.6

16.4

‐6.52

‐3.94

‐29.7

29.8

‐0.59

‐33.5

0.81

827 PPF ‐ LPActive Value Fund

EUR

14.3

5.99

5.43

2.29

2.21

‐4.00

‐1.45

‐12.8

‐5.79

7.65

‐4.65

0.14

‐6.34

18.1

‐0.21

‐24.8

0.43

876 Russian Prosperity Fund ‐ EUR K shares

EUR

883 RWC Income Opportunities Fund A EUR

USD

931 Silk ‐ African Lions Fund I

EUR

7.71

4.80

2.94

‐0.16

3.54

‐3.74

‐1.85

‐9.61

‐5.77

0.32

‐1.21

2.87

‐25.9

12.7

‐0.92

‐21.7

0.13

932 Silk ‐ Arab Falcons Fund I

EUR

8.91

1.69

5.12

1.89

3.60

‐2.79

‐1.41

‐4.88

0.64

‐0.83

1.09

2.95

‐17.0

12.6

0.35

‐11.7

‐0.06

954 Strategic China Panda Fund ‐ EUR

EUR

1.66

0.38

4.26

‐2.86

‐0.21

‐1.74

1.60

‐7.57

‐14.5

3.56

‐3.65

‐1.52

‐19.0

21.1

‐1.00

‐26.7

0.67

4.10

1003 Tiburon Taiko Fund EUR

EUR

15.7

1.31

7.42

6.36

0.89

‐0.39

‐3.49

0.83

12.0

3.59

1004 Tiburon Taipan Fund B EUR

EUR

19.3

10.4

9.48

‐1.29

‐3.96

‐1.48

2.26

‐8.04

‐16.4

15.7

‐12.1

‐2.88

‐23.0

28.1

‐0.44

‐29.8

0.84

1058 Winton Global Equity Z USD

USD

9.89

5.85

3.06

0.73

‐2.05

0.59

‐1.79

‐11.2

‐1.07

9.81

‐11.5

6.76

0.30

23.1

0.71

‐17.4

0.26

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.49

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Long‐Bias
Data

31.03.2012

#

Fund Name

41

Average Equity Long‐Bias

Page 93

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

10.7

10.7

12.5

‐10.1

‐20.3

25.6

22.7

‐0.56

‐26.5

0.68

YTD

3m

6m

12m

2011

29.1

‐0.47

‐28.9

0.76

71.4

71.4

62.8

32.3

44.1

152 BBVA & Partners Augustus

EUR

13.6

13.6

15.8

‐12.2

‐20.2

160 BDT Invest Asian Focus Fund ‐ Class A USD

USD

12.3

12.3

13.7

‐2.47

‐17.5

14.1

18.7

‐0.06

‐21.3

0.81

62.8

62.8

45.7

82.3

58.8

161 BDT Invest Oriental Focus Fund ‐ Class A EUR

EUR

8.49

8.49

17.4

1.49

‐16.5

24.2

18.3

0.22

‐17.3

0.47

34.2

34.2

68.5

91.1

67.6

2010

Vola Sortino MaxDD Eq‐Crl.
14.3

54.2

38.2

50.0

18.1

68.6

85.7

79.4

38.3

50.0

74.3

88.5

94.1

82.4

221 Carton Capital Precious Metal Fund

USD

‐5.93

‐5.93

‐11.7

‐33.7

‐33.0

74.8

40.7

‐0.95

‐34.8

0.71

0.00

0.00

0.00

2.90

11.7

100.0

0.00

17.1

17.6

61.8

238 CF Eclectica Agriculture Fund ‐ Class A EUR

EUR

5.31

5.31

12.3

‐5.56

‐15.7

31.4

24.8

‐0.26

‐22.3

0.72

11.4

11.4

37.1

67.6

73.5

72.7

48.6

65.7

70.5

58.9

254 Coronation Global Emerging Market Fund

USD

16.6

16.6

21.4

‐5.64

‐14.5

27.7

‐0.12

‐30.1

0.90

85.7

85.7

91.4

64.7

79.4

22.9

77.1

29.4

17.7

329 Digital Stars Europe Acc

EUR

7.96

7.96

13.2

‐7.26

‐16.0

32.6

25.6

‐0.31

‐26.1

0.91

31.4

31.4

42.8

58.8

70.5

81.8

37.2

62.8

52.9

14.8

330 Digital Stars Europe Ex ‐ UK Acc

EUR

8.66

8.66

14.4

‐12.1

‐21.4

32.3

26.8

‐0.55

‐29.8

0.93

37.1

37.1

54.2

35.2

38.2

77.2

28.6

51.4

35.2

0.00

357 ENISO Forte E

EUR

10.9

10.9

10.5

‐20.2

‐27.2

8.00

30.9

‐0.79

‐34.1

0.80

48.5

48.5

28.5

11.7

26.4

4.50

5.80

28.5

23.5

44.2

448 Globersel BCM Stock Picker

EUR

0.00

0.00

‐4.35

‐34.2

‐33.1

8.18

20.2

‐1.90

‐34.8

0.89

2.80

2.80

2.80

0.00

8.80

9.00

65.8

2.80

11.7

23.6

559 Kotak India Midcap Fund A USD

USD

26.8

26.8

3.29

‐13.7

‐40.0

25.6

‐0.74

‐34.7

0.56

100.0

100.0

20.0

29.4

0.00

40.0

31.4

20.5

76.5

560 Kotak Indian Multicap Fund A USD

USD

22.7

22.7

1.55

‐17.5

‐38.4

26.1

‐0.87

‐34.8

0.61

97.1

97.1

11.4

20.5

2.90

34.3

25.7

14.7

73.6

565 Labrusca Fund ‐ Global RC EUR

EUR

6.65

6.65

11.5

‐6.53

‐12.3

13.9

‐0.63

‐17.8

0.69

25.7

25.7

31.4

61.7

85.2

82.9

37.1

88.2

64.8

19.6

36.3

587 Long Term Investment Fund (SIA) ‐ Natural Resourc EUR

5.73

5.73

23.1

‐27.3

‐34.1

27.8

37.2

‐0.89

‐44.8

0.89

20.0

20.0

97.1

5.80

5.80

59.0

2.90

22.8

0.00

20.6

594 Lupus alpha Micro Champions

EUR

11.9

11.9

9.27

‐10.2

‐16.6

23.6

17.9

‐0.63

‐23.3

0.75

54.2

54.2

22.8

47.0

64.7

45.4

80.0

40.0

64.7

53.0

595 Lupus alpha Smaller Euro Champions

EUR

13.3

13.3

14.2

‐22.3

‐29.2

18.8

27.6

‐0.98

‐37.0

0.91

65.7

65.7

51.4

8.80

20.5

31.8

25.8

14.2

5.80

8.90

596 Lupus alpha Smaller German Champions

EUR

16.7

16.7

18.5

‐3.14

‐13.5

37.0

25.4

‐0.09

‐26.3

0.91

88.5

88.5

77.1

73.5

82.3

86.3

42.9

80.0

47.0

11.8

612 LYXOR Index Fund LPX 50 ‐ Part S

EUR

14.3

14.3

21.0

‐7.82

‐18.1

42.0

26.6

‐0.43

‐28.8

0.84

77.1

77.1

88.5

55.8

50.0

90.9

31.5

60.0

41.1

29.5

613 Lyxor L/S Equity Long Bias Index Fund IEUR

EUR

623 Magna Africa Fund ‐ Class A EUR

EUR

9.18

9.18

15.8

‐11.2

‐31.4

42.6

18.7

‐0.64

‐26.2

0.62

42.8

42.8

65.7

44.1

14.7

95.4

71.5

34.2

50.0

70.6

624 Magna Asia Fund ‐ Class A EUR

EUR

0.00

0.00

0.00

0.00

0.00

14.5

0.00

‐7.25

0.00

2.80

2.80

8.50

88.2

97.0

22.7

100.0

0.00

100.0

625 Magna Eastern European Fund ‐ Class A EUR

EUR

17.7

17.7

20.6

‐17.7

‐28.2

25.8

30.6

‐0.59

‐39.1

0.78

91.4

91.4

85.7

17.6

23.5

54.5

8.60

45.7

2.90

47.1

626 Magna Latin America ‐ Class A EUR

EUR

11.3

11.3

22.4

‐5.41

‐20.2

29.9

22.6

‐0.16

‐25.1

0.73

51.4

51.4

94.2

70.5

41.1

63.6

57.2

71.4

55.8

55.9

627 Magna Russia Fund ‐ Class A EUR

EUR

628 Magna Turkey Fund ‐ Class A EUR

EUR

697 MW GaveKal Greater China Fund ‐ Class A USD

USD

5.67

5.67

2.59

‐11.8

‐17.8

12.2

‐1.26

‐19.9

0.30

14.2

14.2

14.2

38.2

52.9

94.3

5.70

82.3

91.2

698 MW Greater China UCITS Fund ‐ Class A USD

USD

5.67

5.67

2.59

‐11.8

‐17.8

12.2

‐1.26

‐19.9

0.30

14.2

14.2

14.2

38.2

52.9

94.3

5.70

82.3

91.2

750 Occam Asia Focus Fund ‐ Class A EUR

USD

12.2

12.2

15.1

‐15.7

‐25.3

8.37

28.8

‐0.57

‐36.4

0.82

57.1

57.1

57.1

26.4

32.3

13.6

17.2

48.5

8.80

35.3

752 Occam Europe Focus Fund ‐ Class A EUR

EUR

6.62

6.62

15.4

‐2.77

‐10.6

18.3

21.1

‐0.13

‐22.5

0.92

22.8

22.8

60.0

76.4

88.2

27.2

62.9

74.2

67.6

5.90

761 Old Mutual UK Dynamic Equity Fund I EUR

EUR

15.9

15.9

27.5

9.35

‐5.33

30.2

25.3

0.57

‐21.8

0.86

82.8

82.8

100.0

97.0

94.1

68.1

45.8

94.2

73.5

26.5

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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April 2012

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Equity Long‐Bias
Data

31.03.2012

#

Fund Name

41

Average Equity Long‐Bias

Page 94

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

10.7

10.7

12.5

‐10.1

‐20.3

25.6

22.7

‐0.56

‐26.5

0.68

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

21.1

23.4

‐0.07

‐24.4

0.92

60.0

60.0

82.8

79.4

76.4

40.9

51.5

82.8

61.7

3.00

773 Oyster ‐ European Opportunities EUR

EUR

12.2

12.2

19.7

‐2.58

‐15.2

776 Oyster ‐ LatAm Opportunities Fund

EUR

13.6

13.6

18.8

‐16.2

‐29.7

29.8

‐0.59

‐33.5

0.81

68.5

68.5

80.0

23.5

17.6

11.5

42.8

26.4

41.2

827 PPF ‐ LPActive Value Fund

EUR

14.3

14.3

17.5

‐2.01

‐6.34

18.1

‐0.21

‐24.8

0.43

74.2

74.2

71.4

85.2

91.1

77.2

68.5

58.8

85.3

876 Russian Prosperity Fund ‐ EUR K shares

EUR

883 RWC Income Opportunities Fund A EUR

USD

931 Silk ‐ African Lions Fund I

EUR

7.71

7.71

9.81

‐9.83

‐25.9

12.7

‐0.92

‐21.7

0.13

28.5

28.5

25.7

52.9

29.4

85.8

20.0

76.4

97.1

932 Silk ‐ Arab Falcons Fund I

EUR

8.91

8.91

12.4

4.16

‐17.0

12.6

0.35

‐11.7

‐0.06

40.0

40.0

40.0

94.1

61.7

88.6

91.4

97.0

100.0

954 Strategic China Panda Fund ‐ EUR

EUR

1.66

1.66

‐0.10

‐18.1

‐19.0

21.1

‐1.00

‐26.7

0.67

8.50

8.50

5.70

14.7

47.0

60.0

11.4

44.1

67.7

1003 Tiburon Taiko Fund EUR

EUR

15.7

15.7

12.2

12.0

3.59

0.49

80.0

80.0

34.2

97.2

100.0

1004 Tiburon Taipan Fund B EUR

EUR

19.3

19.3

17.8

‐10.0

‐23.0

28.1

‐0.44

‐29.8

0.84

94.2

94.2

74.2

50.0

35.2

20.0

57.1

32.3

32.4

1058 Winton Global Equity Z USD

USD

9.89

9.89

14.0

10.2

0.30

23.1

0.71

‐17.4

0.26

45.7

45.7

48.5

100.0

100.0

54.3

97.1

91.1

94.2

4.10

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.00

79.5

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April 2012

For European Professional Investors Only

5. Equity Strategies

Equity Emerging Markets

Page 95

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Em. Mkts.
Data

31.03.2012

#

Fund Name

39

Average Equity Em. Mkts.

14

AC Brasilien Inside EUR B

15
21

Page 96

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

6.66

5.63

3.83

‐2.69

‐2.27

‐1.63

0.49

‐7.04

‐7.66

4.22

‐3.52

‐1.39

‐16.3

15.5

57.1

16.8

‐0.68

‐21.6

0.50

EUR

2.50

2.75

3.15

‐3.29

2.99

‐1.65

0.53

‐2.58

‐10.1

5.48

‐2.23

5.27

‐8.16

6.61

41.3

17.3

0.15

‐16.4

0.62

AC Indien Inside EUR B

EUR

10.2

14.1

1.95

‐5.27

1.81

2.03

‐0.04

‐9.95

‐3.03

1.72

‐10.1

‐1.56

‐27.2

27.1

67.1

21.0

‐0.53

‐25.6

0.35

AC Triple Alpha Asia Fund EUR B

EUR

1.93

2.69

‐0.75

0.00

‐4.01

1.57

4.81

‐8.76

1.25

‐0.85

‐2.09

5.23

‐10.5

0.55

42.6

17.6

‐0.27

‐14.3

0.27

57

Alternative White Tiger Asia I USD

USD

0.00

0.00

0.00

0.00

‐1.24

0.00

0.00

0.00

0.00

0.00

0.00

0.00

‐0.79

‐11.2

3.80

0.81

‐1.41

0.14

83

ARN Newly Industrialised Economies Fund UCITS

USD

9.29

11.0

3.72

‐5.07

‐4.23

‐0.61

‐0.64

‐11.0

‐17.2

16.6

‐9.89

‐0.97

‐26.6

29.2

‐0.82

‐36.9

0.80

91

Assenagon Trend EM 75 (P)

EUR

1.92

4.75

2.12

‐4.72

‐0.79

‐0.39

0.77

‐0.57

0.12

‐0.16

‐0.02

0.81

‐6.48

6.78

0.68

‐3.17

0.19

95

Atlantis New China Fortune Fund

USD

4.90

8.23

8.05

‐10.3

‐4.84

‐10.7

‐1.67

‐14.9

‐24.6

19.6

‐10.6

1.29

‐37.4

10.5

39.9

‐1.11

‐53.8

0.75

‐30.9

54.7

24.0

‐1.05

‐37.0

0.49

20.2

‐0.45

100 Avaron Emerging Europe Fund

EUR

203 BQE Degroof JKC China Value B USD

USD

10.4

5.77

9.61

‐4.74

‐6.14

‐5.90

3.00

‐13.3

‐17.6

10.8

‐4.59

‐3.13

216 Calamos Emerging Markets Fund A USD

USD

9.50

5.84

4.43

‐0.93

‐2.45

‐3.00

‐0.70

‐5.12

‐12.6

12.6

‐2.79

‐3.43

298 DB Platinum Sloane Robinson Asia I1C‐U

0.93

USD

4.41

0.11

4.25

0.04

‐2.44

1.21

‐9.48

‐8.78

1.27

‐3.36

‐1.01

14.2

‐1.75

395 Finlabo Investments Sicav ‐Dynamic Emerging Mkts EUR

2.19

2.19

7.71

‐7.16

‐4.23

‐1.63

1.34

‐2.11

‐1.07

‐1.05

1.13

‐3.07

‐19.9

12.8

‐0.83

‐12.2

‐0.06
0.11

437 GLG EM Diversified Alternative IN EUR

EUR

5.50

4.51

3.32

‐2.29

‐1.52

‐0.14

‐0.78

‐11.3

‐3.53

‐0.33

‐0.29

0.29

‐15.8

12.3

‐1.11

‐18.4

0.60

439 GLG Emerging Markets Equity Alternative IN H EUR EUR

5.69

3.63

2.31

‐0.32

0.19

1.28

0.20

‐6.58

‐0.80

‐0.96

0.02

‐0.43

2.30

8.11

‐0.11

‐9.49

0.63

455 Goldman Sachs ‐ Javelin Cap Em Mkts Alpha F D£ C GBP
457 Griffin Eastern European Fund A EUR

EUR

10.8

11.9

5.73

‐6.34

‐3.28

‐1.20

1.13

‐12.0

‐9.46

8.54

‐1.20

‐7.24

‐23.7

15.4

73.3

25.2

‐0.71

‐31.7

0.78

458 Griffin Eastern European Value B EUR

EUR

3.59

2.77

2.22

‐1.39

‐2.72

‐1.38

0.46

‐4.69

‐3.38

3.01

‐0.08

‐2.58

‐10.4

9.18

40.8

6.59

‐1.52

‐13.6

0.52

490 HSBC GIF Global Emerging Markets Equity Alpha

USD

‐0.78

4.78

‐0.56

‐4.77

‐2.65

0.28

0.75

‐1.58

‐5.95

6.13

‐0.38

‐2.47

‐3.84

12.4

‐0.82

‐12.0

0.64

‐3.14

‐4.71

‐7.35

27.3

‐1.51

‐0.60

‐1.95

‐9.18

‐6.83

3.37

‐7.09

0.46

‐27.1

18.2

‐1.09

‐26.0

0.51
0.48

493 Hudson River Russia Growth

USD

17.4

14.0

2.75

0.17

504 INSYNERGY ‐ Absolute China Fund Unhedged

GBP

4.71

5.32

8.51

‐8.38

‐2.59

505 INSYNERGY ‐ Absolute India A

GBP

17.2

18.8

5.98

‐6.90

‐4.21

2.62

0.35

‐9.93

‐2.31

0.00

‐11.5

‐6.08

‐36.5

23.2

‐0.94

‐31.0

597 Lupus alpha Structure Emerging Markets

EUR

4.70

4.99

2.65

‐2.85

‐0.12

‐0.80

‐0.23

‐3.54

‐0.33

0.21

‐0.03

‐0.01

‐9.58

6.34

‐0.05

‐6.47

0.47

601 Lutetia Emerging Opportunities I EUR

EUR

0.00

0.00

0.00

0.00

‐5.17

‐8.75

3.38

‐18.2

‐24.9

‐5.58

0.31

0.83

24.2

‐1.96

‐48.9

0.47

647 Matrix Asia UCITS Fund ‐ I USD

USD

9.71

5.52

3.45

0.51

‐8.10

‐0.44

‐0.33

‐0.88

‐2.54

‐2.50

10.8

‐4.83

14.1

0.09

‐16.1

0.00

‐0.24

‐4.72

‐2.14

‐5.95

‐2.86

5.28

‐10.1

‐4.09

12.6

‐1.78

‐23.0

0.62

‐11.0

0.00

652 Melchior Selected Trust ‐ Indian Absolute Return B1 EUR
655 Merchant Galaxy China Absolute Return UCITS Fund EUR

0.07

0.07

0.00

0.00

677 MontLake Skyline UCITS Funds I USD

USD

9.65

5.66

4.83

‐1.00

685 MS Claritas Long Short Market Neutral E USD

USD

687 MS Indus PacifiChoice Asia Fund I USD

USD

3.59

1.59

2.92

‐0.92

0.47

‐4.51

‐8.48

‐0.62

‐1.42

1.32

10.4

‐1.23

0.64

688 MS Indus Select Asia Pacific Fund B USD

USD

15.0

8.66

6.12

‐0.29

2.64

‐8.14

‐8.83

10.2

‐8.57

‐1.22

22.1

0.10

0.88

9.01

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.78

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Em. Mkts.
Data

31.03.2012

#

Fund Name

39

Average Equity Em. Mkts.

727 NewSmith Emerging Markets UCITS 

Page 97

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

6.66

5.63

3.83

‐2.69

‐2.27

‐1.63

0.49

‐7.04

‐7.66

4.22

‐3.52

‐1.39

‐16.3

15.5

57.1

16.8

4.96

‐3.68

‐0.68

‐21.6

0.50

0

751 Occam Emerging Markets Opportunities Fund ‐ Clas USD
837 PTR ‐ Banyan P USD

USD

840 PTR ‐ Mandarin P USD

USD

860 Reyl Long/Short Emerging Markets B EUR

EUR

11.7

5.01

5.18

3.09

‐3.16

‐0.21

‐2.47

‐0.03

‐4.49

‐8.00

3.42

‐6.48

‐1.49

‐15.5

906 Schroder GAIA Sloane Robinson Emerg Mkts C Acc U USD

2.65

1.32

4.07

‐2.65

‐1.63

‐2.72

‐1.42 ‐10.46 ‐6.88

3.72

‐3.46

‐2.58

‐20.8

908 Schroder ISF Asian Total Return Fund

USD

11.1

7.04

3.55

0.20

0.86

0.02

2.55

‐3.87

‐12.3

8.83

‐2.84

‐0.78

‐3.78

1005 Tiburon Taurus Fund B EUR

EUR

13.5

5.95

6.29

0.75

‐2.14

‐0.76

0.17

‐3.22

‐10.3

11.5

‐9.00

‐2.34

‐14.1

1008 TOBAM Anti Benchmark Emerging Markets Fund A USD

10.3

5.44

6.02

‐1.35

‐7.99

‐10.9

9.39

‐5.10

‐0.66

26.4

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

77.2

‐0.06

11.9

‐1.25

‐19.0

0.19

15.5

‐1.17

‐22.7

0.85

17.2

0.58

‐20.1

0.77

18.3

‐0.38

‐18.5

0.81

24.6

‐0.42

0.82

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Em. Mkts.
Data

31.03.2012

Page 98

Rankings raw data

Rankings percentiles
12 months

#

Fund Name

39

Average Equity Em. Mkts.

CCY Rolling 12m

14

AC Brasilien Inside EUR B

15
21
57

Alternative White Tiger Asia I USD

USD

0.00

0.00

0.00

83

ARN Newly Industrialised Economies Fund UCITS

USD

9.29

9.29

13.7

91

Assenagon Trend EM 75 (P)

EUR

1.92

1.92

2.56

1.30

‐6.48

95

Atlantis New China Fortune Fund

USD

4.90

4.90

13.7

‐37.8

‐37.4

10.5

‐21.4

‐30.9

54.7

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

6.66

6.66

5.41

‐11.4

‐16.3

15.5

16.8

‐0.68

‐21.6

0.50

EUR

2.50

2.50

11.3

1.50

‐8.16

6.61

17.3

0.15

‐16.4

AC Indien Inside EUR B

EUR

10.2

10.2

‐0.80

‐10.7

‐27.2

27.1

21.0

‐0.53

AC Triple Alpha Asia Fund EUR B

EUR

1.93

1.93

4.14

‐4.58

‐10.5

0.55

17.6

‐0.27

0.52

‐0.79

‐11.2

‐19.3

‐26.6

100 Avaron Emerging Europe Fund

EUR

203 BQE Degroof JKC China Value B USD

USD

10.4

10.4

13.1

216 Calamos Emerging Markets Fund A USD

USD

9.50

9.50

15.7

298 DB Platinum Sloane Robinson Asia I1C‐U

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.62

23.3

23.3

68.9

95.6

76.1

25.0

45.2

89.6

60.8

42.0

‐25.6

0.35

73.3

73.3

13.7

47.8

14.2

87.5

29.1

58.6

30.4

71.0

‐14.3

0.27

16.6

16.6

51.7

65.2

61.9

12.5

42.0

72.4

69.5

74.2

0.00

100.0

100.0

100.0

83.9

3.30

48.2

13.0

16.2

3.80

0.81

‐1.41

0.14

3.30

3.30

17.2

86.9

95.2

29.2

‐0.82

‐36.9

0.80

60.0

60.0

89.6

17.3

23.8

6.78

0.68

‐3.17

0.19

13.3

13.3

41.3

91.3

80.9

90.4

96.5

95.6

80.7

39.9

‐1.11

‐53.8

0.75

46.6

46.6

82.7

4.30

0.00

50.0

0.00

27.5

0.00

29.1

24.0

‐1.05

‐37.0

0.49

80.0

80.0

79.3

8.60

9.50

100.0

19.4

37.9

8.60

58.1

20.2

‐0.45

0.93

63.3

63.3

96.5

32.3

62.0

0.00

USD

4.41

4.41

1.15

14.2

‐1.75

‐0.06

36.6

36.6

34.4

54.9

6.80

395 Finlabo Investments Sicav ‐Dynamic Emerging Mkts EUR

2.19

2.19

‐0.88

‐7.85

‐19.9

12.8

‐0.83

‐12.2

0.11

20.0

20.0

10.3

56.5

38.0

61.3

44.8

78.2

100.0
87.1

437 GLG EM Diversified Alternative IN EUR

EUR

5.50

5.50

5.16

‐11.8

‐15.8

12.3

‐1.11

‐18.4

0.60

53.3

53.3

62.0

39.1

42.8

71.0

31.0

56.5

48.4

439 GLG Emerging Markets Equity Alternative IN H EUR EUR

5.69

5.69

4.25

0.00

2.30

8.11

‐0.11

‐9.49

0.63

56.6

56.6

55.1

82.6

100.0

87.1

75.8

86.9

38.8

455 Goldman Sachs ‐ Javelin Cap Em Mkts Alpha F D£ C GBP
457 Griffin Eastern European Fund A EUR

EUR

10.8

10.8

10.3

‐17.6

‐23.7

15.4

25.2

‐0.71

‐31.7

0.78

83.3

83.3

65.5

26.0

28.5

62.5

9.70

55.1

17.3

19.4

458 Griffin Eastern European Value B EUR

EUR

3.59

3.59

3.87

‐8.32

‐10.4

9.18

6.59

‐1.52

‐13.6

0.52

33.3

33.3

48.2

52.1

66.6

37.5

93.6

10.3

73.9

51.7

490 HSBC GIF Global Emerging Markets Equity Alpha

USD

‐0.78

‐0.78

2.31

‐7.29

‐3.84

12.4

‐0.82

‐12.0

0.64

0.00

0.00

37.9

60.8

85.7

67.8

51.7

82.6

35.5

493 Hudson River Russia Growth

USD

17.4

17.4

0.36

27.3

‐1.51

0.00

100.0

100.0

27.5

6.50

13.7

504 INSYNERGY ‐ Absolute China Fund Unhedged

GBP

4.71

4.71

1.03

‐18.6

‐27.1

18.2

‐1.09

‐26.0

0.51

43.3

43.3

31.0

21.7

19.0

38.8

34.4

26.0

54.9

505 INSYNERGY ‐ Absolute India A

GBP

17.2

17.2

‐2.62

‐16.3

‐36.5

23.2

‐0.94

‐31.0

0.48

96.6

96.6

6.80

34.7

4.70

22.6

41.3

21.7

61.3

597 Lupus alpha Structure Emerging Markets

EUR

4.70

4.70

4.87

‐1.25

‐9.58

6.34

‐0.05

‐6.47

0.47

40.0

40.0

58.6

78.2

71.4

96.8

79.3

91.3

64.6

601 Lutetia Emerging Opportunities I EUR

EUR

0.00

0.00

‐4.50

‐43.9

24.2

‐1.96

‐48.9

0.47

3.30

3.30

3.40

0.00

16.2

0.00

4.30

67.8

647 Matrix Asia UCITS Fund ‐ I USD

USD

9.71

9.71

12.8

‐2.83

14.1

0.09

‐16.1

0.00

70.0

70.0

75.8

73.9

58.1

82.7

65.2

90.4

‐9.16

‐20.2

12.6

‐1.78

‐23.0

0.62

10.0

10.0

0.00

13.0

64.6

3.40

34.7

45.2

0.78

66.6

66.6

‐11.0

57.1

93.6

652 Melchior Selected Trust ‐ Indian Absolute Return B1 EUR
655 Merchant Galaxy China Absolute Return UCITS Fund EUR

0.07

0.07

677 MontLake Skyline UCITS Funds I USD

USD

9.65

9.65

685 MS Claritas Long Short Market Neutral E USD

USD

687 MS Indus PacifiChoice Asia Fund I USD

USD

3.59

3.59

2.82

10.4

‐1.23

0.64

30.0

30.0

44.8

80.7

20.6

32.3

688 MS Indus Select Asia Pacific Fund B USD

USD

15.0

15.0

14.4

22.1

0.10

0.88

93.3

93.3

93.1

25.9

86.2

3.30

9.01

83.9

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

22.6

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Equity Em. Mkts.
Data

31.03.2012

#

Fund Name

39

Average Equity Em. Mkts.

727 NewSmith Emerging Markets UCITS 

Page 99

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

6.66

6.66

5.41

‐11.4

‐16.3

15.5

16.8

‐0.68

‐21.6

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.50

0

751 Occam Emerging Markets Opportunities Fund ‐ Clas USD
837 PTR ‐ Banyan P USD

USD

840 PTR ‐ Mandarin P USD

USD

860 Reyl Long/Short Emerging Markets B EUR

EUR

11.7
5.01

5.01

0.05

‐11.3

‐15.5

906 Schroder GAIA Sloane Robinson Emerg Mkts C Acc U USD

2.65

2.65

0.13

‐17.5

‐20.8

908 Schroder ISF Asian Total Return Fund

USD

11.1

11.1

16.5

6.70

‐3.78

1005 Tiburon Taurus Fund B EUR

EUR

13.5

13.5

12.4

‐4.49

‐14.1

1008 TOBAM Anti Benchmark Emerging Markets Fund A USD

10.3

10.3

13.7

26.4

‐0.06

77.5

11.9

‐1.25

‐19.0

0.19

50.0

50.0

20.6

43.4

47.6

15.5

‐1.17

‐22.7

0.85

26.6

26.6

17.2

0.58

‐20.1

0.77

86.6

86.6

24.1

30.4

33.3

100.0

100.0

90.4

18.3

‐0.38

‐18.5

0.81

90.0

90.0

72.4

69.5

52.3

24.6

‐0.42

0.82

76.6

76.6

86.2

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

75.0

96.8

74.2

17.2

47.8

77.5

51.7

24.1

39.1

6.50

48.4

93.1

43.4

25.9

35.5

68.9

52.1

13.0

13.0

65.5

9.70

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

5. Equity Strategies

Event Driven

April 2012
Page 100

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Event Driven
Data

31.03.2012

#

Fund Name

30

Average Event Driven

79

APM Aktienfonds Deutschland Spezial I VT

Page 101

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.91

1.36

1.24

0.26

‐0.51

‐0.79

‐0.58

‐2.40

‐1.32

1.65

‐0.83

‐0.08

‐3.26

2.75

6.14

7.20

‐0.23

‐8.55

0.44

EUR

5.90

1.52

3.17

1.11

0.45

‐1.48

‐0.23

‐3.08

‐0.97

‐0.40

‐3.16

2.24

‐2.24

6.60

0.26

‐9.34

0.11

222 Castlerigg Merger Arbitrage Ucits Fund Inst. EUR

USD

8.16

2.70

3.99

1.27

‐0.69

1.92

‐0.92

‐8.19

0.15

4.92

‐1.49

0.89

‐0.29

14.0

0.41

‐12.9

0.06

282 DB Platinum dbX‐THF Event Driven Index Fund I1C

USD

4.76

2.53

1.39

0.78

‐1.16

‐2.27

‐1.19

‐3.03

‐3.31

2.09

‐1.04

‐0.72

‐8.35

8.07

‐0.89

‐11.3

0.92

292 DB Platinum IV Paulson Global I1C‐E

EUR

6.55

5.13

1.78

‐0.43

‐4.10

‐6.46

‐3.18

‐8.88

‐13.1

7.56

‐3.77

‐5.06

‐33.5

25.6

‐1.35

‐34.7

0.01

304 Degroof ‐ Hector Sicav Golden Global Fund A

EUR

2.74

1.42

1.28

0.03

‐0.86

‐1.92

0.07

‐0.65

‐1.37

‐0.76

‐1.90

0.94

3.97

‐1.55

‐8.20

0.11

‐0.86

‐1.34

‐0.89

‐2.18

‐1.53

2.21

‐0.73

‐1.60

6.31

‐0.78

‐7.76

0.78

‐0.51

‐0.29

‐0.96

1.28

0.86

0.87

5.45

0.48

0.16

‐4.10

‐0.11

0.13

5.94

‐0.20

‐5.75

0.73

322 Dexia Long Short Risk Arbitrage ‐ Class C EUR

EUR

2.16

2.02

0.87

‐0.73

331 Diva Synergy UCITS Fund A EUR

EUR

1.21

0.13

1.01

0.07

388 FCP ALPHA Quattro Part A

EUR

‐0.04

0.01

0.00

‐0.05

0.07

‐0.01

0.04

0.05

0.03

‐0.02

‐0.02

0.04

‐1.36

‐1.54

‐0.03

1.23

0.49

‐0.82

‐3.32
0.63

4.89
1.46

7.66
5.55

0.63

425 GAMCO Merger Arbitrage A EUR

EUR

532 JPM Global Merger Arbitrage Fund A EUR hedge

EUR

0.80

‐0.06

1.49

‐0.62

0.39

‐0.38

566 Laffitte Equity Arbitrage 

EUR

‐0.27

‐0.89

1.15

‐0.51

0.82

1.89

1.10

‐1.70

‐0.20

‐1.68

‐0.41

‐0.36

0.84

1.49

8.28

‐0.34

‐7.31

0.43

567 Laffitte Risk Arbitrage Ucits

EUR

0.23

‐0.07

0.79

‐0.48

0.39

1.11

‐0.11

0.79

0.85

‐0.73

0.07

0.14

3.33

4.79

5.15

0.48

‐3.59

0.33

575 Lemanik European Special Situations

EUR

5.72

4.60

1.46

‐0.38

‐0.79

‐0.66

‐1.66

‐1.70

‐0.21

2.48

‐2.59

‐1.00

‐7.87

0.54

7.04

‐0.18

‐6.50

0.58

602 Lutetia Patrimoine P EUR

EUR

1.40

0.63

0.88

‐0.11

0.42

‐0.68

‐1.15

‐2.05

‐0.51

1.50

0.51

0.17

‐0.94

5.17

4.40

‐0.05

‐5.11

0.49

616 Lyxor Merger Arbitrage Index Fund I EUR

EUR

621 Lyxor Special Situations Index Fund I EUR

EUR
‐2.07

‐0.77

2.82

0.45

0.41

‐3.24

‐1.41

1.00

‐2.52

‐3.99

1.11

‐1.17

‐2.03

‐9.41

667 MLIS Westchester Merger Arbitrage UCITS Fund EU EUR

1.56

0.22

0.81

0.52

668 MLIS York Asian Event Driven Ucits C EUR

3.29

‐0.85

4.11

0.06

EUR

669 MLIS York Event Driven UCITS EUR C Acc

EUR

9.96

4.67

3.18

1.82

‐0.34

‐2.88

‐1.95

‐6.41

‐4.92

3.81

0.91

0.05

‐6.83

690 MS PSAM Global Event UCITS Fund B EUR

EUR

2.91

1.01

1.18

0.69

‐1.08

‐0.88

‐1.43

‐0.83

0.96

1.74

‐0.80

0.67

0.99

22.3

0.77

5.01

0.38

7.13

‐1.71

‐13.4

0.82
0.45

10.9

‐0.29

‐16.4

0.84

3.48

0.18

‐5.00

0.27

711 Natixis ‐ Sixtina Harbert Event Opportunities Fund B EUR
753 Ockham Sicav Navigator Fund A EUR

EUR

757 OFI Risk Arb Absolu A

EUR

2.21

0.93

1.17

0.10

‐0.32

0.06

‐0.82

‐0.24

0.78

1.41

‐0.26

0.14

2.59

3.34

2.82

4.91

0.64

‐4.35

0.55

758 OFI Risk Arbitrages C

EUR

0.89

0.50

0.39

‐0.01

‐0.07

0.19

‐0.04

0.08

0.46

0.50

0.00

‐0.05

1.74

1.10

2.63

1.48

1.01

‐0.97

0.53

813 PineBridge Merger Arbitrage Y USD 

USD

887 Saint‐Honoré Active Strategies ‐ Class C

EUR

3.08

1.16

1.45

0.44

‐0.26

‐0.70

‐0.86

‐3.34

‐0.93

1.33

‐0.19

0.98

‐2.13

3.86

‐0.30

‐6.35

0.43

892 Salus Alpha Event Driven (VT)

EUR

0.00

0.00

0.00

0.00

0.54

‐0.27

0.74

‐0.44

‐0.60

0.72

1.51

0.00

4.16

1.59

‐4.10

10.5

0.38

‐4.26

0.47

895 Salus Alpha RN Special Situations 

EUR

10.9

4.85

3.81

1.91

‐0.66

‐2.32

0.09

‐7.88

‐3.03

3.76

‐7.17

1.29

‐12.7

15.4

‐0.40

‐16.8

0.67

968 Syquant ‐ Helium Opportunites Part A

EUR

1.59

0.29

0.67

0.63

0.26

0.26

0.31

‐0.96

0.49

1.31

‐0.43

0.31

4.66

1.56

2.78

‐1.23

0.19

1063 York Lion Merger Arbitrage Liquidity Fund UI B EU

EUR

‐5.85

0.24

‐6.23

0.17

‐0.19

0.91

‐0.35

‐0.56

0.96

1.43

0.51

0.66

3.52

7.68

‐0.39

‐6.87

0.08

5.10

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Event Driven
Data

31.03.2012

#

Fund Name

30

Average Event Driven

79

APM Aktienfonds Deutschland Spezial I VT

Page 102

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.91

2.91

3.64

‐1.78

‐3.26

2.75

7.20

‐0.23

‐8.55

0.44

EUR

5.90

5.90

4.44

‐0.63

‐2.24

6.60

0.26

‐9.34

222 Castlerigg Merger Arbitrage Ucits Fund Inst. EUR

USD

8.16

8.16

12.8

5.31

‐0.29

14.0

0.41

282 DB Platinum dbX‐THF Event Driven Index Fund I1C

USD

4.76

4.76

5.07

‐5.13

‐8.35

8.07

‐0.89

‐33.5

292 DB Platinum IV Paulson Global I1C‐E

EUR

6.55

6.55

4.69

‐28.1

304 Degroof ‐ Hector Sicav Golden Global Fund A

EUR

2.74

2.74

0.97

‐4.05

322 Dexia Long Short Risk Arbitrage ‐ Class C EUR

EUR

2.16

2.16

1.99

‐3.45

331 Diva Synergy UCITS Fund A EUR

EUR

1.21

1.21

4.28

388 FCP ALPHA Quattro Part A

EUR

‐0.04

‐0.04

‐0.04

0.26

‐3.32
0.63

4.89
1.46

YTD

3m

6m

12m

2011

0.11

82.6

82.6

60.8

42.8

36.8

43.5

65.2

28.5

82.7

‐12.9

0.06

91.3

91.3

95.6

100.0

52.6

8.70

78.2

19.0

95.7

‐11.3

0.92

73.9

73.9

78.2

14.2

15.7

26.1

17.3

23.8

0.00

0.00

0.00

13.0

0.00

100.0

78.3

8.60

33.3

87.0

47.9

21.7

38.0

13.1

56.6

82.6

100.0

0.00

100.0

78.3

52.2

47.8

61.9

17.4

25.6

‐1.35

‐34.7

0.01

86.9

86.9

73.9

0.00

3.97

‐1.55

‐8.20

0.11

56.5

56.5

17.3

19.0

‐7.76

23.8

6.31

‐0.78

5.45

0.48

0.78

47.8

47.8

34.7

0.63

30.4

30.4

56.5

0.16

‐4.10

‐0.11

0.13

8.60

8.60

13.0

61.9

5.94

‐0.20

‐5.75

0.73

21.7

21.7

30.4

47.6

31.5
57.8

2010

80.0
30.0

Vola Sortino MaxDD Eq‐Crl.

26.1

425 GAMCO Merger Arbitrage A EUR

EUR

532 JPM Global Merger Arbitrage Fund A EUR hedge

EUR

0.80

0.80

1.70

‐0.49

566 Laffitte Equity Arbitrage 

EUR

‐0.27

‐0.27

‐2.71

‐1.09

0.84

1.49

8.28

‐0.34

‐7.31

0.43

4.30

4.30

4.30

38.0

63.1

40.0

21.8

34.7

42.8

56.6

567 Laffitte Risk Arbitrage Ucits

EUR

0.23

0.23

‐0.28

2.65

3.33

4.79

5.15

0.48

‐3.59

0.33

17.3

17.3

8.60

80.9

84.2

70.0

60.9

86.9

85.7

65.3

575 Lemanik European Special Situations

EUR

5.72

5.72

4.49

‐0.46

‐7.87

0.54

7.04

‐0.18

‐6.50

0.58

78.2

78.2

65.2

52.3

21.0

0.00

39.2

52.1

52.3

30.5

602 Lutetia Patrimoine P EUR

EUR

1.40

1.40

3.62

0.84

‐0.94

5.17

4.40

‐0.05

‐5.11

0.49

34.7

34.7

52.1

66.6

47.3

100.0

74.0

56.5

66.6

43.5

616 Lyxor Merger Arbitrage Index Fund I EUR

EUR

621 Lyxor Special Situations Index Fund I EUR

EUR

667 MLIS Westchester Merger Arbitrage UCITS Fund EU EUR

1.56

1.56

5.32

668 MLIS York Asian Event Driven Ucits C EUR

EUR

3.29

3.29

1.12

‐9.18

‐9.41

669 MLIS York Event Driven UCITS EUR C Acc

EUR

9.96

9.96

15.2

‐1.85

‐6.83

690 MS PSAM Global Event UCITS Fund B EUR

EUR

2.91

2.91

4.56

1.44

0.99

0.77

5.01

0.38

0.82

39.1

39.1

86.9

7.13

‐1.71

‐13.4

0.45

69.5

69.5

21.7

4.70

10.5

10.9

‐0.29

‐16.4

0.84

95.6

95.6

100.0

33.3

26.3

3.48

0.18

‐5.00

0.27

60.8

60.8

69.5

71.4

68.4

10.0

65.3

73.9

34.8

4.30

14.2

52.2

8.70

13.1

43.4

9.50

4.40

87.0

60.8

71.4

69.6

711 Natixis ‐ Sixtina Harbert Event Opportunities Fund B EUR
753 Ockham Sicav Navigator Fund A EUR

EUR

757 OFI Risk Arb Absolu A

EUR

2.21

2.21

3.53

2.90

2.59

3.34

4.91

0.64

‐4.35

0.55

52.1

52.1

47.8

85.7

78.9

60.0

69.6

91.3

76.1

34.8

758 OFI Risk Arbitrages C

EUR

0.89

0.89

1.34

1.96

1.74

1.10

1.48

1.01

‐0.97

0.53

26.0

26.0

26.0

76.1

73.6

20.0

95.7

95.6

95.2

39.2

813 PineBridge Merger Arbitrage Y USD 

USD

887 Saint‐Honoré Active Strategies ‐ Class C

EUR

3.08

3.08

5.27

0.10

‐2.13

3.86

‐0.30

‐6.35

0.43

65.2

65.2

82.6

57.1

42.1

82.7

39.1

57.1

60.9

892 Salus Alpha Event Driven (VT)

EUR

0.00

0.00

2.25

3.42

4.16

10.5

0.38

‐4.26

0.47

13.0

13.0

39.1

90.4

94.7

17.4

69.5

80.9

47.9

895 Salus Alpha RN Special Situations 

EUR

10.9

10.9

8.23

‐5.17

‐12.7

15.4

‐0.40

‐16.8

0.67

100.0

100.0

91.3

9.50

5.20

4.40

26.0

4.70

21.8

91.4

100.0

90.4

74.0

30.5

30.4

47.6

91.4

968 Syquant ‐ Helium Opportunites Part A

EUR

1.59

1.59

2.80

3.79

4.66

1063 York Lion Merger Arbitrage Liquidity Fund UI B EU

EUR

‐5.85

‐5.85

‐3.38

‐2.24

3.52

1.59
5.10

1.56

2.78

‐1.23

0.19

43.4

43.4

43.4

95.2

100.0

7.68

‐0.39

‐6.87

0.08

0.00

0.00

0.00

28.5

89.4

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

50.0
90.0

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Alternative UCITS Performance Guide
For European Professional Investors Only

6. FI and GTAA Strategies

Fixed Income

April 2012
Page 103

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 104

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

4.44

0.13

‐5.24

0.18

1.23

‐0.24

‐0.59

‐0.24

‐3.82

‐3.35

2.31

‐1.51

0.64

‐4.24

4.43

4.72

‐0.75

‐8.83

0.36

7

Aberdeen Global IV ‐ Fixed Income Alpha Fund Z2 E EUR

4.56

1.52

1.75

9

Absolute Insight Credit Fund

EUR

7.60

2.61

4.49

0.36

0.62

‐0.75

0.00

‐4.48

‐6.86

3.02

‐1.81

‐0.23

‐1.29

11.0

‐0.29

‐14.9

‐0.17

11

Absolute Insight Emerging Market Debt Fund

EUR

4.73

2.64

2.19

‐0.15

0.00

‐0.38

1.07

‐0.38

‐1.97

1.86

‐1.44

‐0.69

0.08

7.96

3.59

1.30

‐3.30

0.12

22

AC Triple Alpha Fixed Income 50 Fund

EUR

0.52

1.12

2.09

‐2.63

1.67

0.15

0.08

3.48

0.45

‐3.35

‐0.88

1.78

2.88

0.01

7.74

1.38

‐7.74

‐0.16

24

ACPI Global Fixed Income UCITS Fund EUR B

EUR

3.75

3.21

0.81

‐0.29

0.54

‐0.15

0.92

‐0.95

‐1.39

1.06

‐1.15

1.03

1.79

3.28

1.67

‐3.38

0.25

9.52

4.45

3.88

0.94

0.13

‐2.07

‐0.30

‐6.65

‐3.50

0.70

‐2.07

1.23

‐8.79

8.27

‐0.59

‐15.6

0.74

0.78

0.72

0.24

‐0.18

0.59

1.14

‐2.19

1.67

0.14

0.56

2.44

1.94

26

Acropole Mix Income A

EUR

38

Alliance Bernstein AI ‐ Enhanced Alpha Portfolio

USD

47

Allianz RCM Renminbi Fixed Income A H2 EUR

EUR

62

Amundi Arbitrage Credit

EUR

4.03

2.04

1.52

0.43

‐0.18

‐0.70

‐1.01

‐3.14

‐4.39

1.31

‐4.44

0.40

‐7.12

7.99

6.55

5.33

‐1.63

‐12.1

0.25

68

Amundi Funds Absolute VAR 2 ‐ AE C

EUR

0.69

‐0.02

0.65

0.05

‐0.01

‐0.50

‐0.56

‐1.12

‐2.25

0.79

‐1.44

0.39

‐4.71

1.17

12.3

2.51

‐2.36

‐5.59

0.38

0.39

69

Amundi Funds Absolute VAR 4 ‐ AE C

EUR

0.95

‐0.23

1.35

‐0.17

‐0.03

‐0.26

‐1.50

‐2.11

‐2.32

1.13

‐2.21

1.23

‐5.52

1.36

20.8

3.74

‐1.92

‐7.74

0.54

74

Amundi Funds Absolute Yield ‐ AE C

EUR

2.20

1.39

0.58

0.21

0.12

‐0.19

‐0.17

‐2.73

‐1.00

1.57

‐1.10

0.63

‐2.02

3.90

20.1

3.05

‐0.64

‐4.35

0.65

85

Ascensio II Absolute Return Bond Fund

EUR

8.31

4.44

2.48

1.20

0.67

‐5.22

0.35

‐2.56

‐3.53

1.21

‐4.17

0.60

‐9.92

‐2.06

15.4

7.15

‐0.95

‐13.2

0.13

88

Assenagon Credit Basis II (P)

EUR

‐2.16

‐3.22

0.28

0.82

0.43

0.39

0.47

0.10

0.26

0.30

‐0.26

0.09

‐0.39

3.54

‐0.28

‐3.49

‐0.13

89

Assenagon Credit Debt Capital I

EUR

2.30

0.34

1.30

0.65

0.86

‐0.30

0.16

2.08

5.45

97

Auriga Investors ‐ Global Bond B Cap

EUR

105 Aviva Investors SICAV ‐ Absolute T250 Bond Fund ‐ B EUR

‐0.87

‐0.39

‐0.19

‐0.29

0.59

‐0.49

0.98

0.68

0.00

‐0.10

0.29

‐0.67

0.78

0.99

1.91

‐0.68

‐1.91

‐0.32

110 AXA IM Alpha Credit I Acc

EUR

3.45

1.47

1.20

0.73

0.41

‐0.18

‐0.59

‐2.31

‐1.20

0.97

‐1.65

0.58

‐2.00

3.33

9.55

2.54

‐0.60

‐4.96

0.46

111 AXA IM Alpha Euro Bonds C Acc

EUR

0.00

0.00

0.00

0.00

0.11

‐0.29

0.00

‐0.29

‐0.19

0.04

‐0.29

0.14

‐0.46

‐1.79

4.14

0.75

‐2.43

‐1.42

0.28

114 AZ Fund 1 Cat Bond Fund A

EUR

‐0.38

125 Bantleon Dynamic IA

EUR

0.51

0.43

0.35

‐0.28

1.01

‐0.87

1.69

2.35

0.56

‐0.96

‐0.38

‐2.12

‐0.39

1.00

‐4.18

4.20

0.46

‐4.18

‐0.18

128 Bantleon Trend IA

EUR

‐0.24

0.29

‐0.07

‐0.46

1.82

‐0.86

2.26

3.15

0.76

‐0.79

0.14

‐1.07

3.58

1.41

‐0.66

4.63

1.53

‐2.91

‐0.32

139 Barclays Target Alpha Program 4 EUR G

EUR

141 Baring Absolute Return Global Bond Trust ‐ Class A  GBP

3.17

0.58

0.83

1.73

‐0.74

‐1.87

‐4.35

‐2.63

‐1.48

2.08

‐1.79

‐0.50

‐8.61

‐5.13

14.8

8.66

‐1.22

‐13.6

0.64

144 BayernInvest Bond Global Select Fonds

9.41

4.22

3.83

1.11

1.96

‐0.46

0.17

‐10.2

2.26

3.58

2.28

‐1.21

2.92

11.5

0.66

‐12.6

0.35

EUR

145 BayernInvest Dynamic Alpha‐Fonds

EUR

0.36

0.09

0.08

0.20

0.38

‐0.02

‐0.10

‐0.54

0.05

0.10

‐0.08

0.14

0.67

0.78

‐0.60

‐0.69

0.13

148 BayernInvest Rendite Dynamic Inst AL EUR

EUR

1.47

0.21

0.46

0.79

‐2.00

‐1.19

2.20

‐0.89

‐2.42

‐1.25

‐0.46

2.35

‐7.11

‐1.28

‐2.88

6.41

‐0.89

‐7.06

0.15

149 BayernInvest Renten Plus‐Fonds

EUR

3.63

0.23

2.97

0.41

1.17

‐0.74

‐0.47

‐3.55

‐0.68

2.80

‐1.25

0.12

‐3.17

0.76

4.14

9.74

‐0.15

‐8.94

0.55

166 Berenberg Duration Protect Anteilklasse I

EUR

‐2.29

0.09

‐2.23

‐0.16

1.38

0.21

2.07

1.77

1.56

‐0.55

‐1.46

1.81

5.06

5.63

0.88

‐3.97

‐0.41

168 Berenberg DyMacs Fixed Market Neutral UI I

EUR

‐1.28

0.52

‐1.98

0.19

‐0.06

0.35

0.50

‐0.17

0.22

0.55

0.51

0.50

1.05

2.58

0.13

‐2.23

0.09

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 105

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income
171 Berenberg Fixed Income Alpha Anteilklasse I

EUR

178 Blackrock Absolute Return Bond ‐ Class P

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

‐4.31

‐0.14

‐3.75

‐0.44

1.19

‐0.02

0.78

1.24

‐0.08

‐1.04

‐1.56

0.03

‐0.99

Vola Sortino MaxDD Eq‐Crl.
4.44

0.13

‐5.24

0.18

4.31

‐1.51

‐7.25

‐0.24

GBP

0.68

0.49

0.15

0.05

0.05

0.05

1.07

181 BlueBay Emerging Market Absolute Return Bond Fu USD

0.00

0.00

0.00

0.00

0.00

0.00

0.00

185 BNP Paribas L1 ‐ Absolute Return Stability C ‐ EUR

EUR

‐0.07

0.33

‐0.08

‐0.32

‐0.11

‐0.26

‐0.57

0.16

0.23

‐0.28

0.21

0.14

‐0.16

0.57

189 BNP PARIBAS L1 V350 Classics Share

EUR

2.37

0.51

1.61

0.24

‐0.46

‐0.54

‐0.25

‐1.55

‐0.61

0.09

‐0.51

0.55

‐2.56

3.36

194 BNY Mellon Evolution Global Strategic Bond A USD USD

2.37

1.54

1.11

‐0.30

‐0.40

‐1.79

‐0.10

‐0.71

‐0.71

‐0.41

‐0.52

0.83

‐2.51

202 Bond Absolute Return EUR B

EUR

2.17

1.33

0.69

0.14

0.55

‐0.79

0.21

1.28

‐0.02

0.00

‐0.93

1.26

1.81

204 Bradesco Brazilian Fixed Income USD R

USD

5.75

8.02

3.10

‐5.05

0.51

‐13.4

10.8

‐4.34

‐2.99

205 Brevan Howard Absolute Return Bond Plus Fund

USD

‐0.57

0.29

‐0.60

‐0.26

206 Brevan Howard Emerging Mkts Lcl Fixed Inc Fnd E U USD

4.61

2.20

2.96

‐0.58

0.31

210 BSF European Credit Strategies Fund X2 EUR

EUR

2.32

0.86

0.43

1.01

0.84

213 BSF Fixed Income Strategies Fund I2

EUR

3.13

1.41

1.04

0.65

0.13

215 Byron Fixed Income Alpha Fund EUR

EUR

0.04

0.64

2.23

‐0.62

‐0.94

1.04

0.20

0.50

0.50

‐1.62

‐0.12

0.17

‐0.55

0.50

0.30

‐1.19

‐0.10

‐0.13

1.26

0.05

‐0.44

‐0.10

‐1.33

‐0.80

0.46

‐1.15

0.78

‐1.30

‐0.02

1.64

3.65

1.68

0.17

1.18

‐1.32

‐1.14

0.07

2.16

‐0.92

‐4.32

0.39

2.89

‐1.04

‐5.02

‐0.11

2.22

2.23

‐1.41

‐0.08

18.5

‐0.83

4.62

0.36

4.33

1.68

0.62
‐3.37

0.06
‐0.13

3.75

1.96

‐2.37

‐0.05

1.99

‐0.19

‐3.39

0.39

217 CamGestion Obli Contrario ‐ Part I

EUR

‐0.53

‐0.28

‐0.04

‐0.21

‐1.15

‐0.21

‐2.26

‐2.02

‐1.78

1.02

‐0.02

‐2.43

‐8.15

‐6.81

‐0.85

5.50

‐2.25

‐10.1

0.41

219 Cardif Arbitrages

EUR

0.41

0.16

0.13

0.12

0.11

0.12

0.14

0.03

0.01

0.09

0.12

0.11

1.15

0.27

0.72

0.09

5.82

0.00

0.22

2.35

‐0.15

‐1.98

‐0.13

‐5.77

1.26

2.31

‐2.94

‐4.95

0.66

225 Catella Nordic FixedIncomeOpportunity RC

SEK

247 Clariden Leu (Lux) I ‐ Cat Bond Fund H EUR

EUR

‐0.28

0.22

‐0.47

‐0.03

0.16

0.26

0.29

0.44

1.09

0.49

0.12

0.10

0.21

259 Credit Suisse Fund (Lux) Total Return Engineered (E EUR

‐0.01

0.28

‐0.14

‐0.15

‐0.29

‐0.14

‐1.08

‐0.89

‐1.07

0.43

‐0.29

‐1.10

‐4.98

262 Credit Suisse Global Alpha Fixed Income Fund ‐ I1C1 EUR

0.00

0.00

0.00

0.00

1.18

0.50

0.63

1.58

0.33

‐0.64

‐0.34

0.00

1.77

1.95

2.10

‐1.53

‐0.40

273 Danske Invest Neutral Fund D

0.71

1.73

1.35

‐2.32

0.00

‐0.70

0.61

‐0.65

‐0.35

0.36

‐1.12

0.82

‐3.15

3.72

‐0.40

‐2.94

0.06

EUR

279 DB Platinum dbX‐THF Credit and Convertible Index  EUR

5.03

3.05

1.62

0.29

0.26

‐0.82

0.65

‐3.08

‐2.84

1.67

‐1.49

0.29

‐1.65

4.40

‐0.47

‐7.54

0.56

289 DB Platinum IV Dynamic Bond Stabilität Plus Fund R EUR

0.60

1.65

0.32

‐1.35

‐0.37

‐1.26

1.80

‐0.08

0.68

‐0.08

0.82

1.78

10.4

‐0.33

6.88

6.02

1.73

‐1.90

‐0.06

294 DB Platinum IV Sovereign Plus Fund R1C

EUR

1.78

1.10

1.43

‐0.75

‐0.44

‐2.58

2.49

0.73

‐2.91

0.59

‐0.93

1.39

1.81

2.27

1.65

6.51

0.32

‐4.53

0.49

305 Deka Euro Renten Absolute Return

EUR

0.42

‐0.07

0.31

0.18

0.25

0.04

0.13

0.33

0.00

‐0.02

‐0.04

0.22

0.22

‐0.24

2.46

0.70

0.70

‐0.38

‐0.24

306 Deka Euro Renten Plus I

EUR

‐2.69

‐2.54

‐0.11

‐0.05

1.43

0.05

0.80

2.24

1.34

‐0.48

‐2.76

1.71

‐0.16

‐1.05

‐2.08

4.80

0.06

‐5.21

‐0.33

307 Dexia Bonds Convertible 2015

EUR

308 Dexia Bonds Euro High Yield – Class R EUR

EUR

9.32

4.63

3.81

0.64

0.64

‐1.15

‐0.03

‐5.42

‐3.01

7.50

‐3.42

2.03

0.35

13.6

51.7

8.82

0.92

‐11.1

0.64

310 Dexia Bonds Global High Yield ‐ Class C EUR

EUR

4.78

4.03

0.94

‐0.21

0.90

‐1.07

1.19

‐3.78

‐0.62

7.07

‐2.97

2.06

6.05

13.0

27.3

10.0

1.03

‐6.46

0.70

311 Dexia Bonds High Spread ‐ Class I EUR

EUR

6.23

3.06

2.53

0.54

0.76

‐0.66

0.66

‐3.09

‐1.88

5.38

‐1.62

1.61

3.46

11.2

31.5

5.81

1.79

‐6.10

0.60

312 Dexia Bonds Total Return ‐ Class C EUR

EUR

2.53

1.78

0.82

‐0.09

0.21

‐0.41

‐0.29

‐1.51

‐1.75

1.02

‐2.17

1.33

‐2.04

2.50

13.2

3.47

‐0.45

‐5.20

0.59

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 106

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

Vola Sortino MaxDD Eq‐Crl.
4.44

0.13

‐5.24

0.18

0.00

‐0.27

‐0.08

‐0.07

‐0.50

‐0.27

0.06

‐0.02

0.00

0.69

‐0.11

1.43

2.69

‐0.18

‐1.45

‐0.07

314 Dexia Double Alpha ‐ Class C EUR

EUR

0.00

0.00

0.00

318 Dexia Long Short Credit ‐ Class C EUR

EUR

1.67

0.61

0.89

0.16

0.37

‐0.24

0.24

‐0.43

0.02

0.36

0.10

0.31

1.91

4.43

0.84

3.53

‐0.51

0.11

320 Dexia Long Short Emerging Debt ‐ Class I EUR

EUR

2.76

2.23

0.72

‐0.19

0.04

‐1.31

1.25

‐2.77

‐3.26

0.81

‐4.01

‐0.06

‐7.77

0.54

6.15

‐1.27

‐10.1

0.61

323 Dexia Money+ Emerging Debt Arbitrage ‐ Class C EU EUR

0.68

0.45

0.26

‐0.03

0.14

‐0.33

0.57

‐0.71

‐0.80

0.59

‐0.85

0.11

‐0.88

‐0.11

‐0.72

1.63

‐0.94

‐1.81

0.50

328 Diaman Zenit Dynamic Bond

EUR

2.67

1.61

0.90

0.14

0.92

‐0.34

0.54

0.11

‐0.78

‐0.17

‐2.48

1.29

‐1.40

0.80

0.90

2.68

0.01

‐3.88

0.10

335 DreLux Absolute Return AT EUR

EUR

0.00

0.00

0.00

0.00

0.08

‐0.47

‐0.01

0.35

0.24

0.04

0.00

0.00

‐0.64

0.91

‐2.25

‐1.27

‐0.22

336 Duemme Sicav Euro Investments C Acc

EUR

17.4

10.7

5.10

0.99

0.72

‐1.43

‐0.20

‐2.67

‐4.37

4.98

‐9.31

4.64

‐5.41

11.4

1.18

‐14.2

0.46

341 DWS Invest ‐ Alpha Strategy FC

EUR

‐1.84

‐0.28

‐0.66

‐0.91

‐1.26

‐0.72

‐0.29

‐0.15

0.65

‐0.53

0.09

0.67

‐0.17

0.58

2.25

2.10

‐2.20

‐3.36

‐0.05

343 DWS Invest Diversified Fixed Income Strategy FC

EUR

2.04

1.08

0.41

0.54

‐0.14

‐0.39

‐0.44

‐0.37

‐0.85

0.50

‐0.16

0.42

‐0.38

‐1.00

10.2

1.32

‐0.34

‐2.27

0.32

344 DWS Invest Income Strategy Credit FC

EUR

4.34

2.05

1.42

0.81

0.28

‐0.41

‐0.25

‐2.03

‐2.49

1.79

‐1.66

0.29

‐3.90

1.90

4.92

3.42

‐0.32

‐5.66

0.47

347 DWS Invest Income Strategy Systematic F Cap

EUR

0.84

0.09

0.44

0.31

‐0.66

‐1.21

1.70

1.36

‐0.17

3.74

0.04

4.45

2.11

362 ESPA Prorent T

EUR

0.71

0.61

0.08

0.02

1.21

0.05

1.09

3.39

0.65

‐2.63

‐3.52

3.83

3.66

0.64

1.32

6.35

1.06

‐7.55

‐0.08

366 Eurizon EasyFund ABS Attivo R

EUR

2.51

1.44

1.08

‐0.03

‐0.77

‐0.02

‐1.33

‐0.35

‐0.49

1.07

‐0.92

1.42

‐0.59

‐0.59

2.49

3.52

0.19

‐4.02

0.58

‐0.19

0.58

0.36

0.10

2.17

0.79

0.14

0.16

‐0.55

2.13

2.02

‐1.06

‐0.01

2.65

1.52

0.70

‐1.08

0.09

7.16

1.48

3.70

0.92

‐2.53

0.22

7.96

0.08

‐13.0

0.57
0.58

370 Eurobank EFG I (LF) Absolute Return Fd

EUR

4.50

1.80

1.77

0.87

384 Falcon Insurance Linked Strategy A EUR

EUR

0.06

0.19

‐0.26

0.13

413 GAM Star Cat Bond ‐ USD Acc

‐0.16

3.17

0.13

USD

0.52

0.14

0.08

0.30

415 GAM Star Diversified Market Neutral Credit ‐ USD (A USD

‐0.75

‐0.38

‐0.14

‐0.24

0.24

0.13

0.10

0.48

0.10

0.77

‐0.31

0.51

0.32

416 GAM Star Dynamic Global Bond

USD

3.73

3.06

1.44

‐0.78

‐0.78

‐0.56

5.42

2.80

‐5.31

2.83

‐2.62

0.33

417 GAM Star Emerging Markets Rates ‐ USD (Acc)

USD

1.63

1.12

0.47

0.04

‐0.53

‐0.46

‐0.37

0.90

‐1.03

1.48

0.30

‐0.34

‐1.36

420 GAM Star Global Rates Acc EUR

EUR

9.72

6.49

1.32

1.70

‐2.03

‐3.12

‐2.22

0.11

‐4.45

4.35

1.05

‐1.09

‐6.38

423 GAM Star Pharo Emerging Market Debt & FX Acc US USD

4.86

1.92

2.56

0.31

‐0.04

‐0.58

2.61

1.22

‐5.26

4.14

‐1.60

0.66

1.51

6.73

1.73

‐6.20

428 Gescapital SICAV Diversified Bonds Fund

EUR

0.00

0.00

0.00

0.00

0.08

‐1.17

‐1.46

‐0.24

‐1.34

0.00

0.00

0.00

‐3.98

3.41

‐1.66

‐4.42

0.32

432 GIS Absolute Return Interest Rate Strategies DX Acc EUR

0.00

0.00

0.00

0.00

0.24

‐0.05

0.00

0.00

0.00

0.00

0.00

0.00

‐1.47

0.39

‐3.35

‐0.28

‐0.08

7.79

‐1.57

0.26
0.28

436 GLG EM Currency & Fixed Income Alternative IN EU EUR

1.64

2.00

0.78

‐1.12

0.05

0.45

0.69

‐0.44

‐1.65

0.25

1.53

‐0.24

‐1.38

4.07

0.30

‐2.23

0.47

438 GLG Em. Mkts. Credit Opportunity Alternative IN EU EUR

1.03

0.36

0.51

0.15

0.66

0.04

1.54

0.62

1.25

1.22

0.95

0.88

5.08

2.20

8.30

‐0.84

0.21

445 GLG Strategic Bond Fund Retail Acc GBP

GBP

6.58

2.65

2.78

1.02

446 GLG Total Return Bond Instl

GBP

0.00

0.00

0.00

0.00

1.36

‐0.50

0.67

‐0.50

‐0.34

0.76

‐0.08

0.17

0.67

4.75

1.34

1.82

0.44

‐1.17

‐0.11

468 GS Strategic Absolute Return Bond I 

USD

2.30

0.76

0.74

0.78

‐0.25

‐0.70

0.22

‐1.06

‐0.91

0.36

‐0.88

0.09

‐2.81

1.99

8.43

2.20

‐0.76

‐3.25

0.43

3.47

0.41

‐3.23

0.43

‐1.05

3.90

0.80

‐1.05

‐0.62

0.18

1.50

2.43

471 H&A Rendite Plus CI

EUR

2.10

0.23

1.55

0.32

0.34

‐0.47

0.11

‐1.11

‐0.60

0.44

‐1.61

2.12

‐2.41

475 Henderson Absolute Return Fixed Income A2 EUR

EUR

0.00

0.00

0.00

0.00

0.11

0.28

‐0.06

‐0.45

‐0.06

0.11

0.45

0.00

‐0.67

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.20

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 107

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

4.44

0.13

‐5.24

0.18

0.15

‐0.22

0.00

9.57

27.2

2.08

‐0.90

‐3.39

‐0.03

‐2.31

1.89

2.76

‐0.76

‐2.99

‐0.07

3.74

0.01

‐3.38

‐0.29

476 Henderson Credit Alpha I Acc GBP

GBP

1.38

0.51

0.65

0.22

‐0.07

‐0.50

‐0.21

‐1.42

‐0.94

0.29

481 HI‐Credits Long/Short‐Fonds

EUR

‐0.54

‐0.28

‐0.24

‐0.02

0.41

0.06

0.28

0.04

0.70

‐2.84

0.63

‐0.02

‐1.07

483 HI‐Renten Alpha Fonds

EUR

‐0.20

0.57

‐0.10

‐0.66

1.11

0.08

0.49

0.71

1.02

0.26

‐2.41

0.02

‐1.61

Vola Sortino MaxDD Eq‐Crl.

484 HI‐Renten Euro Long/Short‐Fonds

EUR

0.67

0.36

0.29

0.02

0.59

0.11

0.35

0.86

‐0.56

0.13

‐2.35

‐0.68

‐4.41

3.08

‐0.77

‐3.96

‐0.08

486 HMT Absolute Return Renten

EUR

0.14

0.29

0.25

‐0.39

0.49

‐0.67

0.63

0.12

‐0.20

0.69

‐0.58

‐2.18

‐2.93

3.66

‐0.83

‐2.73

0.03

488 HSBC GIF Global Bond Market Neutral M1C

‐11.5

7.95

‐1.66

‐12.7

4.41

2.55

‐1.19

‐7.16

EUR

1.60

‐0.17

1.71

0.06

‐0.46

‐0.64

‐3.76

‐2.06

‐2.79

2.23

‐3.28

‐1.11

495 Ignis Absolute Return Government Bond Fund EUR  EUR

1.90

0.95

0.00

0.94

0.00

0.00

0.00

0.00

2.00

0.98

0.97

0.96

0.63

500 ING (L) Patrimonial ‐ Target Return Bond P Cap

EUR

2.56

1.15

1.37

0.03

0.95

‐0.10

0.21

‐1.27

‐1.25

0.74

‐1.25

0.81

0.29

2.37

19.4

2.71

0.01

‐3.43

0.37

506 Invesco Absolute Return Bond Fund ‐ Class A

EUR

2.47

1.60

‐0.07

0.93

‐0.25

‐0.11

0.22

‐0.79

‐1.84

1.54

‐0.54

0.33

‐0.51

‐1.49

5.32

2.57

0.28

‐3.29

0.48

510 Investec GSF Emerging Markets Blended Debt Fund USD

6.88

4.90

2.84

‐0.94

0.29

0.38

1.25

‐0.33

‐8.22

5.12

‐3.10

0.51

9.00

0.65

‐9.98

0.65

‐0.03

517 JB BF ‐ Absolute Return Bond Fund ‐ EUR C

EUR

4.07

2.39

1.26

0.38

‐0.11

‐0.41

‐0.05

‐0.39

‐1.25

1.12

‐1.18

0.69

‐0.37

3.11

10.1

2.73

0.96

‐2.76

0.60

518 JB BF ‐ Absolute Return Bond Fund Plus ‐ USD C

USD

5.87

3.38

1.72

0.67

‐0.15

‐0.60

‐0.07

‐0.57

‐1.77

2.08

‐1.46

0.98

0.35

4.44

15.0

4.06

1.29

‐4.06

0.63

519 JB BF ‐ Absolute Return Emerging Bond Fund ‐ EUR  EUR

2.29

1.23

0.69

0.35

‐0.21

‐0.34

0.20

‐0.75

‐0.66

0.39

‐0.62

0.11

‐1.32

0.08

9.08

2.28

0.18

‐2.29

0.50

1.78

5.33

1.80

1.00

‐1.65

0.58

1.13

‐0.85

‐1.59

0.33

524 JB MultiBond ‐ Absolute Return Bond Fund Defende EUR

2.68

1.59

0.82

0.25

0.16

‐0.22

‐0.18

‐0.09

‐0.79

0.77

‐0.95

0.67

0.21

530 JPM Global Absolute Return Bond A Acc USD

USD

1.25

0.27

0.17

0.80

‐0.04

0.04

‐0.55

‐0.25

‐0.48

0.24

‐0.14

0.30

‐0.38

536 JPM Income Opportunity ‐ A USD

USD

2.46

1.14

1.07

0.24

‐0.14

‐0.37

‐0.36

‐1.68

‐1.57

2.45

‐1.29

1.00

‐0.33

4.58

16.0

4.00

‐0.11

‐5.36

0.67

553 Kathrein Euro Bond R

EUR

2.21

1.75

1.43

‐0.97

1.49

‐0.35

0.06

4.87

0.40

‐1.88

‐5.87

5.40

2.12

0.55

1.05

8.24

0.98

‐8.63

‐0.12

554 KCM Fund ‐ Risk Protect I

EUR

‐0.65

‐0.39

‐0.09

‐0.17

0.38

0.42

0.40

0.94

‐0.08

1.34

0.49

0.51

1.99

1.27

2.77

1.47

‐1.45

‐0.12

562 L&G Dynamic Bond Trust ‐ Class R Acc

GBP

6.11

3.59

2.16

0.26

‐0.33

‐1.01

‐0.11

‐3.82

‐3.80

2.97

‐2.09

1.42

‐3.23

6.64

6.12

‐0.26

‐10.1

0.17

570 LBBW Pro Fund Credit I

EUR

2.71

1.45

0.68

0.56

0.20

0.59

‐0.62

‐0.91

‐0.31

0.35

‐3.01

0.10

‐1.01

2.98

‐0.42

‐4.48

0.31

42.3

573 Legg Mason Western Asset Global Credit Absolute R EUR

0.79

0.27

0.58

‐0.06

1.72

‐0.03

‐0.24

‐1.88

‐1.10

0.68

0.34

0.57

‐0.25

4.58

‐0.45

‐4.36

0.22

579 Liontrust Credit Absolute Return Fund A EUR

EUR

1.89

0.70

0.99

0.20

0.78

‐1.36

0.29

‐0.20

‐0.69

0.00

‐0.30

‐0.40

0.50

2.15

‐0.14

‐2.90

‐0.16

582 LO Funds ‐ 1798 Optimum Trend Fund EUR P A

CHF

‐0.51

0.39

0.11

‐1.01

0.03

0.11

0.83

1.51

‐0.33

0.00

‐1.01

‐0.04

1.32

‐2.82

592 Lupus alpha LS Duration Corporates Invest

EUR

4.29

2.72

1.47

0.06

0.74

‐0.59

1.20

‐1.67

‐0.94

1.60

‐7.33

0.32

‐5.04

‐3.84

593 Lupus alpha LS Duration Invest

EUR

0.17

0.60

0.13

‐0.56

0.88

0.04

1.31

0.99

0.85

‐0.20

‐2.70

‐1.00

0.13

‐2.67

607 Lyxor Credit Strategies Index Fund I EUR

EUR

641 Market Access III ‐ CYD Market Neutral Plus Index

EUR

1.72

0.98

1.64

‐0.89

‐2.86

0.19

‐1.07

0.06

‐7.06

3.93

‐3.74

‐3.39

‐1.15

‐6.94

3.79

581 LNG Europa Corporate Bond Fund

693 Muzinich Short Duration High Yield Hdgd EUR Acc R EUR

2.78

1.63

1.12

0.01

0.46

‐0.52

0.86

‐2.35

‐1.30

3.09

‐0.49

1.48

703 Natixis ‐ H2O Allegro I EUR

9.93

3.08

4.73

1.83

‐1.44

‐1.39

‐3.53

‐0.57

‐4.04

2.93

‐3.74

‐3.50

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

‐0.49

2.10

‐0.08

‐2.01

‐0.29

5.63

‐0.73

‐8.35

0.06

‐3.62

3.80

‐0.32

‐4.03

‐0.37

1.26

11.8

‐0.71

‐15.2

0.53

4.57

1.01

‐4.96

0.74

13.3

‐0.91

‐17.2

0.29

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income
705 Natixis ‐ H2O MultiBonds I EUR

Page 108

EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

7.95

5.58

0.46

1.77

‐0.19

‐2.92

‐3.20

0.13

‐0.76

3.15

‐0.79

2.38

‐8.12

709 Natixis ‐ Loomis Sayles Absolute Strategies Bond Fu USD

6.03

3.16

2.18

0.59

‐0.51

‐1.13

0.30

‐1.88

‐2.83

2.89

‐2.96

1.07

710 Natixis ‐ Loomis Sayles Multisector Income Fund R/A USD

3.91

3.23

0.15

0.51

3.30

‐2.16

2.12

‐2.96

3.38

‐0.56

1.60

4.97

5.80

19.8

Vola Sortino MaxDD Eq‐Crl.
4.44

0.13

‐5.24

0.18

14.8

0.02

‐14.5

0.24

4.74

‐0.03

10.1

1.82

‐4.96

‐0.08

0.60

714 Natixis Absolute Quant Bond 12 MI C EUR

EUR

0.06

0.01

‐0.03

0.09

0.02

0.11

‐0.31

0.21

0.18

0.23

0.22

0.01

0.70

‐0.20

0.07

0.50

‐0.53

‐0.44

‐0.22

715 Natixis Absolute Quant Bond 18 M I

EUR

‐0.46

‐0.21

‐0.20

‐0.06

0.11

0.12

‐0.55

0.20

0.15

0.40

0.25

‐0.04

0.53

‐0.44

‐0.29

0.81

‐1.16

‐0.77

‐0.13
0.40

716 Natixis Absolute Swap Arbitrage I I

EUR

‐0.01

‐0.01

0.00

0.00

‐0.36

‐0.12

‐0.16

‐2.65

‐1.06

0.04

‐0.03

0.03

‐3.84

‐2.23

3.30

2.27

‐2.16

‐4.39

724 New Capital UCITS Total Return Bond EUR 

EUR

6.89

3.81

2.27

0.68

0.14

‐0.63

1.07

‐2.25

‐4.70

4.26

‐3.70

1.04

‐2.53

6.74

14.6

6.07

0.39

‐8.26

0.58

725 Newscape Global Bond Fund P

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

‐1.06

0.00

‐7.25

0.00

‐0.07

726 Newscape Strategic Bond Fund

EUR

731 Next Generation Absolute Return ‐ Secquaero ILS Fu EUR

0.08

0.61

‐0.72

0.20

0.11

0.44

0.02

0.69

0.14

‐0.05

0.13

1.17

0.79

738 Nomura Interest Rate Inv Strat IRIS Fund I EUR

EUR

0.25

‐0.02

‐0.18

0.45

0.00

0.15

‐0.09

‐0.02

0.02

‐0.41

‐0.57

‐0.16

‐1.86

1.70

‐1.44

‐2.22

739 Nomura Interest Rate Inv Strat IRIS×4 Fund I EUR

EUR

0.55

‐0.02

‐0.33

0.90

‐0.02

0.25

‐0.22

‐0.06

0.01

‐0.85

‐1.16

‐0.32

‐3.93

3.41

‐1.15

‐4.42

‐0.02

741 Nomura Macro CPS (Credit Positioning System) Fun EUR

10.8

5.28

2.52

2.61

‐0.05

‐1.44

‐3.38

0.66

2.10

‐1.09

‐7.07

‐1.83

‐9.24

10.9

‐0.17

‐12.2

‐0.06

2.92

‐0.16

‐4.54

‐0.03

4.06

0.27

‐7.02

0.05

‐0.02

759 OFI Spread Opportunities

EUR

3.17

0.51

1.76

0.87

0.02

‐0.34

0.19

‐3.32

‐0.77

2.01

‐0.55

‐0.04

‐0.98

2.97

772 Oyster ‐ Credit Opportunities I EUR

EUR

5.47

1.67

2.21

1.49

0.14

‐0.50

‐0.02

‐3.23

‐3.33

1.31

1.05

0.92

‐1.61

5.01

792 Parworld Quantitative Fixed Income C

EUR

0.17

0.56

‐0.33

‐0.06

‐0.57

‐0.08

0.25

‐0.06

‐1.19

0.27

‐0.24

1.06

0.03

794 PEH SICAV ‐ PEH Renten EvoPro P

EUR

‐1.47

‐0.67

‐0.73

‐0.09

‐0.80

‐0.12

0.63

0.99

‐0.23

0.79

0.57

‐0.17

0.42

800 PIMCO GIS Credit Absolute Return Fund Inst Acc US USD

2.16

1.47

0.68

0.00

801 PIMCO GIS Diversified Inc E EUR Hd Acc

EUR

4.50

3.22

1.15

0.08

0.77

‐0.68

1.71

‐1.85

‐2.40

3.07

‐1.53

1.81

4.80

12.1

26.0

5.46

1.58

‐5.69

0.52

802 PIMCO GIS Euribor Plus E

EUR

0.63

0.36

0.09

0.18

0.00

‐0.09

‐0.27

‐0.71

‐0.90

0.18

0.09

0.45

0.00

1.65

5.61

1.35

‐1.08

‐2.31

0.32

0.09

17.1

0.08

‐1.61

3.26

‐0.21

‐1.89

0.55

2.76

‐0.37

‐2.08

‐0.11

1.70

0.08

804 PIMCO GIS Global Investment Grade Credit Fund E A EUR

3.56

2.88

0.66

0.00

0.84

‐0.90

1.60

‐1.57

‐2.13

2.33

‐1.44

1.85

3.61

8.70

4.85

1.44

‐4.99

0.32

806 PIMCO GIS Global Real Return Ins EUR Hdg Acc

EUR

1.41

1.73

0.25

‐0.57

1.04

0.07

1.92

0.60

0.47

‐0.33

1.53

2.50

11.7

6.48

14.6

5.42

3.26

‐1.82

‐0.21

807 PIMCO GIS Total Return Bond Fund E EUR Acc (Hgd) EUR

2.81

2.53

0.38

‐0.11

0.51

‐0.17

0.84

‐0.50

‐1.73

0.51

‐0.96

1.54

2.54

6.58

11.7

3.85

1.46

‐3.27

0.18

808 PIMCO Select Global Bond Ret GBP

GBP

1.48

1.02

0.37

0.09

1.19

‐0.10

1.57

1.26

0.48

‐0.29

1.05

2.08

4.04

3.57

‐1.63

‐0.32

809 PIMCO Select UK Corporate Bond Ret GBP

GBP

3.72

2.23

1.09

0.36

0.85

‐0.75

1.69

‐2.41

‐1.80

1.54

0.29

1.90

6.72

1.25

‐4.71

‐0.27

810 PIMCO Select UK Income Bond Fund Retail

GBP

811 PIMCO Unconstrained Bond E Class EUR

EUR

1.98

1.08

0.36

0.53

‐0.35

‐0.09

‐0.09

‐0.71

‐0.45

‐0.09

0.36

0.09

812 PineBridge Global Emerging Market Corporate Bond USD

9.37

4.56

3.81

0.76

0.69

‐1.45

1.70

‐3.88

‐10.2

8.82

‐2.76

0.50

818 Pioneer Investments Total Return A EUR

EUR

2.17

1.21

0.93

0.02

0.61

‐0.16

0.26

‐1.73

‐2.29

0.59

‐1.81

0.59

819 Plenum CAT Bond Fund EUR

EUR

0.69

‐0.09

‐0.05

0.83

‐0.08

‐0.20

0.00

‐0.18
‐0.09

4.99
9.18

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

43.5

2.10

‐0.28

‐2.22

0.05

11.9

0.23

‐17.0

0.49

2.88

‐0.98

‐5.25

1.83

0.30
‐0.24

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 109

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

190 Average Fixed Income

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

4.44

0.13

‐5.24

0.18

824 Plurima Funds ‐ Uniforte Short Term Opportunities  EUR

6.15

3.73

2.15

0.17

0.20

‐0.12

‐2.14

‐1.18

‐1.44

1.55

‐4.63

3.83

‐2.71

5.20

0.30

‐7.85

0.43

839 PTR ‐ Kosmos P EUR

EUR

1.72

0.46

0.75

0.50

0.70

‐0.25

0.47

0.18

0.24

0.99

8.87

857 Renta 4 Pegasus FI

EUR

4.69

2.30

1.66

0.67

0.37

‐0.23

0.10

‐0.66

‐0.67

1.98

‐4.22

2.35

3.83

1.08

‐4.08

0.42

858 Renta 4 Retorno Dinamico FI

EUR

865 Rivoli Long Short Bond Fund Parts P

EUR

‐1.91

0.33

‐1.23

‐1.02

3.45

0.14

1.58

2.72

0.78

‐1.99

‐0.90

1.50

1.58

11.2

‐4.67

6.96

1.82

‐4.79

‐0.43

866 Robeco Flex‐O‐Rente D EUR

EUR

‐0.01

‐0.14

‐0.19

0.32

‐0.23

‐0.02

‐0.32

1.77

0.44

‐0.52

‐0.59

1.04

1.30

‐0.52

‐1.00

2.61

0.26

‐1.65

‐0.45

868 RP Global Absolute Return Bond

EUR

3.70

0.97

1.95

0.75

0.68

‐0.12

0.77

‐0.99

‐0.78

2.11

‐1.08

1.23

1.18

3.12

12.1

2.79

2.80

‐1.98

0.05

GBP

5.18

1.65

1.90

1.55

‐0.85

0.58

‐3.26

‐7.89

‐1.43

5.41

0.13

‐0.75

‐5.16

16.4

‐0.15

‐14.8

0.88

899 Saxo Invest ‐ Global Evolution Frontier Markets (FI)  EUR

4.84

2.05

1.52

1.19

1.27

‐0.12

1.29

‐0.15

‐3.21

2.42

‐1.17

0.94

4.11

2.58

‐4.44

0.33

‐5.23

‐0.06

878 RWC Enhanced Absolute Rate & Currency Fund ‐ Cla EUR
879 RWC Enhanced Income Fund A GBP
901 Schroder Absolute Return Bond Fund A Acc

GBP

3.05

1.00

0.54

1.48

‐0.28

‐1.04

‐0.15

‐2.25

‐0.80

0.39

‐0.80

1.05

903 Schroder GAIA CQS Credit A Acc EUR

EUR

‐2.33

‐0.88

‐1.08

‐0.39

0.75

2.05

1.21

1.77

2.09

‐1.07

1.13

‐0.30

909 Schroder ISF Emerging Markets Debt Absolute Retu EUR

‐1.25

0.11

‐0.25

‐1.11

‐1.86

‐0.07

0.46

‐0.28

‐1.19

‐0.18

‐0.18

0.07

910 Schroder ISF Global High Income Bond A USD

USD

7.63

5.24

2.83

‐0.55

‐0.45

‐1.00

1.14

‐4.58

‐8.53

7.43

‐4.51

1.12

924 Seven Fixed Income Fund Part P

EUR

‐2.24

0.95

‐1.84

‐1.35

2.11

0.62

2.27

3.02

‐0.18

‐1.11

‐0.36

0.60

933 Silk ‐ Road Income Fund I

‐2.87
‐1.02

6.95
0.67

9.43
16.7

2.71

3.64

‐0.64

4.48

1.41

0.13

3.46

‐1.01

‐4.01

10.2

‐0.05

‐15.0

0.68

6.31

0.92

‐4.72

‐0.44

‐0.79
0.43

USD

5.00

0.89

3.04

1.01

0.80

‐0.49

0.96

‐1.64

‐3.62

‐0.88

‐0.87

‐0.12

‐3.50

6.14

0.17

‐9.08

‐0.18

934 Sinopia Alternative Global Bond Market Neutral 300 EUR

1.94

0.45

1.74

‐0.25

‐0.26

‐0.50

‐2.18

‐0.65

‐0.85

0.87

‐1.68

0.22

‐4.80

‐0.36

2.67

3.36

‐1.63

‐6.38

0.58

935 Sinopia HSBC Alternaccess G

EUR

0.40

0.08

0.31

0.01

‐0.03

‐0.05

‐0.29

‐0.07

‐0.07

0.17

‐0.24

0.04

‐0.40

0.15

0.94

0.65

‐2.06

‐0.81

0.61

937 Skandia Total Return USD Bond Fund A USD

USD

2.87

2.30

0.64

‐0.08

0.38

‐0.30

0.79

‐1.86

‐1.00

0.29

0.08

1.17

2.19

8.12

15.3

3.90

1.00

‐4.00

949 Standard Life Absolute Return Global Bond Strategi GBP

0.20

0.00

‐0.10

0.30

0.40

0.00

1.19

‐1.18

0.00

0.59

‐0.89

0.70

2.61

0.06

GBP

2.66

1.33

0.44

0.87

0.00

‐0.18

0.00

‐1.23

‐0.62

1.43

‐0.88

0.45

0.54

1.63

969 T. Rowe Price Global Fixed Income Absolute Return  USD

0.90

0.50

0.30

0.10

‐0.10

‐0.30

‐0.20

‐0.89

‐1.20

1.01

‐0.60

0.30

‐1.68

0.40

970 Templeton Global Bond A Acc €‐H1

6.73

5.33

2.88

‐1.50

0.00

‐0.42

1.31

‐1.13

‐7.98

5.39

‐4.20

0.11

‐3.20

11.6

959 SWIP Absolute Return Bond Fund

EUR

971 Templeton Global Total Return Fund A (Acc) EUR H1 EUR

7.69

5.77

3.20

‐1.33

‐0.11

‐0.43

1.42

‐1.02

‐8.26

5.81

‐4.65

0.76

‐1.32

15.8

972 Thames River Credit Select A Acc EUR

EUR

1.99

0.76

0.28

0.94

0.74

‐0.27

1.28

‐2.17

‐2.31

0.57

‐0.66

0.00

‐5.08

11.3

974 Thames River Global Bond (EURO) A Acc EUR

EUR

‐2.11

‐0.89

‐1.65

0.42

1.28

‐1.61

‐0.78

0.43

3.22

‐2.84

3.21

1.31

1.17

10.5

975 Thames River Global Credit Fund A Acc EUR

EUR

2.85

1.67

0.48

0.67

0.82

‐0.54

0.81

‐4.04

‐3.08

0.48

‐1.73

‐0.59

‐9.67

12.7

976 Thames River Global Emerging Markets Absolute Re EUR

‐0.79

2.04

1.56

‐4.27

‐5.19

0.99

‐2.49

‐2.00

977 Thames River Global High Yield A EUR Acc

EUR

7.42

2.70

3.40

1.17

978 Thames River High Income Fund R Acc EUR

EUR

4.68

3.15

1.13

0.35

1.06

‐0.80

1.20

‐7.43

‐3.85

0.89

‐2.76

0.79

‐0.24

1.05

‐3.59

‐4.39

‐0.17

‐1.91

‐1.77

‐8.33

9.78

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

5.75

0.04
‐0.03

1.98

0.57

‐2.63

0.12

1.85

‐1.10

‐2.95

0.65

18.4

8.73

0.29

‐10.0

0.71

32.8

9.26

0.52

‐10.4

0.73

4.39

‐1.05

‐5.76

0.16

1.86

23.5

6.21

‐0.28

‐4.18

‐0.43

5.86

‐1.52

‐9.43

0.36

8.88

‐1.95

8.52

‐0.79

6.16

‐0.93

0.82
0.42
‐12.0

0.39

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Returns

Statistics

2012
CCY Rolling 12m

190 Average Fixed Income
993 Threadneedle Absolute Return Bond Fund R ‐ GBP

Page 110

GBP

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.28

1.33

0.85

0.08

0.22

‐0.45

0.21

‐0.73

‐1.24

1.01

‐1.02

0.40

‐1.10

2.90

8.83

4.44

0.13

‐5.24

0.18

‐0.75

‐0.67

‐0.30

0.22

‐1.01

‐0.89

‐0.03

0.97

1.91

‐0.89

2.55

‐1.33

0.59

‐1.20

2.94

3.52

‐0.31

‐2.85

‐0.56

996 Threadneedle Credit Opportunities Fund ‐ EUR Gros EUR

3.45

1.72

1.69

0.00

0.85

0.00

0.00

‐2.54

‐1.74

1.77

‐0.87

1.75

0.87

7.48

3.96

0.52

‐5.08

0.43

999 Threadneedle Target Return Core Fund

EUR

0.00

‐0.95

0.96

0.00

‐0.97

0.00

0.00

0.98

0.97

0.00

0.96

0.00

1.94

0.98

3.06

0.48

‐0.97

‐0.20

1000 Threadneedle Target Return Fund

EUR

‐0.83

‐0.83

0.00

0.00

‐1.68

‐0.85

0.00

1.72

1.69

‐0.83

2.52

‐0.82

1.68

‐1.65

3.42

3.48

‐0.07

‐2.52

‐0.47

1013 Torrus Funds ‐ Return & Income Strategy Index Fun EUR

0.28

1.66

1.21

‐2.55

0.78

‐2.38

0.42

‐4.39

0.20

5.10

1.17

‐4.01

‐10.4

15.7

25.0

16.1

‐0.05

‐11.5

0.63
0.11

1022 UBAM Absolute Return USD I

EUR

0.00

0.00

0.00

0.00

‐0.36

‐0.55

‐0.48

0.02

‐0.17

‐0.13

‐0.54

‐0.05

‐1.78

‐0.53

0.36

0.89

‐3.26

‐2.33

1025 UBI Pramerica Total Return Prudente

EUR

2.01

1.22

0.79

‐0.01

0.25

‐0.20

‐0.52

0.95

‐0.19

‐0.31

‐0.78

0.32

‐0.21

0.35

3.81

1.70

0.91

‐1.32

0.00

1035 UniInstitutional AAA Bond Strategy

EUR

2.25

1.00

0.62

0.61

‐0.10

‐0.49

0.66

1.00

‐0.99

‐0.27

‐3.75

0.37

‐4.74

‐1.44

‐0.07

4.65

‐0.54

‐6.08

‐0.05

1043 Vontobel Absolute Return Bond EUR B

EUR

2.02

1.49

2.01

‐1.46

0.21

‐1.97

1.48

0.38

1.42

‐0.73

‐2.70

0.86

‐2.58

3.27

2.21

1047 Warburg Bund Trend active short ‐ FONDS R

EUR

‐4.24

‐1.11

‐1.36

‐1.83

‐0.24

‐0.39

‐1.26

0.38

‐0.44

0.45

‐1.36

‐4.40

‐8.14

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

4.25

0.49

‐4.12

‐0.37

5.56

‐2.30

‐12.5

0.08

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Alternative UCITS Performance Guide

April 2012

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Fixed Income
Data

31.03.2012

#

Fund Name

Page 111

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

190 Average Fixed Income

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

4.43

4.72

‐0.75

‐8.83

11.0

‐0.29

3.59

1.30

7

Aberdeen Global IV ‐ Fixed Income Alpha Fund Z2 E EUR

4.56

4.56

6.03

‐2.25

‐4.24

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.36

80.1

80.1

81.7

13.9

17.1

69.3

31.9

27.8

18.7

35.5

‐14.9

‐0.17

93.1

93.1

90.5

16.4

41.0

5.20

40.2

3.20

84.0

‐3.30

0.12

82.3

82.3

72.3

79.7

63.0

82.1

50.6

81.6

61.2

53.8

31.6

9

Absolute Insight Credit Fund

EUR

7.60

7.60

8.60

‐1.82

‐1.29

11

Absolute Insight Emerging Market Debt Fund

EUR

4.73

4.73

4.41

3.69

0.08

7.96

22

AC Triple Alpha Fixed Income 50 Fund

EUR

0.52

0.52

‐1.99

4.84

2.88

0.01

7.74

1.38

‐7.74

‐0.16

32.3

32.3

8.20

85.4

91.0

14.8

82.2

22.5

82.9

24

ACPI Global Fixed Income UCITS Fund EUR B

EUR

3.75

3.75

4.70

4.41

1.79

3.28

1.67

‐3.38

0.25

75.5

75.5

75.8

83.5

83.5

57.4

86.9

59.3

44.0

9.52

9.52

9.32

‐3.03

‐8.79

8.27

‐0.59

‐15.6

0.74

97.7

97.7

92.3

12.6

3.40

12.5

32.5

1.20

1.80

0.78

0.78

3.18

2.44

1.94

0.39

39.2

39.2

63.5

71.1

91.1

26

Acropole Mix Income A

EUR

38

Alliance Bernstein AI ‐ Enhanced Alpha Portfolio

USD

47

Allianz RCM Renminbi Fixed Income A H2 EUR

EUR

62

Amundi Arbitrage Credit

EUR

4.03

4.03

1.12

‐7.15

‐7.12

7.99

5.33

‐1.63

‐12.1

0.25

76.7

76.7

42.3

3.10

8.20

83.1

29.0

10.0

10.3

43.5

68

Amundi Funds Absolute VAR 2 ‐ AE C

EUR

0.69

0.69

0.42

‐4.46

‐4.71

1.17

2.51

‐2.36

‐5.59

0.38

36.9

36.9

33.5

6.30

15.7

49.5

70.5

2.90

31.6

33.8

33.2

69

Amundi Funds Absolute VAR 4 ‐ AE C

EUR

0.95

0.95

1.05

‐5.35

‐5.52

1.36

3.74

‐1.92

‐7.74

0.54

41.4

41.4

41.7

5.00

10.2

51.4

47.8

7.60

21.9

19.5

74

Amundi Funds Absolute Yield ‐ AE C

EUR

2.20

2.20

3.30

‐0.58

‐2.02

3.90

3.05

‐0.64

‐4.35

0.65

56.2

56.2

65.2

26.5

30.8

67.3

60.3

30.1

47.0

6.30

85

Ascensio II Absolute Return Bond Fund

EUR

8.31

8.31

5.68

‐4.44

‐9.92

‐2.06

7.15

‐0.95

‐13.2

0.13

95.4

95.4

80.5

6.90

1.30

8.90

16.0

19.5

6.40

51.5

88

Assenagon Credit Basis II (P)

EUR

‐2.16

‐2.16

‐2.04

‐0.01

‐0.39

3.54

‐0.28

‐3.49

‐0.13

3.40

3.40

7.60

39.2

52.0

51.2

40.8

56.1

80.6

89

Assenagon Credit Debt Capital I

EUR

2.30

2.30

3.03

2.08

5.45

‐0.38

58.5

58.5

60.0

79.6

98.2

97

Auriga Investors ‐ Global Bond B Cap

EUR

105 Aviva Investors SICAV ‐ Absolute T250 Bond Fund ‐ B EUR

‐0.87

‐0.87

‐1.35

0.00

0.78

0.99

1.91

‐0.68

‐1.91

‐0.32

7.30

7.30

15.2

39.8

74.6

47.5

82.4

29.5

80.0

92.6

110 AXA IM Alpha Credit I Acc

EUR

3.45

3.45

3.33

‐0.25

‐2.00

3.33

2.54

‐0.60

‐4.96

0.46

71.5

71.5

65.8

34.1

31.5

65.3

69.9

31.3

38.0

25.2

111 AXA IM Alpha Euro Bonds C Acc

EUR

0.00

0.00

‐0.10

‐0.74

‐0.46

‐1.79

0.75

‐2.43

‐1.42

0.28

17.6

17.6

22.9

24.0

50.6

9.90

95.5

2.30

87.7

42.3

114 AZ Fund 1 Cat Bond Fund A

EUR

125 Bantleon Dynamic IA

EUR

0.51

0.51

‐2.93

1.75

‐0.39

1.00

4.20

0.46

‐4.18

‐0.18

31.8

31.8

4.10

64.5

52.7

48.5

39.8

65.6

48.3

84.6

128 Bantleon Trend IA

EUR

‐0.24

‐0.24

‐1.95

5.45

3.58

1.41

4.63

1.53

‐2.91

‐0.32

14.2

14.2

9.40

88.6

93.1

52.4

33.0

85.7

66.4

92.0

139 Barclays Target Alpha Program 4 EUR G

EUR

141 Baring Absolute Return Global Bond Trust ‐ Class A  GBP

3.17

3.17

2.91

‐8.57

‐8.61

‐5.13

8.66

‐1.22

‐13.6

0.64

70.4

70.4

59.4

1.80

4.10

2.90

11.4

13.6

5.80

7.50

144 BayernInvest Bond Global Select Fonds

9.41

9.41

14.5

6.50

2.92

11.5

0.66

‐12.6

0.35

97.1

97.1

98.2

91.1

91.7

4.00

69.8

8.30

36.0

EUR

94.9

145 BayernInvest Dynamic Alpha‐Fonds

EUR

0.36

0.36

0.52

0.59

0.67

0.78

‐0.60

‐0.69

0.13

29.5

29.5

35.2

46.8

71.9

94.9

31.9

95.4

53.2

148 BayernInvest Rendite Dynamic Inst AL EUR

EUR

1.47

1.47

2.08

‐3.72

‐7.11

‐1.28

6.41

‐0.89

‐7.06

0.15

44.3

44.3

51.1

10.7

8.90

14.8

18.8

23.0

25.1

50.9

149 BayernInvest Renten Plus‐Fonds

EUR

3.63

3.63

5.34

0.10

‐3.17

0.76

9.74

‐0.15

‐8.94

0.55

73.2

73.2

79.4

42.4

22.6

44.5

8.00

46.7

18.0

18.9

166 Berenberg Duration Protect Anteilklasse I

EUR

‐2.29

‐2.29

‐2.52

5.07

5.06

5.63

0.88

‐3.97

‐0.41

2.20

2.20

5.80

86.7

96.5

25.6

72.1

54.1

96.0

168 Berenberg DyMacs Fixed Market Neutral UI I

EUR

‐1.28

‐1.28

0.26

1.19

1.05

2.58

0.13

‐2.23

0.09

6.20

6.20

31.1

56.9

76.0

68.8

56.2

74.8

57.2

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 112

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

190 Average Fixed Income
171 Berenberg Fixed Income Alpha Anteilklasse I

EUR

178 Blackrock Absolute Return Bond ‐ Class P

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

‐4.31

‐4.31

‐6.75

‐3.92

‐0.99

4.31

‐1.51

‐7.25

‐0.24

GBP

0.68

0.68

1.07

181 BlueBay Emerging Market Absolute Return Bond Fu USD

0.00

0.00

0.00

185 BNP Paribas L1 ‐ Absolute Return Stability C ‐ EUR

EUR

‐0.07

‐0.07

0.00

‐0.42

‐0.16

0.57

1.18

‐1.32

‐1.14

189 BNP PARIBAS L1 V350 Classics Share

EUR

2.37

2.37

2.51

‐0.76

‐2.56

3.36

2.16

‐0.92

‐4.32

194 BNY Mellon Evolution Global Strategic Bond A USD USD

2.37

2.37

2.26

‐1.39

‐2.51

2.89

‐1.04

202 Bond Absolute Return EUR B

EUR

2.17

2.17

2.49

3.56

1.81

2.22

2.23

204 Bradesco Brazilian Fixed Income USD R

USD

5.75

5.75

8.77

18.5

‐0.83

205 Brevan Howard Absolute Return Bond Plus Fund

USD

‐0.57

‐0.57

‐0.27

206 Brevan Howard Emerging Mkts Lcl Fixed Inc Fnd E U USD

4.61

4.61

4.08

2.03

210 BSF European Credit Strategies Fund X2 EUR

EUR

2.32

2.32

3.54

4.14

213 BSF Fixed Income Strategies Fund I2

EUR

3.13

3.13

3.22

0.73

‐1.30

215 Byron Fixed Income Alpha Fund EUR

EUR

‐0.02

1.68

0.17

4.62

0.36

4.33

1.68

YTD

3m

6m

12m

2011

0.00

0.00

0.50

8.80

45.2

2010

Vola Sortino MaxDD Eq‐Crl.
38.7

11.2

24.5

89.2

36.3

36.3

91.0

17.6

17.6

100.0

0.07

15.3

15.3

24.7

29.7

58.9

40.5

89.3

12.4

90.9

59.5

0.39

60.7

60.7

55.8

23.4

27.3

66.3

76.2

21.3

47.7

32.0

‐5.02

‐0.11

60.2

60.2

52.3

19.6

28.7

62.0

17.7

36.1

78.3

‐1.41

‐0.08

55.1

55.1

55.2

79.1

84.9

74.5

94.0

88.3

76.0

0.62

86.9

86.9

91.1

0.00

24.2

‐3.37

0.06

10.7

10.7

22.3

‐0.13

80.6

80.6

69.4

69.6

3.75

1.96

‐2.37

‐0.05

59.6

59.6

66.4

81.6

1.99

‐0.19

‐3.39

0.39

69.8

69.8

64.7

50.0

30.6

82.1

40.4

49.8

10.3

33.6

63.3

38.1

87.5

60.0

60.0

46.6

91.7

71.6

69.2

80.7

43.7

57.4

32.6

80.0

217 CamGestion Obli Contrario ‐ Part I

EUR

‐0.53

‐0.53

‐1.98

‐9.77

‐8.15

‐6.81

5.50

‐2.25

‐10.1

0.41

11.9

11.9

8.80

1.20

5.40

0.90

27.3

4.10

14.1

30.3

219 Cardif Arbitrages

EUR

0.41

0.41

0.74

1.29

1.15

0.27

0.09

5.82

0.00

0.22

30.6

30.6

38.8

58.2

76.7

35.6

98.9

98.8

99.3

45.2

2.35

‐0.15

‐1.98

‐0.13

13.6

13.6

34.1

74.6

65.0

72.2

47.3

79.3

81.8

2.31

‐2.94

‐4.95

0.66

15.9

15.9

15.8

5.60

13.6

72.8

1.70

39.3

5.20

225 Catella Nordic FixedIncomeOpportunity RC

SEK

247 Clariden Leu (Lux) I ‐ Cat Bond Fund H EUR

EUR

‐0.28

‐0.28

0.43

2.72

0.21

259 Credit Suisse Fund (Lux) Total Return Engineered (E EUR

‐0.01

‐0.01

‐0.98

‐4.88

‐4.98

262 Credit Suisse Global Alpha Fixed Income Fund ‐ I1C1 EUR

0.00

0.00

‐0.97

3.12

1.77

1.95

2.10

‐1.53

‐0.40

17.6

17.6

16.4

76.5

82.8

81.9

92.8

85.8

95.5

273 Danske Invest Neutral Fund D

0.71

0.71

0.76

‐0.30

‐3.15

3.72

‐0.40

‐2.94

0.06

38.6

38.6

39.4

32.2

23.2

48.3

36.6

65.8

60.6

EUR

‐5.77

1.90

279 DB Platinum dbX‐THF Credit and Convertible Index  EUR

5.03

5.03

5.49

‐0.41

‐1.65

4.40

‐0.47

‐7.54

0.56

85.2

85.2

80.0

30.3

34.2

37.0

34.3

23.8

17.8

289 DB Platinum IV Dynamic Bond Stabilität Plus Fund R EUR

0.60

0.60

3.15

6.20

10.4

‐0.33

6.02

1.73

‐1.90

‐0.06

34.0

34.0

62.3

90.5

99.3

25.7

23.9

88.1

80.6

72.0

294 DB Platinum IV Sovereign Plus Fund R1C

1.78

1.78

2.85

1.70

1.81

2.27

6.51

0.32

‐4.53

0.49

48.8

48.8

58.2

63.9

84.2

58.4

18.2

62.7

42.5

22.9

EUR

305 Deka Euro Renten Absolute Return

EUR

0.42

0.42

0.58

1.41

0.22

‐0.24

0.70

0.70

‐0.38

‐0.24

31.2

31.2

37.0

59.4

65.7

26.7

96.1

71.0

98.0

88.6

306 Deka Euro Renten Plus I

EUR

‐2.69

‐2.69

‐4.23

1.35

‐0.16

‐1.05

4.80

0.06

‐5.21

‐0.33

1.10

1.10

1.70

58.8

59.5

18.8

30.7

54.4

34.1

93.2

307 Dexia Bonds Convertible 2015

EUR

308 Dexia Bonds Euro High Yield – Class R EUR

EUR

9.32

9.32

15.8

6.99

0.35

13.6

8.82

0.92

‐11.1

0.64

96.0

96.0

98.8

92.4

67.1

97.0

10.3

73.3

12.2

8.00

310 Dexia Bonds Global High Yield ‐ Class C EUR

EUR

4.78

4.78

11.1

8.43

6.05

13.0

10.0

1.03

‐6.46

0.70

82.9

82.9

95.2

96.8

98.6

96.0

7.40

78.1

26.4

3.50

311 Dexia Bonds High Spread ‐ Class I EUR

EUR

6.23

6.23

11.9

8.30

3.46

11.2

5.81

1.79

‐6.10

0.60

89.7

89.7

96.4

96.2

92.4

91.0

25.0

89.3

28.3

12.6

312 Dexia Bonds Total Return ‐ Class C EUR

EUR

2.53

2.53

2.68

‐0.66

‐2.04

2.50

3.47

‐0.45

‐5.20

0.59

63.0

63.0

57.0

25.3

30.1

60.3

54.0

34.9

34.8

13.8

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 113

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

190 Average Fixed Income

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.04

0.84

0.69

‐0.11

2.69

‐0.18

‐1.45

‐0.07

17.6

17.6

28.8

51.8

73.2

29.7

66.5

44.3

87.0

73.2

314 Dexia Double Alpha ‐ Class C EUR

EUR

0.00

0.00

318 Dexia Long Short Credit ‐ Class C EUR

EUR

1.67

1.67

2.45

2.82

1.91

4.43

0.84

3.53

‐0.51

0.11

47.1

47.1

54.7

75.9

85.6

68.3

93.2

97.0

96.7

54.9

320 Dexia Long Short Emerging Debt ‐ Class I EUR

EUR

2.76

2.76

‐0.63

‐5.75

‐7.77

0.54

6.15

‐1.27

‐10.1

0.61

66.4

66.4

18.8

4.40

7.50

38.6

21.6

13.0

13.5

11.5

323 Dexia Money+ Emerging Debt Arbitrage ‐ Class C EU EUR

0.68

0.68

0.52

‐0.30

‐0.88

‐0.11

1.63

‐0.94

‐1.81

0.50

35.7

35.7

34.7

31.6

46.5

28.7

87.0

20.1

82.5

21.8

328 Diaman Zenit Dynamic Bond

EUR

2.67

2.67

1.25

1.12

‐1.40

0.80

2.68

0.01

‐3.88

0.10

64.7

64.7

44.7

56.3

36.9

45.5

67.1

53.2

55.4

56.0

335 DreLux Absolute Return AT EUR

EUR

0.00

0.00

0.04

‐0.43

‐0.64

0.91

‐2.25

‐1.27

‐0.22

17.6

17.6

28.2

29.1

47.9

92.1

4.70

89.6

86.9

336 Duemme Sicav Euro Investments C Acc

EUR

17.4

17.4

17.0

8.50

‐5.41

11.4

1.18

‐14.2

0.46

100.0

100.0

100.0

97.4

10.9

4.60

79.8

5.10

25.8

341 DWS Invest ‐ Alpha Strategy FC

EUR

‐1.84

‐1.84

‐1.61

‐3.26

‐0.17

0.58

2.10

‐2.20

‐3.36

‐0.05

5.10

5.10

12.3

12.0

58.2

78.5

5.30

60.6

69.8

41.5

343 DWS Invest Diversified Fixed Income Strategy FC

EUR

2.04

2.04

2.83

0.67

‐0.38

‐1.00

1.32

‐0.34

‐2.27

0.32

53.4

53.4

57.6

48.1

54.1

19.8

88.7

37.8

74.1

37.8

344 DWS Invest Income Strategy Credit FC

EUR

4.34

4.34

4.74

0.16

‐3.90

1.90

3.42

‐0.32

‐5.66

0.47

78.4

78.4

77.0

43.0

19.1

56.4

55.2

39.0

30.9

24.0

347 DWS Invest Income Strategy Systematic F Cap

EUR

0.84

0.84

4.48

4.45

2.11

‐0.16

40.3

40.3

73.5

35.8

93.4

362 ESPA Prorent T

EUR

0.71

0.71

‐1.77

5.12

3.66

0.64

6.35

1.06

‐7.55

‐0.08

38.0

38.0

11.1

87.9

94.5

42.5

19.4

78.6

23.2

76.6

366 Eurizon EasyFund ABS Attivo R

EUR

2.51

2.51

4.11

1.05

‐0.59

‐0.59

3.52

0.19

‐4.02

0.58

62.5

62.5

70.0

53.7

48.6

20.7

52.3

57.9

52.2

14.3

370 Eurobank EFG I (LF) Absolute Return Fd

EUR

4.50

4.50

0.13

79.5

79.5

384 Falcon Insurance Linked Strategy A EUR

EUR

0.06

0.06

1.16

3.53

‐0.55

2.13

2.02

‐1.06

‐0.01

24.4

24.4

42.9

78.4

49.3

77.3

92.3

92.2

65.2

413 GAM Star Cat Bond ‐ USD Acc

0.26

32.9

32.9

1.53

2.65

1.52

0.70

‐1.08

0.09

9.00

9.00

30.5

61.3

89.7

87.5

70.4

91.6

56.6

7.16

1.48

0.28

75.0

75.0

71.1

15.4

85.2

3.70

0.92

‐2.53

0.22

46.0

46.0

61.7

73.4

38.3

48.9

73.9

70.3

45.8

7.96

0.08

‐13.0

0.57

98.2

98.2

97.6

50.6

9.50

13.7

55.6

7.00

17.2
14.9

3.17
0.32

82.3

58.6

52.0

USD

0.52

0.52

415 GAM Star Diversified Market Neutral Credit ‐ USD (A USD

‐0.75

‐0.75

0.21

416 GAM Star Dynamic Global Bond

USD

3.73

3.73

4.21

417 GAM Star Emerging Markets Rates ‐ USD (Acc)

USD

1.63

1.63

3.08

2.57

‐1.36

420 GAM Star Global Rates Acc EUR

EUR

9.72

9.72

14.4

0.78

‐6.38

423 GAM Star Pharo Emerging Market Debt & FX Acc US USD

4.86

4.86

8.16

8.06

1.51

6.73

1.73

‐6.20

0.58

84.0

84.0

88.8

95.5

80.1

17.1

88.7

27.7

428 Gescapital SICAV Diversified Bonds Fund

EUR

0.00

0.00

0.00

‐3.72

‐3.98

3.41

‐1.66

‐4.42

0.32

17.6

17.6

24.7

11.3

17.8

56.3

8.80

44.5

38.3

432 GIS Absolute Return Interest Rate Strategies DX Acc EUR

0.00

0.00

0.00

‐0.16

‐1.47

0.39

‐3.35

‐0.28

‐0.08

17.6

17.6

24.7

37.9

36.3

97.8

0.50

98.7

74.9

7.79

‐1.57

98.3

81.1

11.8

42.9
41.8

436 GLG EM Currency & Fixed Income Alternative IN EU EUR

1.64

1.64

3.20

1.45

‐1.38

4.07

0.30

‐2.23

0.47

46.5

46.5

64.1

60.1

37.6

41.0

62.1

75.4

24.6

438 GLG Em. Mkts. Credit Opportunity Alternative IN EU EUR

1.03

1.03

4.14

9.78

5.08

2.20

8.30

‐0.84

0.21

42.0

42.0

70.5

98.1

97.2

75.0

99.4

93.5

46.9

445 GLG Strategic Bond Fund Retail Acc GBP

GBP

6.58

6.58

0.20

90.3

90.3

446 GLG Total Return Bond Instl

GBP

0.00

0.00

0.84

1.96

0.67

4.75

1.82

0.44

‐1.17

‐0.11

17.6

17.6

40.0

68.9

72.6

72.2

84.1

65.0

90.3

77.8

468 GS Strategic Absolute Return Bond I 

USD

2.30

2.30

1.85

‐0.48

‐2.81

1.99

2.20

‐0.76

‐3.25

0.43

59.0

59.0

50.0

27.8

25.3

57.4

75.6

27.2

63.2

26.9

3.47

0.41

‐3.23

0.43

53.9

53.9

60.5

66.4

29.4

53.5

64.4

63.8

26.3

0.80

‐1.05

‐0.62

0.18

17.6

17.6

36.4

46.2

47.2

94.4

17.1

96.1

48.0

2.43

471 H&A Rendite Plus CI

EUR

2.10

2.10

3.04

1.77

‐2.41

475 Henderson Absolute Return Fixed Income A2 EUR

EUR

0.00

0.00

0.56

0.56

‐0.67

‐1.05

71.6

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

17.8

47.5

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 114

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

190 Average Fixed Income

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

476 Henderson Credit Alpha I Acc GBP

GBP

1.38

1.38

1.60

‐0.71

0.00

9.57

2.08

‐0.90

‐3.39

‐0.03

43.1

43.1

47.6

24.6

60.9

87.1

80.2

22.4

58.0

68.0

481 HI‐Credits Long/Short‐Fonds

EUR

‐0.54

‐0.54

‐2.78

‐1.03

‐1.07

‐2.31

2.76

‐0.76

‐2.99

‐0.07

11.3

11.3

4.70

21.5

42.4

6.90

64.8

26.6

64.5

73.8

483 HI‐Renten Alpha Fonds

EUR

‐0.20

‐0.20

‐2.34

1.07

‐1.61

3.74

0.01

‐3.38

‐0.29

14.7

14.7

6.40

55.0

34.9

47.2

52.0

58.7

90.9

484 HI‐Renten Euro Long/Short‐Fonds

EUR

0.67

0.67

‐2.24

‐1.16

‐4.41

3.08

‐0.77

‐3.96

‐0.08

35.2

35.2

7.00

20.8

16.4

59.1

26.0

54.8

75.5

486 HMT Absolute Return Renten

EUR

0.14

0.14

‐1.94

‐1.76

‐2.93

3.66

‐0.83

‐2.73

0.03

26.1

26.1

10.0

17.0

23.9

49.5

24.8

69.0

64.0

488 HSBC GIF Global Bond Market Neutral M1C

‐11.5

7.95

‐1.66

‐12.7

0.00

14.3

8.20

7.70

8.60

4.41

2.55

36.4

94.6

‐1.19

EUR

1.60

1.60

‐0.66

‐10.7

495 Ignis Absolute Return Government Bond Fund EUR  EUR

1.90

1.90

4.90

7.00

500 ING (L) Patrimonial ‐ Target Return Bond P Cap

EUR

2.56

2.56

2.86

0.96

0.29

2.37

2.71

0.01

506 Invesco Absolute Return Bond Fund ‐ Class A

‐0.51

‐1.49

2.57
9.00

16.8

0.63

45.4

45.4

18.2

0.60

‐0.03

50.0

50.0

77.6

93.0

‐3.43

0.37

63.6

63.6

58.8

53.1

66.4

59.4

66.0

52.6

56.7

34.3

0.28

‐3.29

0.48

61.9

61.9

68.2

65.8

50.0

12.8

69.4

60.3

61.9

23.5

0.65

‐9.98

0.65

91.4

91.4

92.9

84.1

9.10

69.2

16.1

5.80

68.6

EUR

2.47

2.47

3.82

1.77

510 Investec GSF Emerging Markets Blended Debt Fund USD

6.88

6.88

9.42

4.50

517 JB BF ‐ Absolute Return Bond Fund ‐ EUR C

EUR

4.07

4.07

4.71

2.57

‐0.37

3.11

2.73

0.96

‐2.76

0.60

77.2

77.2

76.4

74.0

54.7

62.3

65.4

75.1

68.3

12.0

518 JB BF ‐ Absolute Return Bond Fund Plus ‐ USD C

USD

5.87

5.87

7.54

4.26

0.35

4.44

4.06

1.29

‐4.06

0.63

87.5

87.5

86.4

82.2

67.8

70.2

42.1

81.0

50.9

9.20

519 JB BF ‐ Absolute Return Emerging Bond Fund ‐ EUR  EUR

2.29

2.29

2.16

1.52

‐1.32

0.08

2.28

0.18

‐2.29

0.50

57.9

57.9

51.7

60.7

39.0

32.6

73.3

57.3

73.5

21.2

1.78

1.80

1.00

‐1.65

0.58

65.3

65.3

62.9

70.2

64.3

55.4

84.7

76.3

83.2

16.0

1.13

‐0.85

‐1.59

0.33

42.6

42.6

48.8

44.9

53.4

90.4

23.6

85.1

36.6

524 JB MultiBond ‐ Absolute Return Bond Fund Defende EUR

2.68

2.68

3.17

2.14

0.21

530 JPM Global Absolute Return Bond A Acc USD

USD

1.25

1.25

1.65

0.37

‐0.38

536 JPM Income Opportunity ‐ A USD

USD

2.46

2.46

4.65

0.70

‐0.33

4.58

4.00

‐0.11

‐5.36

0.67

61.3

61.3

74.7

48.7

55.4

71.2

43.2

48.5

32.2

4.60

553 Kathrein Euro Bond R

EUR

2.21

2.21

‐0.50

5.11

2.12

0.55

8.24

0.98

‐8.63

‐0.12

56.8

56.8

20.5

87.3

87.6

39.6

13.1

75.7

19.3

79.5

554 KCM Fund ‐ Risk Protect I

EUR

‐0.65

‐0.65

1.69

3.27

1.99

1.27

2.77

1.47

‐1.45

‐0.12

10.2

10.2

49.4

77.8

86.9

50.4

63.7

84.6

86.4

78.9

562 L&G Dynamic Bond Trust ‐ Class R Acc

GBP

6.11

6.11

8.49

‐0.28

‐3.23

6.64

6.12

‐0.26

‐10.1

0.17

88.6

88.6

90.0

32.9

21.2

77.2

22.8

42.6

14.8

49.2

570 LBBW Pro Fund Credit I

EUR

2.71

2.71

0.07

‐0.16

‐1.01

2.98

‐0.42

‐4.48

0.31

65.9

65.9

29.4

38.6

44.5

60.8

36.0

43.2

40.0

573 Legg Mason Western Asset Global Credit Absolute R EUR

0.79

0.79

2.41

‐0.61

‐0.25

4.58

‐0.45

‐4.36

0.22

39.7

39.7

54.1

25.9

56.1

34.1

35.5

46.4

46.3

579 Liontrust Credit Absolute Return Fund A EUR

EUR

1.89

1.89

1.18

0.00

0.50

2.15

‐0.14

‐2.90

‐0.16

49.4

49.4

43.5

39.8

69.1

76.8

47.9

67.0

83.5

582 LO Funds ‐ 1798 Optimum Trend Fund EUR P A

CHF

‐0.51

‐0.51

‐1.56

0.47

1.32

‐2.82

2.10

‐0.08

‐2.01

‐0.29

12.5

12.5

12.9

45.5

79.4

4.90

77.9

49.1

78.0

90.3

592 Lupus alpha LS Duration Corporates Invest

EUR

4.29

4.29

‐1.50

‐2.85

‐5.04

‐3.84

5.63

‐0.73

‐8.35

0.06

77.8

77.8

14.1

13.2

13.0

3.90

26.2

28.4

20.0

61.2

0.17

0.17

‐3.70

‐0.21

0.13

‐2.67

3.80

‐0.32

‐4.03

‐0.37

27.2

27.2

2.30

36.0

63.6

5.90

46.1

38.4

51.6

93.8

1.72

1.72

‐1.68

‐6.70

‐1.15

‐6.94

11.8

‐0.71

‐15.2

0.53

48.2

48.2

11.7

3.70

41.7

0.00

3.50

28.9

1.90

20.0

3.79

4.57

1.01

‐4.96

0.74

67.0

67.0

84.7

84.8

95.2

34.7

77.5

38.7

1.20

13.3

‐0.91

‐17.2

0.29

98.8

98.8

78.2

2.50

2.30

21.8

0.00

41.2

581 LNG Europa Corporate Bond Fund

593 Lupus alpha LS Duration Invest

EUR

607 Lyxor Credit Strategies Index Fund I EUR

EUR

641 Market Access III ‐ CYD Market Neutral Plus Index

EUR

693 Muzinich Short Duration High Yield Hdgd EUR Acc R EUR

2.78

2.78

6.99

4.55

703 Natixis ‐ H2O Allegro I EUR

9.93

9.93

5.11

‐8.26

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

190 Average Fixed Income
705 Natixis ‐ H2O MultiBonds I EUR

Page 115

EUR

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

7.95

7.95

13.1

2.37

‐8.12

14.8

0.02

‐14.5

0.24

YTD

3m

6m

12m

2011

94.8

94.8

97.0

71.5

6.80

2010

Vola Sortino MaxDD Eq‐Crl.
1.80

53.8

4.50

44.6

709 Natixis ‐ Loomis Sayles Absolute Strategies Bond Fu USD

6.03

6.03

7.00

1.29

4.74

‐0.03

0.60

88.0

88.0

85.2

57.5

31.3

51.4

710 Natixis ‐ Loomis Sayles Multisector Income Fund R/A USD

3.91

3.91

10.2

13.0

5.80

19.8

10.1

1.82

‐4.96

‐0.08

76.1

76.1

94.7

100.0

97.9

100.0

6.90

89.9

37.4

74.3

13.2

714 Natixis Absolute Quant Bond 12 MI C EUR

EUR

0.06

0.06

0.53

0.81

0.70

‐0.20

0.50

‐0.53

‐0.44

‐0.22

25.0

25.0

35.8

51.2

73.9

27.7

97.2

33.7

97.4

87.5

715 Natixis Absolute Quant Bond 18 M I

EUR

‐0.46

‐0.46

0.15

0.30

0.53

‐0.44

0.81

‐1.16

‐0.77

‐0.13

13.0

13.0

30.0

43.6

69.8

23.7

93.8

14.2

94.8

81.2

716 Natixis Absolute Swap Arbitrage I I

EUR

‐0.01

‐0.01

0.03

‐3.92

‐3.84

‐2.23

2.27

‐2.16

‐4.39

0.40

16.4

16.4

27.6

9.40

19.8

7.90

73.9

5.90

45.8

30.9

724 New Capital UCITS Total Return Bond EUR 

EUR

6.89

6.89

8.43

2.74

‐2.53

6.74

6.07

0.39

‐8.26

0.58

92.0

92.0

89.4

75.3

28.0

78.2

23.3

63.9

20.6

16.6

725 Newscape Global Bond Fund P

EUR

0.00

0.00

0.00

0.00

‐1.06

0.00

‐7.25

0.00

‐0.07

17.6

17.6

24.7

39.8

43.1

99.5

0.00

100.0

72.6

726 Newscape Strategic Bond Fund

EUR

731 Next Generation Absolute Return ‐ Secquaero ILS Fu EUR

0.08

0.08

0.30

1.17

0.79

0.08

25.5

25.5

31.7

89.8

71.5

738 Nomura Interest Rate Inv Strat IRIS Fund I EUR

EUR

0.25

0.25

‐0.89

‐1.02

‐1.86

1.70

‐1.44

‐2.22

‐0.02

28.4

28.4

17.0

22.1

32.1

85.3

11.8

76.1

66.3

739 Nomura Interest Rate Inv Strat IRIS×4 Fund I EUR

EUR

0.55

0.55

‐1.79

‐2.22

‐3.93

3.41

‐1.15

‐4.42

‐0.02

33.5

33.5

10.5

14.5

18.4

55.7

14.7

45.1

65.8

741 Nomura Macro CPS (Credit Positioning System) Fun EUR

10.8

10.8

‐0.06

‐0.31

‐9.24

10.9

‐0.17

‐12.2

‐0.06

99.4

99.4

24.1

31.0

2.70

5.70

44.9

9.60

70.9

58.3

759 OFI Spread Opportunities

EUR

3.17

3.17

4.62

0.64

‐0.98

2.97

2.92

‐0.16

‐4.54

‐0.03

71.0

71.0

74.1

47.4

45.8

61.3

61.4

45.5

41.9

66.9

772 Oyster ‐ Credit Opportunities I EUR

EUR

5.47

5.47

8.96

1.89

‐1.61

5.01

4.06

0.27

‐7.02

0.05

86.3

86.3

91.7

67.7

35.6

74.2

41.5

59.7

25.8

62.9

792 Parworld Quantitative Fixed Income C

EUR

0.17

0.17

1.27

0.31

0.03

3.26

‐0.21

‐1.89

0.55

26.7

26.7

45.2

44.3

62.3

58.0

43.1

81.2

18.3

794 PEH SICAV ‐ PEH Renten EvoPro P

EUR

‐1.47

‐1.47

‐0.29

‐0.57

0.42

2.76

‐0.37

‐2.08

‐0.11

5.60

5.60

21.7

27.2

68.4

64.3

37.2

77.4

800 PIMCO GIS Credit Absolute Return Fund Inst Acc US USD

2.16

2.16

0.08

54.5

54.5

801 PIMCO GIS Diversified Inc E EUR Hd Acc

EUR

4.50

4.50

7.98

7.13

4.80

12.1

5.46

1.58

‐5.69

0.52

78.9

78.9

88.2

93.6

95.8

94.0

27.9

86.3

30.3

20.6

802 PIMCO GIS Euribor Plus E

EUR

0.63

0.63

1.36

‐0.27

0.00

1.65

1.35

‐1.08

‐2.31

0.32

34.6

34.6

46.4

33.5

60.9

54.4

88.1

15.9

72.9

39.5
38.9

0.09

1.70

33.6

85.8

77.2
57.8

804 PIMCO GIS Global Investment Grade Credit Fund E A EUR

3.56

3.56

6.38

5.64

3.61

8.70

4.85

1.44

‐4.99

0.32

72.7

72.7

83.5

89.2

93.8

85.1

30.2

83.4

36.7

806 PIMCO GIS Global Real Return Ins EUR Hdg Acc

EUR

1.41

1.41

5.18

11.6

11.7

6.48

5.42

3.26

‐1.82

‐0.21

43.7

43.7

78.8

99.3

100.0

75.2

28.5

96.4

81.9

86.3

807 PIMCO GIS Total Return Bond Fund E EUR Acc (Hgd) EUR

2.81

2.81

3.92

4.40

2.54

6.58

3.85

1.46

‐3.27

0.18

67.6

67.6

68.8

82.9

89.0

76.2

44.9

84.0

62.5

48.6

808 PIMCO Select Global Bond Ret GBP

GBP

1.48

1.48

4.38

10.0

4.04

3.57

‐1.63

‐0.32

44.8

44.8

71.7

98.7

42.7

97.6

84.5

91.5

809 PIMCO Select UK Corporate Bond Ret GBP

GBP

3.72

3.72

7.63

6.70

6.72

1.25

‐4.71

‐0.27

74.4

74.4

87.0

91.7

17.7

80.4

41.2

89.8

810 PIMCO Select UK Income Bond Fund Retail

GBP

811 PIMCO Unconstrained Bond E Class EUR

EUR

1.98

1.98

2.34

0.71

812 PineBridge Global Emerging Market Corporate Bond USD

9.37

9.37

16.3

2.57

818 Pioneer Investments Total Return A EUR

EUR

2.17

2.17

1.51

‐1.45

819 Plenum CAT Bond Fund EUR

EUR

0.69

0.69

0.40

‐0.18
‐0.09

4.99
9.18

2.10

‐0.28

‐2.22

0.05

51.1

51.1

53.5

49.3

11.9

0.23

‐17.0

0.49

96.5

96.5

99.4

72.7

2.88

‐0.98

‐5.25

0.30

55.6

55.6

47.0

18.9

‐0.24

37.5

37.5

32.9

1.83

57.5
60.2

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

73.2
86.1

79.0

41.4

76.7

61.8

2.90

58.5

0.60

22.3

62.5

18.9

32.9

40.6

83.6

88.0

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Page 116

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

190 Average Fixed Income

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

YTD

3m

6m

12m

2011

824 Plurima Funds ‐ Uniforte Short Term Opportunities  EUR

6.15

6.15

6.74

2.15

‐2.71

5.20

0.30

‐7.85

0.43

89.2

89.2

84.1

70.8

26.0

839 PTR ‐ Kosmos P EUR

EUR

1.72

1.72

2.63

0.99

8.87

857 Renta 4 Pegasus FI

EUR

4.69

4.69

4.66

3.87

3.83

1.08

‐4.08

‐0.06

47.7

47.7

56.4

0.42

81.8

81.8

75.2

81.0

858 Renta 4 Retorno Dinamico FI

EUR

865 Rivoli Long Short Bond Fund Parts P

EUR

‐1.91

‐1.91

‐3.30

7.65

1.58

11.2

6.96

1.82

‐4.79

‐0.43

4.50

4.50

2.90

94.3

80.8

866 Robeco Flex‐O‐Rente D EUR

EUR

‐0.01

‐0.01

‐0.08

1.06

1.30

‐0.52

2.61

868 RP Global Absolute Return Bond

EUR

3.70

3.70

6.03

5.86

1.18

3.12

2.79

0.26

‐1.65

‐0.45

17.0

17.0

23.5

54.4

2.80

‐1.98

0.05

73.8

73.8

81.1

89.8

GBP

5.18

5.18

10.2

‐1.51

‐5.16

899 Saxo Invest ‐ Global Evolution Frontier Markets (FI)  EUR

4.84

4.84

7.12

8.05

16.4

‐0.15

‐14.8

0.88

85.7

85.7

94.1

17.7

11.6

4.11

2.58

‐4.44

0.33

83.5

83.5

85.8

94.9

‐0.48

3.64

‐0.64

‐5.23

28.4

4.48

1.41

3.46

‐1.01

‐4.01

10.2

‐0.05

6.31

0.92

2010

Vola Sortino MaxDD Eq‐Crl.
29.6

61.5

21.2

27.5

91.5

100.0

45.5

79.2

50.3

29.2

90.0

16.5

90.5

40.0

96.6

78.7

22.7

67.7

59.1

83.8

98.3

78.0

63.3

63.1

95.8

78.7

62.3

0.60

46.1

3.80

0.00

40.4

95.2

43.8

37.2

50.0

30.7

33.5

35.3

82.8

54.6

18.3

52.9

28.6

6.30

50.8

2.50

4.00

19.9

74.5

40.6

97.8

71.5

878 RWC Enhanced Absolute Rate & Currency Fund ‐ Cla EUR
879 RWC Enhanced Income Fund A GBP
901 Schroder Absolute Return Bond Fund A Acc

GBP

3.05

3.05

3.71

903 Schroder GAIA CQS Credit A Acc EUR

EUR

‐2.33

‐2.33

‐2.57

909 Schroder ISF Emerging Markets Debt Absolute Retu EUR

‐1.25

‐1.25

‐1.53

‐1.98

910 Schroder ISF Global High Income Bond A USD

USD

7.63

7.63

11.6

‐0.24

924 Seven Fixed Income Fund Part P

EUR

‐2.24

‐2.24

‐3.10

4.95

933 Silk ‐ Road Income Fund I

‐2.87
‐1.02

6.95
0.67

2.71

0.13

69.3

69.3

67.6

‐0.79

1.70

1.70

5.20

0.43

6.80

6.80

13.5

15.8

‐15.0

0.68

93.7

93.7

95.8

34.8

‐4.72

‐0.44

2.80

2.80

3.50

86.0

24.6
43.8

79.2
43.5

90.4

52.6
100.0

USD

5.00

5.00

3.05

1.60

‐3.50

6.14

0.17

‐9.08

‐0.18

84.6

84.6

61.1

63.2

20.5

22.2

56.8

17.4

85.2

934 Sinopia Alternative Global Bond Market Neutral 300 EUR

1.94

1.94

1.32

‐3.76

‐4.80

‐0.36

3.36

‐1.63

‐6.38

0.58

50.5

50.5

45.8

10.1

14.3

24.7

56.9

9.40

27.0

15.5

935 Sinopia HSBC Alternaccess G

EUR

0.40

0.40

0.38

‐0.24

‐0.40

0.15

0.65

‐2.06

‐0.81

0.61

30.1

30.1

32.3

35.4

51.3

34.6

96.6

6.50

94.1

10.9

937 Skandia Total Return USD Bond Fund A USD

USD

2.87

2.87

4.46

3.78

2.19

8.12

3.90

1.00

‐4.00

88.3

84.1

44.4

76.9

53.5

63.5

949 Standard Life Absolute Return Global Bond Strategi GBP

0.20

0.20

0.59

1.10

2.61

0.06

68.2

55.0

959 SWIP Absolute Return Bond Fund

0.04

68.7

68.7

72.9

80.3

‐0.03

27.8

27.8

37.6

55.6

67.5

GBP

2.66

2.66

3.67

1.76

0.54

1.63

1.98

0.57

‐2.63

0.12

64.2

64.2

67.0

65.1

70.5

53.4

81.3

68.6

69.6

969 T. Rowe Price Global Fixed Income Absolute Return  USD

0.90

0.90

1.62

‐0.99

‐1.68

0.40

1.85

‐1.10

‐2.95

0.65

40.9

40.9

48.2

22.7

33.5

37.6

83.0

15.3

65.1

6.90

EUR

6.73

6.73

7.88

1.55

‐3.20

11.6

8.73

0.29

‐10.0

0.71

90.9

90.9

87.6

62.0

21.9

93.0

10.8

60.9

15.4

2.90

970 Templeton Global Bond A Acc €‐H1

54.3

971 Templeton Global Total Return Fund A (Acc) EUR H1 EUR

7.69

7.69

9.48

3.18

‐1.32

15.8

9.26

0.52

‐10.4

0.73

94.3

94.3

93.5

77.2

39.7

99.0

8.60

68.0

12.9

2.30

972 Thames River Credit Select A Acc EUR

EUR

1.99

1.99

1.89

‐0.19

‐5.08

11.3

4.39

‐1.05

‐5.76

0.16

51.7

51.7

50.5

37.3

12.3

92.0

37.5

16.5

29.6

50.3

974 Thames River Global Bond (EURO) A Acc EUR

EUR

‐2.11

‐2.11

‐0.55

‐0.21

1.17

10.5

6.21

‐0.28

‐4.18

‐0.43

3.90

3.90

20.0

36.7

77.3

89.1

20.5

42.0

49.0

97.2

975 Thames River Global Credit Fund A Acc EUR

EUR

2.85

2.85

0.96

‐4.03

‐9.67

12.7

5.86

‐1.52

‐9.43

0.36

68.1

68.1

41.1

8.20

2.00

95.0

24.5

10.6

16.7

976 Thames River Global Emerging Markets Absolute Re EUR

‐0.79

‐0.79

‐4.27

8.88

‐1.95

0.82

8.50

8.50

1.10

9.70

7.10

977 Thames River Global High Yield A EUR Acc

EUR

7.42

7.42

6.23

8.52

‐0.79

0.42

92.6

92.6

82.9

12.0

25.4

978 Thames River High Income Fund R Acc EUR

EUR

4.68

4.68

0.69

6.16

‐0.93

0.39

81.2

81.2

38.2

21.1

20.7

‐4.04

‐8.33

9.78

‐12.0

7.50

4.70

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

88.1

34.9
0.60
29.8

10.9

31.5

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Fixed Income
Data

31.03.2012

#

Fund Name

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.28

2.28

2.65

0.93

‐1.10

2.90

4.44

0.13

‐5.24

0.18

GBP

‐0.75

‐0.75

‐0.46

0.00

0.59

‐1.20

3.52

‐0.31

‐2.85

190 Average Fixed Income
993 Threadneedle Absolute Return Bond Fund R ‐ GBP

Page 117

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.56

9.60

9.60

21.1

39.8

71.2

15.8

51.8

39.6

67.7

99.5

996 Threadneedle Credit Opportunities Fund ‐ EUR Gros EUR

3.45

3.45

6.19

2.56

0.87

7.48

3.96

0.52

‐5.08

0.43

72.1

72.1

82.3

72.1

75.3

80.1

43.8

67.4

35.4

28.0

999 Threadneedle Target Return Core Fund

EUR

0.00

0.00

0.96

1.94

1.94

0.98

3.06

0.48

‐0.97

‐0.20

17.6

17.6

40.5

68.3

86.3

46.5

59.7

66.2

92.9

85.8

1000 Threadneedle Target Return Fund

EUR

‐0.83

‐0.83

0.00

0.84

1.68

‐1.65

3.48

‐0.07

‐2.52

‐0.47

7.90

7.90

24.7

52.5

81.5

10.8

52.9

49.7

70.9

98.9

1013 Torrus Funds ‐ Return & Income Strategy Index Fun EUR

0.28

0.28

2.34

‐1.31

‐10.4

15.7

16.1

‐0.05

‐11.5

0.63

28.9

28.9

52.9

20.2

0.60

98.0

1.20

50.2

11.6

9.80
55.5

1022 UBAM Absolute Return USD I

EUR

0.00

0.00

‐0.71

‐2.15

‐1.78

‐0.53

0.89

‐3.26

‐2.33

0.11

17.6

17.6

17.6

15.1

32.8

21.7

92.7

1.10

72.2

1025 UBI Pramerica Total Return Prudente

EUR

2.01

2.01

1.22

1.80

‐0.21

0.35

1.70

0.91

‐1.32

0.00

52.2

52.2

44.1

67.0

56.8

36.6

86.4

72.7

89.0

64.6

1035 UniInstitutional AAA Bond Strategy

EUR

2.25

2.25

‐1.49

‐1.46

‐4.74

‐1.44

4.65

‐0.54

‐6.08

‐0.05

57.3

57.3

14.7

18.3

15.0

13.8

32.4

33.1

29.0

70.3

1043 Vontobel Absolute Return Bond EUR B

EUR

2.02

2.02

‐0.60

1.57

‐2.58

3.27

4.25

0.49

‐4.12

‐0.37

52.8

52.8

19.4

62.6

26.7

64.3

39.3

66.8

49.6

94.3

1047 Warburg Bund Trend active short ‐ FONDS R

EUR

‐4.24

‐4.24

‐9.30

‐12.2

‐8.14

5.56

‐2.30

‐12.5

0.08

0.50

0.50

0.00

0.00

6.10

26.8

3.50

9.00

58.9

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

6. FI and GTAA Strategies

ABS

April 2012
Page 118

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

FI ABS
Data

31.03.2012

#

Fund Name

15

Average FI ABS

8

ABS‐Cofonds

42
49

Page 119

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

3.20

0.12

1.83

1.23

1.54

0.63

‐0.57

‐1.65

‐3.70

‐2.01

‐0.83

‐0.85

1.95

21.3

‐2.09

6.02

0.21

‐11.4

‐0.04

EUR

3.66

0.55

0.78

2.29

0.85

3.23

‐1.16

‐0.08

‐2.64

‐2.29

0.87

‐0.08

4.35

28.0

‐23.6

4.23

0.54

‐6.00

‐0.13

Allianz PIMCO Global ABS Fund ‐ I ‐ EUR

EUR

2.54

0.83

0.95

0.74

0.49

‐0.16

0.52

‐1.35

‐0.69

‐0.61

‐1.23

‐2.48

‐1.20

12.1

5.93

2.39

‐1.64

‐6.00

‐0.01

Allianz Short Term Fixed Income Fund ‐ P ‐ EUR

EUR

2.81

0.70

0.99

1.09

0.92

0.12

1.06

‐0.48

‐1.15

‐1.06

‐0.27

‐0.15

6.36

30.4

‐36.9

2.82

1.34

‐3.28

‐0.20

150 BayernInvest Short Term ABS‐Fonds (Closed)

EUR

2.12

0.53

0.76

0.81

0.63

0.27

‐1.11

‐2.19

‐1.74

0.05

‐1.61

‐1.96

‐0.71

21.8

‐2.46

4.17

‐1.37

‐8.84

0.26

177 BHW Lazard Short Term Plus

EUR

0.00

0.00

0.00

0.00

0.13

0.06

0.15

0.17

1.03

0.06

0.00

0.00

13.6

8.64

‐1.36

0.91

6.41

‐0.02

‐0.33

404 FT ABS Plus

EUR

0.15

0.09

0.12

‐0.06

3.29

‐0.03

0.45

‐1.89

‐2.64

1.49

‐5.86

0.24

6.37

4.57

28.4

7.55

‐0.84

‐9.38

0.19

503 Insight LIBOR Plus Fund S

GBP

1.20

‐0.32

0.72

0.80

0.56

‐0.16

0.32

‐0.48

‐0.24

0.00

‐0.08

0.24

1.31

0.15

516 JB BF ‐ ABS (EUR) B

EUR

2.61

0.23

1.24

1.12

0.78

0.44

‐0.35

‐0.82

‐0.90

‐1.47

‐0.62

0.02

1.42

12.2

12.6

2.09

‐0.70

‐4.25

‐0.07

557 Kepler Asset Backed Securities Fds A

EUR

6.42

‐3.98

4.74

5.82

3.93

2.79

‐3.32

‐2.13

‐8.20

‐12.9

‐1.64

‐1.33

‐10.2

19.1

‐10.4

13.0

‐1.58

‐29.8

‐0.13

713 Natixis ABS Plus R

EUR

6.72

2.38

2.19

2.00

1.80

0.15

‐0.92

‐4.65

‐4.58

‐1.33

‐1.15

‐1.08

0.36

46.7

‐15.9

5.24

‐0.90

‐13.2

0.23

7.48

‐0.36

7.87

0.00

1.90

0.63

‐1.67

‐2.28

‐15.3

‐8.50

‐0.72

‐0.16

‐15.2

11.6

2.03

14.7

‐1.35

‐27.1

‐0.15

‐0.28

‐7.62

‐6.79

4.38

0.00

0.00

16.2

51.1

‐4.44

12.9

0.06

‐18.6

‐0.05

0.08

764 OP Cash Euro Plus

EUR

779 P&G Asset Backed Securities (UCITS) Fund

EUR

814 Pioneer ABS Dynamic Cash (Closed)

EUR

0.00

0.00

0.00

0.00

3.53

1.01

1038 Vanguard U.S. Mortgage Backed Securities Bond Ind USD

0.65

0.34

0.11

0.20

1.01

‐0.08

0.89

1.35

0.15

‐0.28

0.37

0.73

5.90

5.68

5.77

2.19

4.27

‐0.80

‐0.39

1045 W&W Asset Backed Securities A

8.43

0.69

5.11

2.46

1.76

0.53

‐2.54

‐0.68

‐8.23

‐5.75

0.27

‐5.90

‐1.82

24.7

13.4

10.9

‐1.40

‐21.3

0.17

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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FI ABS
Data

31.03.2012

#

Fund Name

15

Average FI ABS

8

ABS‐Cofonds

42
49

Page 120

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

3.20

3.20

‐0.67

‐3.76

1.95

21.3

6.02

0.21

‐11.4

‐0.04

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

EUR

3.66

3.66

2.09

2.65

4.35

28.0

4.23

0.54

‐6.00

‐0.13

69.2

69.2

84.6

83.3

58.3

75.0

46.2

76.9

66.6

69.3

Allianz PIMCO Global ABS Fund ‐ I ‐ EUR

EUR

2.54

2.54

‐1.84

‐2.44

‐1.20

12.1

2.39

‐1.64

Allianz Short Term Fixed Income Fund ‐ P ‐ EUR

EUR

2.81

2.81

1.30

3.41

6.36

30.4

2.82

1.34

‐6.00

‐0.01

46.1

46.1

30.7

50.0

25.0

33.3

69.3

0.00

58.3

38.5

‐3.28

‐0.20

61.5

61.5

61.5

91.6

75.0

83.3

61.6

84.6

83.3

84.7

150 BayernInvest Short Term ABS‐Fonds (Closed)

EUR

2.12

2.12

‐1.45

‐3.91

‐0.71

21.8

4.17

‐1.37

‐8.84

0.26

38.4

38.4

38.4

33.3

33.3

58.3

53.9

23.0

50.0

0.00

177 BHW Lazard Short Term Plus

EUR

0.00

0.00

0.06

1.68

13.6

8.64

0.91

6.41

‐0.02

‐0.33

0.00

0.00

46.1

75.0

91.6

16.6

100.0

100.0

100.0

92.4

404 FT ABS Plus

EUR

0.15

0.15

‐4.08

‐4.25

6.37

4.57

7.55

‐0.84

‐9.38

0.19

15.3

15.3

7.60

25.0

83.3

0.00

30.8

46.1

41.6

15.4

503 Insight LIBOR Plus Fund S

GBP

1.20

1.20

1.37

1.31

0.15

0.08

30.7

30.7

69.2

92.4

69.2

516 JB BF ‐ ABS (EUR) B

EUR

2.61

2.61

0.49

‐0.18

1.42

12.2

2.09

‐0.70

‐4.25

‐0.07

53.8

53.8

53.8

58.3

50.0

41.6

84.7

53.8

75.0

53.9

557 Kepler Asset Backed Securities Fds A

EUR

6.42

6.42

‐10.0

‐17.6

‐10.2

19.1

13.0

‐1.58

‐29.8

‐0.13

76.9

76.9

0.00

8.30

8.30

50.0

7.70

7.60

0.00

61.6

713 Natixis ABS Plus R

EUR

6.72

6.72

2.97

‐3.82

0.36

46.7

5.24

‐0.90

‐13.2

0.23

84.6

84.6

92.3

41.6

41.6

91.6

38.5

38.4

33.3

7.70

764 OP Cash Euro Plus

EUR

7.48

7.48

‐2.53

‐17.9

‐15.2

11.6

14.7

‐1.35

‐27.1

‐0.15

92.3

92.3

23.0

0.00

0.00

25.0

0.00

30.7

8.30

77.0

779 P&G Asset Backed Securities (UCITS) Fund

EUR

814 Pioneer ABS Dynamic Cash (Closed)

EUR

0.00

0.00

4.38

0.28

16.2

51.1

12.9

0.06

‐18.6

‐0.05

0.00

0.00

100.0

66.6

100.0

100.0

15.4

61.5

25.0

46.2

1038 Vanguard U.S. Mortgage Backed Securities Bond Ind USD

0.65

0.65

1.48

6.15

5.90

5.68

2.19

4.27

‐0.80

‐0.39

23.0

23.0

76.9

100.0

66.6

8.30

77.0

92.3

91.6

100.0

1045 W&W Asset Backed Securities A

8.43

8.43

‐3.57

‐12.9

‐1.82

24.7

10.9

‐1.40

‐21.3

0.17

100.0

100.0

15.3

16.6

16.6

66.6

23.1

15.3

16.6

23.1

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

30.8

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Multi‐Strategy

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Strategy
Data

31.03.2012

#

Fund Name

59

Average Multi‐Strategy

52

Alpha Centauri Scorpius I

Page 122

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

1.32

0.81

0.91

‐0.47

‐0.64

‐0.91

0.21

‐0.81

‐0.22

0.09

‐0.64

0.97

‐1.95

3.65

1.20

7.16

‐0.02

EUR

‐1.87

‐0.40

‐1.30

‐0.19

0.50

0.16

‐0.81

‐1.27

0.35

‐0.54

‐0.32

0.46

2.16

‐2.45

53

Alpha Centauri Sirius I

EUR

‐0.85

0.14

‐0.64

‐0.35

0.15

‐0.38

‐2.45

‐0.90

‐0.88

0.72

‐0.84

‐0.73

99

Aurora Multistrategy

EUR

6.27

4.11

2.14

‐0.06

‐0.11

‐0.47

‐0.86

‐9.57

‐4.40

4.20

‐1.52

0.83

‐9.15

0.39

0.33

0.52

‐0.28

0.10

‐0.11

0.87

0.10

1.92

0.29

‐0.23

‐0.25

0.01

‐0.13

112 AXA World Funds ‐ Portable Alpha Absolute IC

EUR

1.61

0.24

0.66

0.70

113 AXA World Funds Optimal Absolute F

EUR

‐0.45

‐0.19

‐0.10

‐0.16

4.22

‐5.01

‐7.64

0.19
‐0.33

3.75

‐2.03

11.8

‐0.50

‐16.2

0.06

0.30

2.09

2.26

‐1.19

0.17

1.15

‐3.18

0.22

115 AZ Fund 1 Formula Absolute A

EUR

0.37

0.19

0.18

0.00

0.19

0.19

0.19

0.00

0.00

0.19

0.19

0.19

1.50

0.51

5.49

0.00

0.08

120 Bankhaus Donner Best‐of‐Two alpha turbo

EUR

‐5.17

‐3.53

‐1.50

‐0.20

‐3.99

‐0.10

‐0.52

2.94

0.16

‐5.58

3.86

0.48

‐2.42

‐5.72

‐10.5

15.7

‐0.63

‐15.3

‐0.43

123 Bankinter Kilimanjaro FI

EUR

‐9.22

‐4.43

‐4.80

‐0.22

2.71

‐0.68

3.74

7.97

5.79

‐4.81

4.10

3.15

12.1

5.72

‐8.93

16.3

0.36

‐12.7

‐0.82

249 Clear Alpha Trading Strategies Fund

USD

1.35

1.03

0.87

‐0.55

0.05

‐0.14

‐0.71

‐3.52

‐1.18

0.98

‐0.67

‐1.12

4.24

‐1.60

‐6.49

0.48

250 Cogitam T10 Diversifié

EUR

‐1.02

0.79

‐1.07

‐0.73

‐4.32

1.33

4.97

0.01

1.99

‐1.90

‐1.86

‐0.97

‐0.16

2.46

8.09

‐0.68

‐7.65

‐0.04

0.42

257 Credit Suisse (Lux) Total Return Global L/S Exposure EUR

2.47

2.07

1.75

‐1.34

‐1.15

‐0.53

‐1.71

‐5.05

‐3.47

0.70

‐0.93

1.08

‐10.4

6.85

‐1.29

‐12.9

0.82

265 Credit Suisse Schroder Opus Trading Fund ‐ G

USD

‐7.13

0.58

‐2.62

‐5.18

0.50

‐3.37

‐0.44

4.29

4.03

‐2.37

‐0.19

‐0.93

‐1.42

4.15

9.22

‐0.78

‐11.6

‐0.61

355 Emcore Toba I

EUR

2.65

1.32

1.28

0.03

‐0.37

0.11

‐1.98

‐9.40

‐0.36

2.38

0.52

0.62

‐7.13

10.2

‐0.60

‐12.4

0.75

383 F&C Active Return A EUR

EUR

0.25

‐0.16

0.11

0.31

0.31

0.13

‐0.41

‐2.61

‐0.76

0.39

‐0.20

0.15

‐2.21

‐0.21

2.54

‐1.50

‐3.97

0.52

391 Finaltis Multistrategies A EUR

EUR

1.82

0.89

1.58

‐0.66

‐1.98

‐4.15

0.18

1.79

0.55

‐0.51

‐0.08

‐0.28

‐1.49

2.15

5.91

‐0.47

‐6.36

‐0.03

5.92

‐0.62

‐4.49

0.14

4.61

‐0.98

‐4.14

‐0.22

5.23

‐0.53

‐7.34

0.47

4.84

‐0.15

‐7.45

0.03

6.91

‐0.91

‐13.9

0.37

5.38

3.81

‐3.48

0.69

9.35

‐1.17

‐14.8

0.75

‐8.52

0.45

394 Finlabo Investments Sicav ‐Dynamic Absolute Ret R EUR

0.70

1.40

0.66

‐1.34

‐1.14

‐1.47

1.27

‐0.07

‐0.16

‐0.74

‐0.88

‐0.13

‐5.47

400 Flashtrader absolut VT

EUR

‐3.89

‐0.56

‐1.86

‐1.52

2.31

‐0.09

0.09

0.09

0.00

0.09

0.84

0.46

2.85

8.46

433 GIS Absolute Return Multi Strategies BX Acc

EUR

3.51

0.55

2.01

0.92

‐0.37

0.47

0.07

‐2.58

‐1.55

0.96

‐0.35

1.49

‐5.10

3.13

‐1.05

‐0.08

‐0.16

‐0.01

‐4.94

451 Glodman Sachs II ‐ Tactical Tilt Portfolio

EUR

466 GS Dynamic Alternative Strategies Portfolio EUR

EUR

5.11

2.40

1.69

0.94

‐0.67

‐1.71

‐0.12

‐2.73

472 Hadron Alpha Select Fund

EUR

11.1

4.00

3.46

3.23

‐4.32

‐1.98

‐2.31

‐2.23

0.19

0.15

‐2.77

0.78

‐13.8

508 Invesco Global Absolute Return A

EUR

3.07

0.28

2.41

0.36

0.29

0.78

‐0.78

1.86

‐0.19

2.59

‐0.94

1.70

9.46

550 Kalahari Alpha FI

EUR

2.48

3.34

0.42

‐1.25

‐0.66

‐1.33

‐2.32

‐4.25

‐3.72

1.39

‐2.43

0.65

639 Man GLG Multi‐Strategy EUR D

7.08

‐3.20

‐12.8

EUR

4.04

2.49

1.05

0.45

‐0.26

‐2.22

‐0.14

0.06

‐0.72

‐0.66

3.95

‐0.44

658 MLIS AQR Global Relative Value UCITS Fund ‐ EUR C EUR

‐0.03

1.74

0.36

‐2.09

‐1.23

0.18

‐0.74

‐0.73

‐4.81

2.07

0.96

‐1.01

7.51

‐0.68

663 MLIS Och‐Ziff European Multi‐Strategy UCITS Fund  EUR

6.51

3.27

2.00

1.12

‐0.98

‐3.11

‐1.03

‐3.85

1.86

0.14

‐4.84

2.04

8.35

‐0.64

744 Nordea 1 ‐ Multi Asset Plus Fund

EUR

4.42

3.24

2.97

‐1.77

‐0.52

‐3.38

‐0.81

7.85

‐6.77

2.96

14.3

0.51

745 Nordea 1 Heracles Long/Short MI Fund BI‐EUR

EUR

‐3.28

‐1.55

‐1.12

‐0.64

‐0.74

4.24

5.24

‐6.22

2.72

1.38

12.1

‐0.12

746 Nordea 1 Multi Asset Fund BI EUR

EUR

767 Optitrend Balance ‐ R

EUR

2.35

0.55

0.95

0.83

0.05

‐0.24

‐1.38

‐0.39

‐0.08

1.12

5.57

0.40

‐2.95

‐2.85

‐2.84

2.70

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.67

0.51
0.56
0.43
‐8.89

‐0.52
0.50

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April 2012

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Data

31.03.2012

#

Fund Name

59

Average Multi‐Strategy

Page 123

Returns

Statistics

2012
YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

1.32

0.81

0.91

‐0.47

‐0.64

‐0.91

0.21

‐0.81

‐0.22

0.09

‐0.64

0.97

‐1.95

3.65

1.20

7.16

‐0.02

‐7.64

0.19

EUR

0.83

0.30

0.57

‐0.05

0.24

‐0.18

‐0.34

0.37

0.28

1.21

‐0.04

0.00

0.48

3.63

4.94

1.86

1.32

‐1.48

0.57

785 Parvest Multi Assets 4 C

EUR

‐0.09

‐0.18

0.09

0.01

‐0.40

‐0.26

0.42

1.07

0.93

‐0.17

0.12

0.22

1.59

0.70

2.74

1.11

1.89

‐0.69

‐0.31

787 Parvest Multi‐Strategy Medium Vol ‐ Classic Share

EUR

0.35

‐0.01

789 Parworld Alpha Derivatives Fund I

EUR

‐0.56

‐1.58

0.84

0.20

‐3.18

‐2.13

2.70

6.95

5.78

‐1.50

0.60

1.28

7.60

2.65

790 Parworld Beta Derivatives Fund I

EUR

25.3

14.9

12.1

‐2.69

0.00

‐0.03

0.04

0.02

‐4.01

11.4

‐5.82

5.71

20.4

4.25

770 Orsay Arbitrages Actions

CCY Rolling 12m

12 months

2011

Vola Sortino MaxDD Eq‐Crl.

3.32

‐0.29
‐5.62

‐0.22
0.62

820 Plurima Funds ‐ EGI Low Volatility

EUR

0.00

0.00

0.00

0.00

0.26

‐0.30

‐0.37

‐0.71

‐1.45

0.36

0.00

0.00

‐0.81

2.97

1.40

‐2.02

‐3.12

0.33

852 Raiffeisen 336 GTAA Overlay I VT

EUR

‐1.30

‐0.25

1.31

‐2.33

‐5.15

‐3.13

‐0.46

‐4.65

‐1.77

‐0.11

0.08

‐0.01

‐16.6

0.41

1.84

8.90

‐1.92

‐16.8

0.14

859 Republic Evolution

EUR

‐0.33

1.22

‐0.29

‐1.25

‐0.91

‐0.81

‐2.27

‐3.78

‐3.94

1.18

0.22

‐0.81

‐11.7

5.39

12.6

6.48

‐1.97

‐11.9

0.46

0.06

0.80

0.32

‐1.05

0.64

‐1.79

3.83

‐0.30

2.28

‐0.81

‐2.93

5.05

3.06

6.60

‐0.55

9.52

1.16

‐5.75

‐0.07

863 Rivoli Capital I

EUR

874 Russell OpenWorld Dynamic Assets I EUR

EUR

913 SEB Asset Selection Fund ‐ Class C EUR

EUR

‐3.81

‐2.09

‐0.33

‐1.44

‐2.04

‐1.33

4.15

0.92

1.42

‐4.90

0.85

2.24

1.59

914 SEB Asset Selection Opportunistic ‐ Class C EUR

EUR

‐7.47

‐4.11

‐0.74

‐2.78

‐4.02

‐2.67

8.32

1.56

2.99

‐9.81

1.98

4.58

2.29

920 SEB Prime Solutions ‐ Vertex Evolution UCITS Fund E EUR

‐0.14

0.22

‐0.60

0.25

‐2.31

‐1.58

‐3.33

‐0.58

‐0.41

‐1.42

4.55
2.00

‐1.85

921 sentix Fonds 1 ‐ Inst

EUR

0.69

0.28

‐0.10

0.51

‐0.13

‐0.91

1.88

3.52

1.70

0.01

‐3.34

0.50

2.68

941 Soprarno Inflazione + 1.5% A

EUR

‐0.40

‐4.09

5.46

‐1.54

0.87

‐0.44

‐0.13

1.42

‐0.16

0.93

0.32

2.87

4.32

1.74

6.70

943 Soprarno Ritorno Assoluto A

5.10

4.31

5.71

0.60

10.3

0.04

‐8.32

20.6

0.08

‐15.9

‐0.35

6.82

‐2.14

4.88

0.99

‐3.93

‐0.16

7.68

0.60

‐4.50

0.14

‐0.35
‐0.15

EUR

‐0.40

‐4.53

5.42

‐1.04

0.95

‐0.94

0.83

3.30

‐1.23

1.34

0.35

2.51

950 Standard Life Global Absolute Return Strategies Fun EUR

5.13

3.00

1.50

0.56

0.60

‐2.37

1.41

‐1.49

1.21

3.40

‐2.22

2.17

8.43

0.67

‐4.80

0.09

6.13

1.79

‐4.04

0.45

951 Standard Life Global Absolute Return Strategies Fun GBP

5.29

2.99

1.69

0.54

0.62

‐2.41

1.40

‐1.50

1.13

3.18

‐2.07

2.20

2.77

10.5

19.1

5.93

1.84

‐3.62

0.51

957 Superfund Absolute Return I

EUR

‐0.17

0.31

‐0.17

‐0.31

1.63

‐1.85

‐0.36

‐1.51

‐3.98

‐1.68

‐4.94

‐0.37

‐16.2

9.83

‐6.39

9.20

‐1.86

‐14.9

0.35

1009 Torrus Funds ‐ Merrill Invest Structural Alpha Fund ‐ EUR

2.02

3.16

0.45

‐1.55

‐1.04

0.30

‐1.55

‐1.32

‐0.55

‐0.82

‐0.03

0.53

1.87

6.38

‐0.01

‐5.73

0.37

4.03

1.35

1.52

1.11

0.11

‐0.76

‐0.28

‐5.81

‐1.76

1.08

0.04

1.51

‐4.34

8.32

‐0.46

‐9.50

0.57

‐0.12

0.01

‐0.04

‐0.09

‐1.82

‐1.38

‐0.22

‐0.08

0.22

‐0.56

1.14

0.48

‐2.38

2.13

‐1.48

‐3.51

0.19

1011 Torrus Funds ‐ Merrill Lynch Multi Strategy Fund EU EUR
1019 Tungsten ‐ Pro Art ERV 

EUR

1023 UBAM Cube IP EUR

EUR

1024 UBAM Square I EUR

EUR

1026 UBI SICAV ‐ Active Beta I

EUR

1040 Veritas Global Real Return Fund A EUR

EUR

2.63

1.29

3.42

‐2.03

0.43

1.39

0.27

‐5.61

‐1.70

3.80

‐2.09

3.34

‐0.24

1056 Wegelin Multi‐Strategy EUR

EUR

1.26

1.69

1.74

‐2.13

‐0.18

‐1.34

‐0.78

‐0.50

0.60

‐0.89

0.52

1.10

‐2.44

5.69

1064 Zenit Absolute Return Classe I

EUR

6.19

1.32

1.69

3.07

‐2.06

‐0.09

‐0.61

‐0.65

‐1.25

‐0.57

‐1.62

0.86

‐7.15

3.34

1066 Zest Low Volatility Fund

EUR

2.71

2.50

0.67

‐0.46

1.19

‐0.53

0.16

0.54

‐1.97

0.46

‐1.39

1.46

0.49

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

12.5

15.1

0.29

‐10.8

0.74

4.73

0.47

‐3.79

0.44

6.81

0.71

‐6.57

0.41

3.34

1.05

‐3.58

0.11

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Strategy
Data

31.03.2012

#

Fund Name

59

Average Multi‐Strategy

52

Alpha Centauri Scorpius I

Page 124

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

1.32

1.32

1.77

‐0.48

‐1.95

3.65

7.16

‐0.02

EUR

‐1.87

‐1.87

‐2.26

2.16

‐2.45

3.75

‐2.03

11.8

‐0.50

‐16.2

2.09

2.26

‐1.19

1.15

‐3.18

53

Alpha Centauri Sirius I

EUR

‐0.85

‐0.85

‐1.70

99

Aurora Multistrategy

EUR

6.27

6.27

9.95

‐3.97

‐9.15

4.16

1.92

112 AXA World Funds ‐ Portable Alpha Absolute IC

EUR

1.61

1.61

2.48

113 AXA World Funds Optimal Absolute F

EUR

‐0.45

‐0.45

‐0.82

4.22

‐7.64

YTD

3m

6m

12m

2011

‐0.33

13.7

13.7

19.6

0.30

19.6

19.6

23.5

0.06

94.1

94.1

98.0

21.4

13.5

0.17

58.8

58.8

60.7

78.5

75.6

0.22

23.5

23.5

29.4

2010

Vola Sortino MaxDD Eq‐Crl.

0.19
86.8

60.8

1.90

88.7

79.3

5.80

13.3

45.0

2.30

68.0

49.1

90.6

92.1

95.2

54.8

96.3

0.00

51.0

115 AZ Fund 1 Formula Absolute A

EUR

0.37

0.37

0.93

1.50

1.50

0.51

5.49

0.00

0.08

47.0

47.0

45.0

64.2

64.8

100.0

100.0

100.0

120 Bankhaus Donner Best‐of‐Two alpha turbo

EUR

‐5.17

‐5.17

‐6.56

‐6.22

‐2.42

‐5.72

15.7

‐0.63

‐15.3

‐0.43

5.80

5.80

7.80

11.9

37.8

0.00

5.70

37.2

7.10

66.1
94.4

123 Bankinter Kilimanjaro FI

EUR

‐9.22

‐9.22

‐7.22

8.21

12.1

5.72

16.3

0.36

‐12.7

‐0.82

0.00

0.00

3.90

95.2

100.0

78.2

3.80

64.7

19.0

100.0

249 Clear Alpha Trading Strategies Fund

USD

1.35

1.35

0.51

‐5.03

4.24

‐1.60

‐6.49

0.48

56.8

56.8

39.2

16.6

75.5

15.6

50.0

26.5

250 Cogitam T10 Diversifié

EUR

‐1.02

‐1.02

‐5.63

‐1.12

‐0.16

2.46

8.09

‐0.68

‐7.65

‐0.04

17.6

17.6

11.7

50.0

56.7

34.7

34.0

33.3

40.4

73.6

0.42

13.0

257 Credit Suisse (Lux) Total Return Global L/S Exposure EUR

2.47

2.47

3.33

‐7.98

‐10.4

6.85

‐1.29

‐12.9

0.82

66.6

66.6

68.6

9.50

10.8

43.4

21.5

16.6

0.00

265 Credit Suisse Schroder Opus Trading Fund ‐ G

USD

‐7.13

‐7.13

‐10.3

‐4.49

‐1.42

9.22

‐0.78

‐11.6

‐0.61

3.90

3.90

1.90

19.0

48.6

22.7

29.4

26.1

98.2

355 Emcore Toba I

EUR

2.65

2.65

6.30

‐5.19

‐7.13

10.2

‐0.60

‐12.4

0.75

72.5

72.5

82.3

14.2

18.9

17.0

41.1

21.4

3.80

383 F&C Active Return A EUR

EUR

0.25

0.25

0.59

‐2.45

‐2.21

‐0.21

2.54

‐1.50

‐3.97

0.52

45.0

45.0

41.1

30.9

43.2

4.30

85.0

17.6

73.8

18.9

391 Finaltis Multistrategies A EUR

EUR

1.82

1.82

0.93

‐2.21

‐1.49

2.15

5.91

‐0.47

‐6.36

‐0.03

60.7

60.7

43.1

35.7

45.9

30.4

58.5

47.0

52.3

71.7

394 Finlabo Investments Sicav ‐Dynamic Absolute Ret R EUR

0.70

0.70

‐1.07

‐2.19

‐5.47

5.92

‐0.62

‐4.49

0.14

50.9

50.9

27.4

38.0

21.6

56.7

39.2

66.6

60.4

400 Flashtrader absolut VT

EUR

‐3.89

‐3.89

‐2.53

‐2.81

2.85

8.46

4.61

‐0.98

‐4.14

‐0.22

7.80

7.80

17.6

26.1

86.4

91.3

71.7

25.4

69.0

81.2

433 GIS Absolute Return Multi Strategies BX Acc

EUR

3.51

3.51

5.68

‐1.45

‐5.10

3.13

5.23

‐0.53

‐7.34

0.47

78.4

78.4

80.3

42.8

24.3

47.8

64.2

43.1

45.2

28.4

5.11

5.11

4.84

‐0.63

‐4.94

4.84

‐0.15

‐7.45

0.03

86.2

86.2

78.4

52.3

27.0

68.0

52.9

42.8

69.9

451 Glodman Sachs II ‐ Tactical Tilt Portfolio

EUR

466 GS Dynamic Alternative Strategies Portfolio EUR

EUR

472 Hadron Alpha Select Fund

EUR

11.1

11.1

9.00

‐2.76

‐13.8

508 Invesco Global Absolute Return A

EUR

3.07

3.07

6.53

11.2

9.46

6.91

‐0.91

‐13.9

0.37

98.0

98.0

96.0

28.5

5.40

5.38

3.81

‐3.48

0.69

76.4

76.4

84.3

100.0

97.2

550 Kalahari Alpha FI

EUR

2.48

2.48

2.04

‐8.91

9.35

‐1.17

‐14.8

0.75

68.6

68.6

58.8

639 Man GLG Multi‐Strategy EUR D

EUR

4.04

4.04

2.67

658 MLIS AQR Global Relative Value UCITS Fund ‐ EUR C EUR

‐0.03

‐0.03

1.99

3.95

‐0.44

0.51

82.3

82.3

62.7

‐3.67

7.51

‐0.68

‐8.52

0.45

39.2

39.2

52.9

7.08

41.6

27.4

14.2

41.6

62.3

96.0

88.0

7.60

7.10

20.8

23.5

11.9

1.90

77.4

50.9

23.8

39.7

31.3

35.7

34.0

86.9

22.7

663 MLIS Och‐Ziff European Multi‐Strategy UCITS Fund  EUR

6.51

6.51

3.57

8.35

‐0.64

0.56

96.0

96.0

70.5

30.2

35.2

17.0

744 Nordea 1 ‐ Multi Asset Plus Fund

EUR

4.42

4.42

8.10

14.3

0.51

0.43

84.3

84.3

90.1

9.50

70.5

37.8

745 Nordea 1 Heracles Long/Short MI Fund BI‐EUR

EUR

‐3.28

‐3.28

‐5.54

12.1

‐0.12

‐0.52

11.7

11.7

13.7

11.4

54.9

746 Nordea 1 Multi Asset Fund BI EUR

EUR

767 Optitrend Balance ‐ R

EUR

2.35

2.35

3.00

5.57

0.40

0.50

64.7

64.7

64.7

60.4

66.6

‐1.37

‐2.84

2.70

‐8.89

45.2

32.4

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

39.1

33.3

96.3
24.6

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Strategy
Data

31.03.2012

#

Fund Name

59

Average Multi‐Strategy

Page 125

Rankings raw data

Rankings percentiles
12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

1.32

1.32

1.77

‐0.48

‐1.95

3.65

7.16

‐0.02

‐7.64

0.19

EUR

0.83

0.83

2.01

2.24

0.48

3.63

1.86

1.32

‐1.48

785 Parvest Multi Assets 4 C

EUR

‐0.09

‐0.09

0.09

2.05

1.59

0.70

1.11

1.89

‐0.69

787 Parvest Multi‐Strategy Medium Vol ‐ Classic Share

EUR

789 Parworld Alpha Derivatives Fund I

EUR

‐0.56

‐0.56

‐0.21

790 Parworld Beta Derivatives Fund I

EUR

25.3

25.3

39.0

820 Plurima Funds ‐ EGI Low Volatility

EUR

0.00

0.00

0.36

‐1.75

‐0.81

2.97

1.40

‐2.02

‐3.12

0.33

41.1

41.1

37.2

40.4

51.3

43.4

94.4

7.80

90.4

47.2

852 Raiffeisen 336 GTAA Overlay I VT

EUR

‐1.30

‐1.30

‐1.34

‐15.6

‐16.6

0.41

8.90

‐1.92

‐16.8

0.14

15.6

15.6

25.4

0.00

0.00

8.60

26.5

11.7

0.00

56.7

859 Republic Evolution

EUR

‐0.33

‐0.33

0.24

‐11.2

‐11.7

5.39

6.48

‐1.97

‐11.9

0.46

29.4

29.4

35.2

4.70

8.10

69.5

49.1

9.80

23.8

30.2

863 Rivoli Capital I

EUR

0.06

0.06

1.21

6.52

3.06

6.60

9.52

1.16

‐5.75

‐0.07

43.1

43.1

49.0

88.0

89.1

82.6

18.9

82.3

54.7

75.5

874 Russell OpenWorld Dynamic Assets I EUR

EUR

913 SEB Asset Selection Fund ‐ Class C EUR

EUR

‐3.81

‐3.81

‐5.68

‐0.16

1.59

914 SEB Asset Selection Opportunistic ‐ Class C EUR

EUR

‐7.47

‐7.47

‐11.0

‐0.62

2.29

920 SEB Prime Solutions ‐ Vertex Evolution UCITS Fund E EUR

‐0.14

‐0.14

‐4.41

770 Orsay Arbitrages Actions

CCY Rolling 12m

12 months

3.32
11.1

921 sentix Fonds 1 ‐ Inst

EUR

0.69

0.69

‐2.18

4.23

2.68

941 Soprarno Inflazione + 1.5% A

EUR

‐0.40

‐0.40

3.75

4.43

4.32

1.74

943 Soprarno Ritorno Assoluto A

5.10

4.31

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.57

52.9

52.9

56.8

69.0

59.4

56.5

92.5

84.3

92.8

15.1

‐0.31

37.2

37.2

33.3

66.6

70.2

17.3

98.2

90.1

97.6

86.8

‐0.29

7.60

2.65

20.4

4.25

‐5.62

4.55
2.00

YTD

83.1

‐0.22

21.5

21.5

31.3

0.62

100.0

100.0

100.0

97.6

0.60

85.0

37.8

94.1

1.90

98.0

59.5

9.50

73.6

10.3

0.04

‐8.32

‐0.35

9.80

9.80

9.80

57.1

67.5

20.6

0.08

‐15.9

‐0.35

1.90

1.90

0.00

54.7

78.3

6.82

‐2.14

‐0.15

33.3

33.3

15.6

4.88

0.99

‐3.93

‐0.16

49.0

49.0

21.5

80.9

81.0

7.68

0.60

‐4.50

0.14

25.4

25.4

72.5

83.3

91.8

21.7

94.5

65.2

EUR

‐0.40

‐0.40

3.84

5.44

950 Standard Life Global Absolute Return Strategies Fun EUR

5.13

5.13

8.59

7.94

8.43

0.67

‐4.80

0.09

27.4

27.4

74.5

85.7

6.13

1.79

‐4.04

0.45

88.2

88.2

92.1

90.4

951 Standard Life Global Absolute Return Strategies Fun GBP

5.29

5.29

8.74

8.17

2.77

10.5

5.93

1.84

‐3.62

0.51

90.1

90.1

94.1

92.8

957 Superfund Absolute Return I

EUR

‐0.17

‐0.17

‐7.05

‐12.7

‐16.2

9.83

9.20

‐1.86

‐14.9

0.35

31.3

31.3

5.80

1009 Torrus Funds ‐ Merrill Invest Structural Alpha Fund ‐ EUR

2.02

2.02

1.68

0.03

1.87

6.38

‐0.01

‐5.73

0.37

62.7

62.7

50.9

4.03

4.03

6.79

‐2.23

‐4.34

8.32

‐0.46

‐9.50

0.57

80.3

80.3

86.2

‐0.12

‐0.12

0.94

‐1.26

‐2.38

2.13

‐1.48

‐3.51

0.19

35.2

35.2

26.0

83.1

11.4

15.1

58.8

38.0

0.00

60.7

4.70

92.5

45.3

3.90

66.1

78.4

76.1

79.3

35.9

72.5

64.2

58.5

90.6
77.4

28.4

74.5

61.9

64.2

52.9

86.2

71.4

32.1

54.8

88.2

80.9

20.8

83.7

100.0

2.30

2.70

95.6

24.6

13.7

9.50

45.3

59.5

72.9

51.0

56.8

57.1

43.4

33.3

29.7

32.1

49.0

30.9

13.3

47.0

47.6

40.5

88.7

19.6

85.7

52.9

1011 Torrus Funds ‐ Merrill Lynch Multi Strategy Fund EU EUR
1019 Tungsten ‐ Pro Art ERV 

EUR

1023 UBAM Cube IP EUR

EUR

1024 UBAM Square I EUR

EUR

1026 UBI SICAV ‐ Active Beta I

EUR

1040 Veritas Global Real Return Fund A EUR

EUR

2.63

2.63

7.79

3.12

‐0.24

15.1

0.29

‐10.8

0.74

70.5

70.5

88.2

73.8

54.0

7.60

62.7

28.5

5.70

1056 Wegelin Multi‐Strategy EUR

EUR

1.26

1.26

1.99

0.94

‐2.44

5.69

4.73

0.47

‐3.79

0.44

54.9

54.9

54.9

61.9

35.1

73.9

69.9

68.6

78.5

35.9

1064 Zenit Absolute Return Classe I

EUR

6.19

6.19

4.77

2.66

‐7.15

3.34

6.81

0.71

‐6.57

0.41

92.1

92.1

76.4

71.4

16.2

52.1

47.2

76.4

47.6

39.7

1066 Zest Low Volatility Fund

EUR

2.71

2.71

3.23

3.35

0.49

3.34

1.05

‐3.58

0.11

74.5

74.5

66.6

76.1

62.1

81.2

80.3

83.3

62.3

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide
For European Professional Investors Only

6. FI and GTAA Strategies

Multi‐Asset

April 2012
Page 126

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

Page 127

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

#

Fund Name

73

Average Multi‐Asset

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.63

1.99

1.32

‐0.64

‐0.56

‐1.00

‐0.12

‐2.15

‐2.10

1.86

‐1.77

0.62

‐3.84

4.99

11.6

5

8a+ Latemar

8.41

0.07

‐9.14

0.49

EUR

4.31

2.53

1.87

‐0.14

‐0.64

‐0.40

‐2.04

‐4.86

‐2.04

4.05

‐1.26

0.41

‐5.18

2.76

10.8

8.92

‐0.35

‐11.4

0.86

18
19

AC Risk Parity 12 Fund EUR A

EUR

2.61

5.40

‐0.17

‐2.48

1.34

‐1.68

5.30

1.73

‐4.44

2.30

‐5.93

1.86

2.57

13.0

7.89

12.5

0.94

‐9.44

0.24

AC Risk Parity 7 Fund EUR A

EUR

1.34

2.95

‐0.14

‐1.44

0.76

‐1.00

3.04

1.13

‐2.62

1.27

‐3.43

0.95

0.71

6.52

4.37

7.31

0.79

‐5.71

0.23

33
34

Alfred Berg Global Macro Allocation Classic

SEK

‐4.23

‐0.10

‐2.63

‐1.55

‐3.55

1.85

‐1.93

‐4.83

‐4.73

‐0.54

‐1.73

‐0.61

7.18

‐3.29

Alienor Optimal

EUR

3.50

0.87

3.04

‐0.41

‐1.78

‐0.73

‐4.27

‐5.28

0.74

‐1.91

‐1.37

0.57

‐15.4

‐3.89

16.4

11.3

‐0.90

46

Allianz RCM Dynamic Multi Asset Plus ‐ A (H‐EUR) ‐  EUR

3.61

1.98

55

Alpha Plus Rentabilidad Absoluta FI

EUR

‐0.23

‐0.05

1.42

0.17

‐1.31

‐1.58

0.17

‐7.70

‐2.02

1.08

‐2.32

1.75

‐8.32

24.5

24.7

0.15

‐0.32

0.47

0.04

‐0.18

0.31

0.23

0.05

‐0.39

0.21

0.05

65

Amundi Dynarbitrage International EUR

EUR

4.61

2.03

2.49

0.04

‐0.71

‐1.19

‐4.08

‐3.89

‐0.90

3.31

‐3.69

1.67

‐9.35

2.03

81

Aramea Absolute Return

EUR

3.51

84

Artemis Strategic Assets Fund I Acc

GBP

7.26

2.27

1.30

‐0.09

‐0.35

‐0.46

0.13

‐0.28

‐1.45

0.89

‐2.70

1.70

‐3.23

3.04

3.47

0.60

‐0.56

‐2.15

‐1.59

‐5.86

‐1.68

6.88

‐4.71

1.40

‐6.87

0.25
‐14.8

0.53

9.24

‐0.82

‐14.0

0.42

0.74

‐0.87

‐0.43

‐0.15

9.01

‐1.00

‐13.1

0.71

2.51

4.55

0.44

‐4.36

0.31

17.6

16.7

0.05

‐14.8

0.89

45.1

90

Assenagon Global Opportunities (I)

EUR

0.47

0.28

0.16

0.03

0.27

0.18

0.18

0.23

0.33

0.26

0.15

0.37

1.89

0.45

8.61

‐0.12

0.29

92

Assenagon Trend Sektor (P)

EUR

‐0.43

0.02

0.91

‐1.35

0.35

‐2.24

‐0.23

‐1.85

0.43

‐0.56

‐1.06

1.01

‐8.20

6.53

‐1.15

‐7.27

0.45

93

Assenagon Vermögensbildung Accretion (G)

EUR

5.15

2.74

1.32

1.02

0.94

‐1.05

0.13

‐3.95

‐0.56

2.71

‐1.61

0.96

‐2.49

7.22

0.43

‐6.40

0.82

122 Bankhaus Donner Worst‐of‐Two alpha

EUR

‐9.29

‐5.88

‐3.58

‐0.05

‐0.78

‐0.32

0.19

9.99

0.40

‐10.0

6.84

‐3.71

‐1.23

‐9.83

21.4

‐0.72

‐23.9

‐0.68

126 Bantleon Opportunities L ‐ IT

EUR

5.51

2.30

3.37

‐0.23

1.03

‐0.77

2.34

‐1.20

0.73

‐0.89

‐0.76

1.53

4.88

13.0

6.82

2.42

‐2.99

0.21

6.69

4.07

5.21

‐1.28

‐0.06

6.93

‐1.04

‐6.27

0.57

11.4

‐1.32

22.1

‐1.09

‐20.7

0.31

12.1

‐0.57

‐11.7

0.72

8.01

‐0.78

‐6.93

127 Bantleon Opportunities S ‐ IT

EUR

3.05

1.24

1.85

‐0.07

1.41

‐0.08

1.99

1.12

0.49

‐0.34

‐0.20

1.14

6.27

138 Barclays RADAR E Class

GBP

‐1.50

0.07

‐0.75

‐0.83

‐1.99

‐0.62

‐0.23

‐0.53

‐1.50

0.71

‐1.91

0.52

0.28

140 Barclays World Tactical Opportunity Strategy F EUR EUR

0.10

3.07

‐0.09

‐2.79

0.15

‐6.14

‐0.69

‐2.15

‐0.16

147 BayernInvest Multinational Alpha Plus‐Fonds

EUR

‐2.87

11.8

‐0.61

‐12.6

‐2.19

‐1.29

‐3.09

5.97

‐8.68

2.28

‐3.13

‐9.20

‐20.2

155 BBVA Durbana IF & Partners Dynamic

EUR

4.48

4.37

1.52

‐1.39

‐0.68

‐0.83

‐1.93

‐4.61

‐1.99

5.60

‐5.59

1.00

‐7.97

175 Berenberg Select Trade UI

EUR

0.61

1.99

‐0.71

‐1.33

0.45

1.54

‐3.60

0.81

‐1.74

0.03

‐4.77

176 Beta Opportunities UI

EUR

184 BNP Paribas L1 ‐ Absolute Return Growth C ‐ EUR

EUR

‐0.86

193 BNY Mellon Evolution Global Alpha Fund ‐ Class P E EUR
196 BNY Mellon Global Real Return (EUR)

EUR

1.72

‐3.02

‐0.55

‐0.80

1.28

‐0.50

‐1.62

‐0.85

‐1.69

1.41

‐1.56

‐1.52

0.36

1.27

0.54

‐1.43

10.4
4.04

‐20.3

20.4
13.0

0.38

2.89
‐1.53

‐2.37

0.58

‐0.77

0.34

‐0.07

1.37

‐2.43

1.47

0.41
‐0.20

0.74

‐1.41

0.79

0.47

‐2.58

3.18

2.85

5.29

‐1.00

‐5.68

0.08

‐1.95

0.12

2.68

‐2.55

1.28

0.27

5.79

10.1

6.16

‐0.49

‐4.36

0.62

‐3.27

‐0.75

2.08

1.02

1.01

0.82

8.60

0.28

‐7.46

0.63

224 Catella Allocation Sweden RC

SEK

241 CF Ruffer Total Return Fund O Acc

GBP

1.99

0.32

2.35

‐0.67

0.40

0.51

‐0.17

‐3.53

1.55

0.96

0.85

0.46

0.94

13.6

10.8

6.30

0.70

‐5.64

‐0.13

252 Convictions Premium A

EUR

6.06

3.11

2.91

‐0.05

‐1.78

‐1.85

‐0.41

‐4.42

‐2.51

‐0.02

‐5.33

1.18

‐12.3

2.94

15.4

6.44

‐1.69

‐15.5

0.47

253 Coronation Global Capital Plus Fund Class A

USD

5.55

2.68

2.95

‐0.16

‐0.42

‐0.74

‐0.35

‐3.40

‐6.54

6.78

‐4.54

1.44

‐3.05

10.3

0.07

‐12.5

0.94

284 DB Platinum Fortinbras PRISM Index EUR I1C‐E

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

#

Fund Name

73

Average Multi‐Asset

Page 128

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.63

1.99

1.32

‐0.64

‐0.56

‐1.00

‐0.12

‐2.15

‐2.10

1.86

‐1.77

0.62

‐3.84

4.99

11.6

Vola Sortino MaxDD Eq‐Crl.
8.41

0.07

6.82

3.73

2.78

0.19

‐0.82

‐0.83

‐4.06

0.66

0.95

2.33

0.97

8.47

1.00

3.29

2.94

1.37

‐1.03

‐1.89

‐0.42

‐3.80

‐6.49

1.69

‐0.56

‐0.21

9.83

‐1.04

‐9.14

0.49

337 DWS Concept Kaldemorgen LC

EUR

348 DWS Polar Investments

EUR

351 Dynapartners (LUX) Global Strategy Fund R EUR

EUR

368 Eurizon Stars Fund GT Asset Allocation I

EUR

0.43

0.43

0.00

0.00

0.15

‐0.13

0.48

‐0.59

‐1.37

0.21

‐0.92

1.29

‐1.73

‐0.24

‐2.09

2.99

‐0.29

‐3.38

0.73

387 FCM European Total Return Fund Class A – EUR

EUR

‐0.82

0.31

0.23

‐1.36

‐0.31

‐0.42

‐1.56

‐1.84

‐0.30

1.03

‐1.89

‐0.33

‐4.31

5.94

6.41

3.20

‐2.05

‐6.02

0.79

‐0.74

‐1.16

0.51

‐4.43

‐0.76

1.62

‐1.05

1.99

‐1.11

6.96

6.72

0.17

‐7.00

0.74

12.4

13.9

9.00

2.77

‐4.32

0.43

5.27

‐0.44

‐6.39

0.76

‐1.56

0.57
‐13.7

0.83

412 GAM Star Barclays Dynamic Multi‐Index Allocation   USD
2.49

2.96

502 Insight Broad Opportunities Fund B1P

447 Global Navigator UCITS Fund ‐ All Weather Fund GB GBP
GBP

3.25

1.36

1.89

‐0.03

4.64

507 Invesco Balanced Risk Allocation Fund C EUR

EUR

3.55

3.55

2.29

‐2.24

1.05

‐0.96

4.02

2.86

‐3.38

2.02

0.76

2.27

522 JB MP ‐ Absolute 3 B EUR

EUR

2.76

1.39

1.45

‐0.10

‐0.73

‐0.72

‐1.60

‐2.61

‐0.04

1.02

‐1.16

1.12

‐0.54

533 JPM Global Total Return EUR A

EUR

0.59

0.80

0.48

‐0.68

‐0.46

‐0.92

‐0.57

‐2.13

‐2.23

2.91

‐0.89

0.09

‐4.06

6.42

17.2

5.30

‐0.72

‐7.12

0.93

569 Lazard Objectif Alpha Allocation A

EUR

8.79

7.37

4.65

‐3.18

‐4.95

‐3.48

‐8.09

‐20.5

‐16.1

15.6

‐14.7

1.27

‐38.0

‐9.92

57.2

35.3

‐1.26

‐48.0

0.72

574 Lemanik Europe Market Neutral

EUR

8.62

5.22

3.99

‐0.72

‐1.40

‐0.55

‐2.47

‐2.74

‐3.67

‐0.73

‐1.55

‐1.89

‐10.6

‐2.54

11.0

‐0.73

‐14.9

0.42

577 Leonardo Trend

EUR

0.00

0.00

0.00

0.00

‐0.49

‐0.49

‐2.97

‐0.34

‐2.21

0.00

‐5.75

3.88

‐7.57

0.50

7.08

‐1.78

‐13.0

0.48

4.31

620 Lyxor Quantitative Fund Absolute Return Multi‐Asse EUR
651 Melchior Selected Trust ‐ Global Active Fund ‐ Class EUR

2.98

1.92

1.39

‐0.34

‐3.22

‐1.91

0.26

‐5.87

‐3.99

1.31

‐0.83

2.30

‐10.2

15.1

‐0.55

‐15.0

0.73

696 MW GaveKal Asian Opportunities UCITS Fund A USD USD

7.19

3.68

4.52

‐1.09

‐1.69

‐1.68

1.56

‐5.29

‐8.13

5.43

‐5.34

‐0.84

‐13.6

12.0

‐0.52

‐17.1

0.83

729 Newton Real Return A

GBP

‐0.75

‐0.01

1.12

‐1.85

0.74

‐1.53

‐1.56

‐3.11

‐2.16

2.74

‐0.22

0.29

‐3.93

5.25

6.19

9.00

‐0.50

‐9.93

0.70

743 NordDynamic

EUR

3.63

2.72

2.28

‐1.36

‐1.21

‐1.11

‐1.22

‐9.05

‐2.43

7.99

‐2.72

1.30

‐5.29

4.52

17.1

16.1

‐0.14

‐17.9

0.81

754 Odey Opportunity Fund EUR

EUR

4.14

3.22

0.92

‐0.03

0.77

‐1.65

‐0.29

‐6.30

‐2.94

3.17

‐0.83

0.63

‐6.04

11.4

‐0.31

‐11.4

0.78

‐1.54

3.30

0.39

‐4.48

0.73

3.24

0.76

‐3.88

0.73

771 Oyster ‐ Absolute Return EUR 2

EUR

3.00

1.53

1.23

0.21

0.39

‐0.64

‐0.55

‐0.87

‐0.43

0.33

‐1.76

1.63

778 Oyster ‐ OCEANO Absolute Return Inst EUR

EUR

3.14

1.59

1.27

0.25

0.38

‐0.58

‐0.51

‐0.48

‐0.38

0.35

‐1.71

1.69

783 Parvest Diversified Conservative C

EUR

3.21

1.64

1.44

0.10

0.53

‐0.72

0.07

‐1.65

‐1.50

1.39

‐1.43

0.96

‐1.71

4.56

6.57

4.18

0.35

‐4.38

0.85

784 Parvest Diversified Dynamic C

EUR

4.18

2.18

2.13

‐0.17

0.01

‐1.09

‐0.16

‐3.61

‐3.10

2.68

‐1.62

0.73

‐4.74

6.08

10.8

8.36

‐0.12

‐9.15

0.91

793 Pegaso Capital SICAV ‐ Strategic Trend I EUR

EUR
‐0.94

5.65

0.14

‐5.21

0.74

10.6

‐0.13

‐11.3

0.81

11.4

0.64

‐11.0

0.90

3.06

0.98

‐2.85

0.05

23.1

‐0.31

‐23.5

0.78

797 Pictet ‐ Absolute Return Global Diversified‐P EUR

EUR

2.92

1.88

1.17

‐0.15

‐0.44

‐0.37

‐0.51

‐1.68

‐2.26

1.76

‐0.43

1.08

‐0.83

4.77

805 PIMCO GIS Global Multi‐Asset Fund E Acc

EUR

5.46

4.37

2.69

‐1.60

‐1.27

‐1.65

0.66

‐2.32

‐7.04

7.17

‐4.68

‐0.08

‐2.95

10.6

844 Putman Total Return A Acc

USD

6.07

4.13

2.27

‐0.40

‐1.75

‐1.62

1.48

‐3.89

‐5.31

7.21

‐2.08

0.68

2.24

13.8

6.58

‐0.08

1.69

848 Quoniam Global TAA Total Return

EUR

2.06

0.44

0.87

0.74

1.41

‐0.05

0.93

0.67

‐0.41

0.53

0.11

‐2.20

‐1.76

849 R4 CTA Trading FI

EUR

‐0.33

1.28

‐0.42

‐1.18

‐0.83

0.57

‐1.04

‐11.6

‐6.18

13.3

‐0.12

2.92

‐1.52

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

#

Fund Name

73

Average Multi‐Asset

Page 129

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.63

1.99

1.32

‐0.64

‐0.56

‐1.00

‐0.12

‐2.15

‐2.10

1.86

‐1.77

0.62

‐3.84

4.99

11.6

8.41

0.07

‐9.14

0.49

4.59

4.18

1.50

‐1.09

2.17

‐1.27

4.88

‐0.43

‐1.83

1.90

‐2.24

3.16

9.65

1.94

‐6.16

0.13

853 Raiffeisen 337 Strategic Allocation Master I (R) VT

EUR

867 Robeco GTAA

EUR

5.97

1.59

2.67

1.60

‐5.13

‐3.95

5.84

0.81

0.06

0.21

‐4.44

1.18

‐6.12

13.0

0.10

‐10.2

0.28

911 Schroder ISF Global Tactical Asset Allocation A USD EUR

0.28

‐1.10

1.93

‐0.52

‐1.17

‐0.57

0.78

‐1.32

‐2.22

0.04

‐0.12

‐0.37

‐5.60

4.76

‐1.07

‐5.84

0.26

922 Seven Absolute Return Fund Part I

EUR

926 Seven World Asset Allocation Fund II Part P

EUR

1.01

0.23

1.20

‐0.42

0.09

‐1.04

0.82

0.48

‐0.62

‐0.10

‐0.45

0.31

0.06

3.04

5.79

4.59

0.84

‐2.45

0.58

1027 UBS ‐ Absolute Return Medium P CHF

CHF

4.28

1.18

1.83

1.21

‐0.96

‐1.31

‐0.09

‐0.57

0.08

0.71

‐0.65

0.26

‐3.04

‐2.16

16.6

3.65

0.30

‐3.70

0.60

1028 UBS ‐ Absolute Return Plus B EUR

EUR

6.16

1.61

2.25

2.17

‐1.13

‐1.96

0.21

‐0.56

0.73

0.85

‐0.77

0.72

‐1.99

‐2.59

26.5

5.47

1.03

‐5.05

0.58

1036 UOB Strategic Allocation Fund

USD

7.14

2.30

3.16

1.52

‐2.11

‐2.04

‐1.58

‐1.42

‐0.35

2.37

‐4.73

‐0.38

‐6.53

8.58

‐0.23

‐9.77

0.65

1044 Vontobel Target Return EUR B

EUR

1.53

0.53

1.03

‐0.03

‐0.21

‐0.88

‐0.59

‐1.31

‐0.69

0.17

‐1.03

0.28

‐4.67

1.95

‐2.00

‐4.57

0.36

1046 Walser Multi‐Asset Absolut Return PLUS

EUR

‐0.61

0.23

‐0.12

‐0.72

‐0.70

0.01

0.61

‐0.39

0.89

0.39

‐0.53

1.47

0.43

0.74

0.71

2.35

‐0.21

‐1.71

0.24

7.14

5.47

1.25

‐4.73

0.63

8.04

2.38

‐3.86

0.08

1.57

1.03

‐1.86

0.42

1050 WAVE Total Return Fonds R

EUR

7.13

2.76

2.67

1.55

‐0.89

‐1.33

‐0.32

0.82

‐1.11

2.10

‐1.06

‐1.61

‐3.33

‐0.73

1055 Wegelin Global Diversification Fund EUR

EUR

0.68

1.74

0.91

‐1.93

1.72

‐1.06

3.69

0.30

‐0.13

0.09

0.77

2.91

11.3

11.1

1057 WestLB Mellon Meridian ‐ MAARK Fund A

EUR

3.01

1.54

1.07

0.36

0.00

‐0.63

0.14

‐0.31

‐0.50

0.27

‐0.61

0.77

‐0.20

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

#

Fund Name

73

Average Multi‐Asset

5

8a+ Latemar

18
19
33
34

Page 130

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.63

2.63

3.29

‐1.35

‐3.84

4.99

8.41

0.07

‐9.14

0.49

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

EUR

4.31

4.31

7.59

‐1.88

‐5.18

2.76

8.92

‐0.35

‐11.4

0.86

71.4

71.4

85.7

41.6

32.1

34.2

37.0

42.8

30.0

7.70

AC Risk Parity 12 Fund EUR A

EUR

2.61

2.61

0.58

6.97

2.57

13.0

12.5

0.94

AC Risk Parity 7 Fund EUR A

EUR

1.34

1.34

0.05

3.89

0.71

6.52

7.31

0.79

‐9.44

0.24

41.2

41.2

23.8

91.6

92.8

84.2

12.4

82.5

40.0

81.6

‐5.71

0.23

34.9

34.9

20.6

85.0

83.9

68.4

47.7

79.3

61.6

83.1

Alfred Berg Global Macro Allocation Classic

SEK

‐4.23

‐4.23

‐6.96

7.18

‐3.29

Alienor Optimal

EUR

3.50

3.50

0.72

‐9.09

‐15.4

‐3.89

11.3

‐0.90

‐14.8

0.25

1.50

1.50

3.10

50.8

0.00

0.53

58.7

58.7

26.9

5.00

3.50

5.20

21.6

22.2

16.6

53.9

24.5

9.24

‐0.82

0.74

‐0.87

‐14.0

0.42

63.4

63.4

50.7

15.0

14.2

100.0

30.8

25.3

18.3

61.6

‐0.43

‐0.15

17.4

17.4

15.8

58.3

75.0

98.5

23.8

98.3

95.4

78.5

46

Allianz RCM Dynamic Multi Asset Plus ‐ A (H‐EUR) ‐  EUR

3.61

3.61

4.09

‐6.30

‐8.32

55

Alpha Plus Rentabilidad Absoluta FI

EUR

‐0.23

‐0.23

‐0.36

0.49

0.05

65

Amundi Dynarbitrage International EUR

EUR

4.61

4.61

5.83

‐6.50

‐9.35

2.03

9.01

‐1.00

‐13.1

0.71

76.1

76.1

69.8

13.3

12.5

28.9

32.4

19.0

21.6

37.0

81

Aramea Absolute Return

EUR

3.51

3.51

3.34

2.03

‐3.23

2.51

4.55

0.44

‐4.36

0.31

60.3

60.3

42.8

71.6

46.4

31.5

78.5

73.0

76.6

70.8

84

Artemis Strategic Assets Fund I Acc

GBP

7.26

7.26

10.8

‐0.70

‐6.87

17.6

16.7

0.05

‐14.8

0.89

96.8

96.8

95.2

53.3

21.4

97.3

6.20

57.1

15.0

6.20

90

Assenagon Global Opportunities (I)

EUR

0.47

0.47

1.26

2.55

1.89

0.45

8.61

‐0.12

0.29

26.9

26.9

33.3

78.3

89.2

100.0

100.0

100.0

73.9

92

Assenagon Trend Sektor (P)

EUR

‐0.43

‐0.43

‐1.06

‐5.69

‐8.20

6.53

‐1.15

‐7.27

0.45

14.2

14.2

11.1

18.3

16.0

58.5

11.1

45.0

58.5

93

Assenagon Vermögensbildung Accretion (G)

EUR

5.15

5.15

7.29

3.09

‐2.49

7.22

0.43

‐6.40

0.82

77.7

77.7

82.5

81.6

55.3

49.3

71.4

51.6

13.9

122 Bankhaus Donner Worst‐of‐Two alpha

EUR

‐9.29

‐9.29

‐16.0

‐9.58

‐1.23

‐9.83

21.4

‐0.72

‐23.9

‐0.68

0.00

0.00

0.00

3.30

67.8

2.60

4.70

30.1

1.60

100.0

126 Bantleon Opportunities L ‐ IT

EUR

5.51

5.51

5.36

10.0

4.88

13.0

6.82

2.42

‐2.99

0.21

80.9

80.9

66.6

95.0

94.6

86.8

55.4

95.2

88.3

84.7

6.69

71.0

81.6

98.4

96.6

92.4

53.9

17.4

55.0

17.0

7.90

3.10

12.6

5.00

72.4

13.9

33.3

26.6

33.9

46.2

26.9

50.0

66.2

127 Bantleon Opportunities S ‐ IT

EUR

3.05

3.05

3.65

9.82

6.27

138 Barclays RADAR E Class

GBP

‐1.50

‐1.50

‐2.19

‐5.56

0.28

140 Barclays World Tactical Opportunity Strategy F EUR EUR

0.10

0.10

‐2.88

147 BayernInvest Multinational Alpha Plus‐Fonds

EUR

‐2.87

‐2.87

‐12.6

‐20.1

‐20.2

155 BBVA Durbana IF & Partners Dynamic

EUR

4.48

4.48

5.21

‐5.03

‐7.97

175 Berenberg Select Trade UI

EUR

0.61

0.61

‐0.30

‐4.25

‐4.77

176 Beta Opportunities UI

EUR

184 BNP Paribas L1 ‐ Absolute Return Growth C ‐ EUR

EUR

‐0.86

‐0.86

‐1.03

‐3.97

‐2.58

3.18

5.29

‐1.00

‐5.68

0.08

7.90

7.90

12.6

31.6

53.5

42.1

70.8

20.6

63.3

87.7

193 BNY Mellon Evolution Global Alpha Fund ‐ Class P E EUR

‐1.69

‐1.69

‐0.36

‐1.77

0.27

5.79

6.16

‐0.49

‐4.36

0.62

4.70

4.70

14.2

43.3

78.5

57.8

63.1

39.6

78.3

44.7

196 BNY Mellon Global Real Return (EUR)

0.36

0.36

4.54

1.84

0.82

8.60

0.28

‐7.46

0.63

23.8

23.8

61.9

70.0

85.7

38.5

65.0

43.3

41.6

EUR

10.4
4.04

4.07

5.21

‐1.28

‐0.06

50.7

50.7

47.6

93.3

96.4

6.93

‐1.04

‐6.27

0.57

6.30

6.30

6.30

21.6

80.3

11.4

‐1.32

0.38

20.6

20.6

4.70

22.1

‐1.09

‐20.7

0.31

3.10

3.10

1.50

1.60

1.70

12.1

‐0.57

‐11.7

0.72

73.0

73.0

65.0

25.0

17.8

8.01

‐0.78

‐6.93

0.41

30.1

30.1

17.4

30.0

33.9

2.89

76.3
44.7

‐0.20

50.8
67.7

92.4

97.0

224 Catella Allocation Sweden RC

SEK

241 CF Ruffer Total Return Fund O Acc

GBP

1.99

1.99

4.32

3.07

0.94

13.6

6.30

0.70

‐5.64

‐0.13

38.0

38.0

58.7

80.0

87.5

89.4

61.6

76.1

65.0

93.9

252 Convictions Premium A

EUR

6.06

6.06

1.57

‐8.41

‐12.3

2.94

6.44

‐1.69

‐15.5

0.47

85.7

85.7

34.9

10.0

7.10

36.8

60.0

6.30

10.0

57.0

253 Coronation Global Capital Plus Fund Class A

USD

5.55

5.55

9.14

0.26

‐3.05

10.3

0.07

‐12.5

0.94

82.5

82.5

92.0

55.0

48.2

26.2

58.7

25.0

0.00

284 DB Platinum Fortinbras PRISM Index EUR I1C‐E

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

#

Fund Name

73

Average Multi‐Asset

Page 131

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.63

2.63

3.29

‐1.35

‐3.84

4.99

8.41

0.07

YTD

3m

6m

6.82

6.82

11.4

8.47

1.00

0.57

90.4

90.4

96.8

3.29

3.29

4.22

9.83

‐1.04

‐13.7

0.83

57.1

57.1

57.1

6.60

‐9.14

12m

2011

2010

337 DWS Concept Kaldemorgen LC

EUR

348 DWS Polar Investments

EUR

351 Dynapartners (LUX) Global Strategy Fund R EUR

EUR

368 Eurizon Stars Fund GT Asset Allocation I

EUR

0.43

0.43

1.00

0.33

‐1.73

‐0.24

2.99

‐0.29

‐3.38

0.73

25.3

25.3

31.7

56.6

60.7

387 FCM European Total Return Fund Class A – EUR

EUR

‐0.82

‐0.82

‐2.02

‐5.63

‐4.31

5.94

3.20

‐2.05

‐6.02

0.79

9.50

9.50

9.50

20.0

39.2

0.94

‐1.11

6.96

6.72

0.17

‐7.00

0.74

55.5

55.5

73.0

61.6

69.6

73.6

12.4

13.9

9.00

2.77

‐4.32

0.43

61.9

61.9

90.4

100.0

100.0

94.7

5.27

‐0.44

‐6.39

0.76

42.8

42.8

49.2

48.3

‐9.00

Vola Sortino MaxDD Eq‐Crl.

0.49
41.6

85.7

52.4

27.7

15.8

20.0

12.4

18.4

90.8

47.6

86.6

32.4

60.5

87.7

1.50

58.3

18.5

57.0

63.4

48.3

24.7

35.4

96.8

80.0

60.0

72.4

41.2

53.3

23.1
1.60

412 GAM Star Barclays Dynamic Multi‐Index Allocation   USD
447 Global Navigator UCITS Fund ‐ All Weather Fund GB GBP

4.64

‐0.54

75.4

98.5

502 Insight Broad Opportunities Fund B1P

GBP

3.25

3.25

5.88

507 Invesco Balanced Risk Allocation Fund C EUR

EUR

3.55

3.55

8.87

15.2

522 JB MP ‐ Absolute 3 B EUR

EUR

2.76

2.76

3.74

‐1.36

533 JPM Global Total Return EUR A

EUR

0.59

0.59

2.69

‐3.01

‐4.06

6.42

5.30

‐0.72

‐7.12

0.93

28.5

28.5

39.6

36.6

41.0

65.7

69.3

31.7

46.6

569 Lazard Objectif Alpha Allocation A

EUR

8.79

8.79

8.57

‐38.1

‐38.0

‐9.92

35.3

‐1.26

‐48.0

0.72

100.0

100.0

88.8

0.00

0.00

0.00

0.00

9.50

0.00

35.4

574 Lemanik Europe Market Neutral

EUR

8.62

8.62

4.16

‐5.54

‐10.6

‐2.54

11.0

‐0.73

‐14.9

0.42

98.4

98.4

55.5

23.3

8.90

10.5

23.1

28.5

13.3

63.1

577 Leonardo Trend

EUR

0.00

0.00

‐2.09

‐8.62

‐7.57

0.50

7.08

‐1.78

‐13.0

0.48

19.0

19.0

7.90

8.30

19.6

23.6

52.4

4.70

23.3

55.4

620 Lyxor Quantitative Fund Absolute Return Multi‐Asse EUR
651 Melchior Selected Trust ‐ Global Active Fund ‐ Class EUR

2.98

2.98

5.84

‐7.98

‐10.2

15.1

‐0.55

‐15.0

0.73

46.0

46.0

71.4

11.6

10.7

9.30

34.9

11.6

27.7

696 MW GaveKal Asian Opportunities UCITS Fund A USD USD

7.19

7.19

6.06

‐6.02

‐13.6

12.0

‐0.52

‐17.1

0.83

95.2

95.2

76.1

16.6

5.30

15.4

36.5

8.30

10.8

729 Newton Real Return A

GBP

‐0.75

‐0.75

2.04

‐4.34

‐3.93

5.25

9.00

‐0.50

‐9.93

0.70

11.1

11.1

36.5

28.3

42.8

55.2

33.9

38.0

36.6

38.5

743 NordDynamic

EUR

3.63

3.63

10.3

‐3.14

‐5.29

4.52

16.1

‐0.14

‐17.9

0.81

65.0

65.0

93.6

35.0

30.3

47.3

7.70

52.3

6.60

17.0

754 Odey Opportunity Fund EUR

EUR

4.14

4.14

7.22

‐2.70

‐6.04

11.4

‐0.31

‐11.4

0.78

66.6

66.6

80.9

38.3

26.7

18.5

44.4

28.3

20.0

‐1.54

3.30

0.39

‐4.48

0.73

47.6

47.6

41.2

66.6

64.2

84.7

69.8

73.3

29.3

3.24

0.76

‐3.88

0.73

52.3

52.3

46.0

76.6

86.2

77.7

81.6

30.8

771 Oyster ‐ Absolute Return EUR 2

EUR

3.00

3.00

3.18

1.72

778 Oyster ‐ OCEANO Absolute Return Inst EUR

EUR

3.14

3.14

3.44

2.50

783 Parvest Diversified Conservative C

EUR

3.21

3.21

4.13

1.61

‐1.71

4.56

4.18

0.35

‐4.38

0.85

53.9

53.9

53.9

65.0

62.5

50.0

80.0

68.2

75.0

9.30

4.18

4.18

6.01

‐0.98

‐4.74

6.08

8.36

‐0.12

‐9.15

0.91

68.2

68.2

74.6

50.0

35.7

63.1

43.1

55.5

41.6

3.10

784 Parvest Diversified Dynamic C

EUR

793 Pegaso Capital SICAV ‐ Strategic Trend I EUR

EUR

797 Pictet ‐ Absolute Return Global Diversified‐P EUR

EUR

2.92

2.92

5.41

1.20

‐0.83

4.77

5.65

0.14

‐5.21

0.74

44.4

44.4

68.2

63.3

71.4

52.6

64.7

61.9

66.6

26.2

805 PIMCO GIS Global Multi‐Asset Fund E Acc

EUR

5.46

5.46

7.65

‐1.39

‐2.95

10.6

10.6

‐0.13

‐11.3

0.81

79.3

79.3

87.3

46.6

51.7

78.9

24.7

53.9

31.6

15.4

844 Putman Total Return A Acc

USD

6.07

6.07

12.1

4.48

2.24

13.8

11.4

0.64

‐11.0

0.90

87.3

87.3

98.4

88.3

91.0

92.1

20.0

74.6

33.3

4.70

3.06

0.98

‐2.85

0.05

39.6

39.6

22.2

83.3

58.9

89.3

84.1

90.0

90.8

23.1

‐0.31

‐23.5

0.78

15.8

15.8

100.0

26.6

66.0

1.60

46.0

3.30

21.6

848 Quoniam Global TAA Total Return

EUR

2.06

2.06

0.45

3.36

‐1.76

849 R4 CTA Trading FI

EUR

‐0.33

‐0.33

16.1

‐4.70

‐1.52

‐0.08

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

21.0

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Multi‐Asset
Data

31.03.2012

#

Fund Name

73

Average Multi‐Asset

Page 132

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.63

2.63

3.29

‐1.35

‐3.84

4.99

8.41

0.07

‐9.14

0.49

YTD

3m

6m

12m

4.59

4.59

7.50

13.3

9.65

1.94

‐6.16

0.13

74.6

74.6

84.1

98.3

2011

853 Raiffeisen 337 Strategic Allocation Master I (R) VT

EUR

867 Robeco GTAA

EUR

5.97

5.97

2.66

‐0.84

‐6.12

13.0

0.10

‐10.2

0.28

84.1

84.1

38.0

51.6

911 Schroder ISF Global Tactical Asset Allocation A USD EUR

0.28

0.28

‐0.17

‐3.92

‐5.60

4.76

‐1.07

‐5.84

0.26

22.2

22.2

19.0

33.3

1.01

1.01

0.77

2.19

0.06

4.59

0.84

‐2.45

0.58

33.3

33.3

28.5

75.0

76.7

922 Seven Absolute Return Fund Part I

EUR

926 Seven World Asset Allocation Fund II Part P

EUR

3.04

2010

Vola Sortino MaxDD Eq‐Crl.
29.3

92.0

56.6

86.2

25.0

10.8

60.3

35.0

75.4

28.5

73.9

14.2

60.0

77.0

77.0

80.9

91.6

49.3

39.4

1027 UBS ‐ Absolute Return Medium P CHF

CHF

4.28

4.28

4.61

1.78

‐3.04

‐2.16

3.65

0.30

‐3.70

0.60

69.8

69.8

63.4

68.3

50.0

13.1

83.1

66.6

85.0

46.2

1028 UBS ‐ Absolute Return Plus B EUR

EUR

6.16

6.16

7.01

4.47

‐1.99

‐2.59

5.47

1.03

‐5.05

0.58

88.8

88.8

79.3

86.6

57.1

7.80

67.7

88.8

68.3

47.7

1036 UOB Strategic Allocation Fund

USD

7.14

7.14

4.10

‐1.41

‐6.53

8.58

‐0.23

‐9.77

0.65

93.6

93.6

52.3

45.0

23.2

40.0

49.2

38.3

40.0

1044 Vontobel Target Return EUR B

EUR

1.53

1.53

0.94

‐2.23

‐4.67

1.95

‐2.00

‐4.57

0.36

36.5

36.5

30.1

40.0

37.5

95.4

3.10

71.6

69.3

1046 Walser Multi‐Asset Absolut Return PLUS

EUR

‐0.61

‐0.61

0.71

0.62

0.43

0.74

2.35

‐0.21

‐1.71

0.24

12.6

12.6

25.3

60.0

82.1

26.3

93.9

50.7

95.0

80.0
43.1

1050 WAVE Total Return Fonds R

EUR

7.13

7.13

6.49

5.20

‐3.33

‐0.73

5.47

1.25

‐4.73

0.63

92.0

92.0

77.7

90.0

44.6

15.7

66.2

90.4

70.0

1055 Wegelin Global Diversification Fund EUR

EUR

0.68

0.68

4.51

12.6

11.3

11.1

8.04

2.38

‐3.86

0.08

31.7

31.7

60.3

96.6

98.2

81.5

44.7

93.6

83.3

89.3

1057 WestLB Mellon Meridian ‐ MAARK Fund A

EUR

3.01

3.01

3.44

2.05

‐0.20

1.57

1.03

‐1.86

0.42

49.2

49.2

44.4

73.3

73.2

97.0

87.3

93.3

64.7

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

6. FI and GTAA Strategies

Convertibles

April 2012
Page 133

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Convertibles
Data

31.03.2012

#

Fund Name

22

Average Convertibles

25

Acropole L/S Convexite

101 Aviva Investors ‐ Global Convertibles Fund A

Page 134

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

6.54

3.69

2.70

0.04

‐0.94

‐1.23

‐1.19

‐3.74

‐3.47

2.91

‐3.02

‐0.19

‐8.35

8.79

32.2

8.26

‐0.73

‐12.3

0.57

EUR

7.87

5.13

1.18

1.41

‐0.65

‐2.44

‐2.31

‐2.89

‐4.04

‐0.16

‐4.37

‐1.12

‐15.1

0.49

6.68

‐2.31

‐18.1

0.06

USD

6.27

4.39

2.45

‐0.64

‐1.48

‐0.77

‐1.16

‐2.90

‐5.40

4.41

‐3.93

‐0.03

‐5.26

9.28

28.7

11.4

‐0.30

‐13.7

0.85

243 Cheyne Convertibles Absolute Return Fund EUR Acc EUR
251 Convertinvest European Convertible Bond Fund (VT EUR

3.90

2.71

1.55

‐0.40

‐0.99

‐0.79

‐0.46

‐1.70

‐0.76

1.27

‐2.60

0.35

‐6.61

4.28

‐0.92

‐6.92

0.53

309 Dexia Bonds Europe Convertible ‐ Class I EUR

EUR

8.85

6.00

3.10

‐0.40

‐1.56

‐1.52

‐3.10

‐6.67

‐3.34

5.66

‐4.30

‐0.06

‐12.0

11.5

40.3

12.4

‐0.66

‐17.4

0.87

418 GAM Star Global Convertible Bond

USD

4.86

3.35

2.14

‐0.66

‐1.41

‐0.84

‐1.99

‐1.87

‐2.27

3.23

‐2.93

0.17

6.91

‐0.54

‐9.08

0.80

443 GLG Global Convertible UCITS Fund Class S EUR

EUR

9.83

4.15

4.44

0.97

‐0.77

‐1.14

‐1.16

‐4.96

‐4.43

5.00

‐4.02

‐0.50

‐8.96

6.59

36.6

9.96

‐0.36

‐14.1

0.90

538 JPM MI CQS Convertible Alpha Fund ‐ EUR I

EUR

4.15

2.17

1.84

0.10

‐0.39

‐0.41

‐0.56

‐2.01

‐0.46

1.17

‐1.17

‐1.16

‐3.37

3.13

‐0.73

‐5.01

‐0.08

545 Jupiter Global Convertibles L EUR

EUR

5.59

2.38

2.93

0.20

‐0.95

‐1.15

‐0.58

‐3.98

‐2.94

2.61

‐3.05

1.26

‐5.57

7.14

‐0.45

‐10.6

0.73

606 Lyxor Convertible Bonds And Volatility Arbitrage Ind EUR
634 Man Convertibles America USD

USD

7.18

4.97

1.84

0.26

‐0.87

‐1.48

‐1.24

‐4.49

‐4.08

4.78

‐2.37

‐1.00

‐5.12

12.7

33.9

11.9

‐0.32

‐12.5

0.80

635 Man Convertibles Europe EUR D

EUR

6.58

4.55

3.22

‐1.23

‐2.04

‐0.79

‐2.64

‐4.61

‐3.57

3.95

‐4.26

‐0.04

‐10.4

8.75

39.0

11.0

‐0.76

‐15.4

0.79

636 Man Convertibles Far East EUR D

EUR

6.97

4.45

3.10

‐0.67

‐1.22

‐2.19

‐0.10

‐4.81

‐7.39

3.68

‐2.95

0.42

‐13.1

13.3

28.8

9.45

‐0.84

‐16.7

0.63

637 Man Convertibles Global EUR D

EUR

5.65

3.88

2.44

‐0.71

‐1.08

‐1.51

‐1.01

‐3.96

‐4.06

2.81

‐1.76

‐0.10

‐7.60

12.1

35.3

9.46

‐0.58

‐13.1

0.76

638 Man Convertibles Japan EUR

EUR

3.60

0.54

1.65

1.37

‐0.62

‐0.56

0.09

‐2.63

‐0.96

‐0.45

‐0.85

‐1.09

‐7.59

5.32

13.2

5.01

‐0.72

‐7.57

0.53

648 Matrix Lazard Opportunities Fund ‐ I EUR

EUR

4.56

2.28

1.42

0.80

‐0.29

‐0.87

0.00

‐2.15

‐1.90

‐0.31

‐0.92

‐0.31

‐4.17

4.29

‐1.08

‐7.50

‐0.06

775 Oyster ‐ Global Convertibles Advent Phoenix EUR

EUR

6.85

4.18

2.71

‐0.14

‐0.57

‐1.05

‐1.28

‐4.42

‐4.78

3.57

‐2.58

0.19

‐7.36

9.61

‐0.51

‐13.5

0.89

798 Pictet Convertible Bonds R EUR

EUR

10.8

2.95

6.67

0.89

‐2.56

‐1.81

‐2.68

‐3.04

‐3.04

0.92

‐3.79

‐1.27

‐15.8

7.50

‐1.40

‐16.8

0.51

881 RWC Global Convertibles Fund A EUR

EUR

5.11

2.99

2.54

‐0.47

‐0.89

‐1.29

‐0.37

‐3.98

‐2.53

3.79

‐3.56

1.21

‐4.11

9.13

‐0.23

‐9.61

0.74

888 Salar Convertible Absolute Return Fund B USD

USD

3.26

1.87

1.82

‐0.44

‐0.13

‐0.75

‐0.23

0.19

‐0.96

0.24

‐1.09

‐1.21

2.60

‐0.78

‐4.10

0.04

1015 Treetop Convertible International A EUR

EUR

11.1

7.33

2.84

0.66

‐0.08

‐2.11

‐1.03

‐9.04

‐7.27

8.55

‐6.69

0.48

‐9.18

15.2

49.4

14.2

‐0.31

‐20.8

0.27

1062 World Invest ‐ Absolute Strategy

EUR

7.71

3.59

4.13

‐0.15

‐0.25

‐1.16

‐1.90

‐4.80

‐5.16

3.53

‐3.15

‐0.02

‐9.05

3.58

25.4

9.01

‐0.73

‐14.2

0.87

6.67

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

23.8

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Convertibles
Data

31.03.2012

#

Fund Name

22

Average Convertibles

25

Acropole L/S Convexite

101 Aviva Investors ‐ Global Convertibles Fund A

Page 135

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

6.54

6.54

6.11

‐4.12

‐8.35

8.79

8.26

‐0.73

‐12.3

0.57

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

EUR

7.87

7.87

1.83

‐11.4

‐15.1

0.49

6.68

‐2.31

‐18.1

0.06

78.9

78.9

10.5

0.00

5.80

0.00

73.7

0.00

5.20

84.3

USD

6.27

6.27

6.56

‐2.88

‐5.26

9.28

11.4

‐0.30

‐13.7

0.85

47.3

47.3

57.8

57.8

76.4

54.5

15.8

94.7

42.1

21.1

4.28
12.4

‐0.92

‐6.92

0.53

10.5

10.5

15.7

63.1

64.7

89.5

15.7

89.4

63.2

‐0.66

‐17.4

0.87

84.2

84.2

89.4

21.0

17.6

63.6

5.30

52.6

10.5

15.8

6.91

‐0.54

‐9.08

0.80

26.3

26.3

31.5

73.6

68.5

63.1

73.6

26.4

9.96

‐0.36

‐14.1

0.90

89.4

89.4

94.7

78.9

41.1

27.2

26.4

78.9

36.8

0.00

243 Cheyne Convertibles Absolute Return Fund EUR Acc EUR
251 Convertinvest European Convertible Bond Fund (VT EUR

3.90

3.90

2.84

‐2.83

‐6.61

309 Dexia Bonds Europe Convertible ‐ Class I EUR

EUR

8.85

8.85

10.0

‐6.19

‐12.0

11.5

418 GAM Star Global Convertible Bond

USD

4.86

4.86

5.26

‐2.70

443 GLG Global Convertible UCITS Fund Class S EUR

EUR

9.83

9.83

10.1

‐2.57

‐8.96

6.59

538 JPM MI CQS Convertible Alpha Fund ‐ EUR I

EUR

4.15

4.15

2.94

‐0.97

‐3.37

3.13

‐0.73

‐5.01

‐0.08

15.7

15.7

21.0

94.7

100.0

94.8

36.8

94.7

100.0

545 Jupiter Global Convertibles L EUR

EUR

5.59

5.59

6.36

‐2.39

‐5.57

7.14

‐0.45

‐10.6

0.73

36.8

36.8

47.3

84.2

70.5

63.2

73.6

63.1

52.7

606 Lyxor Convertible Bonds And Volatility Arbitrage Ind EUR
634 Man Convertibles America USD

USD

7.18

7.18

8.55

‐2.88

‐5.12

12.7

11.9

‐0.32

‐12.5

0.80

68.4

68.4

84.2

52.6

82.3

81.8

10.6

84.2

57.8

31.6

635 Man Convertibles Europe EUR D

EUR

6.58

6.58

6.03

‐7.18

‐10.4

8.75

11.0

‐0.76

‐15.4

0.79

52.6

52.6

36.8

10.5

23.5

45.4

21.1

31.5

26.3

36.9

636 Man Convertibles Far East EUR D

EUR

6.97

6.97

8.09

‐6.51

‐13.1

13.3

9.45

‐0.84

‐16.7

0.63

63.1

63.1

78.9

15.7

11.7

90.9

42.2

21.0

21.0

57.9

637 Man Convertibles Global EUR D

EUR

5.65

5.65

6.61

‐4.51

‐7.60

12.1

9.46

‐0.58

‐13.1

0.76

42.1

42.1

63.1

36.8

47.0

72.7

36.9

57.8

52.6

42.2

638 Man Convertibles Japan EUR

EUR

3.60

3.60

1.15

‐2.75

‐7.59

5.32

5.01

‐0.72

‐7.57

0.53

5.20

5.20

5.20

68.4

52.9

18.1

79.0

47.3

78.9

68.5

648 Matrix Lazard Opportunities Fund ‐ I EUR

EUR

4.56

4.56

2.96

‐2.98

‐4.17

4.29

‐1.08

‐7.50

‐0.06

21.0

21.0

26.3

47.3

88.2

84.3

10.5

84.2

94.8

775 Oyster ‐ Global Convertibles Advent Phoenix EUR

EUR

6.85

6.85

8.01

‐3.84

‐7.36

9.61

‐0.51

‐13.5

0.89

57.8

57.8

73.6

42.1

58.8

31.6

68.4

47.3

5.30

798 Pictet Convertible Bonds R EUR

EUR

10.8

10.8

6.20

‐7.48

‐15.8

7.50

‐1.40

‐16.8

0.51

94.7

94.7

42.1

5.20

0.00

57.9

5.20

15.7

73.7

881 RWC Global Convertibles Fund A EUR

EUR

5.11

5.11

6.48

‐1.73

‐4.11

9.13

‐0.23

‐9.61

0.74

31.5

31.5

52.6

89.4

94.1

47.4

100.0

68.4

47.4

888 Salar Convertible Absolute Return Fund B USD

USD

3.26

3.26

1.14

‐0.46

2.60

‐0.78

‐4.10

0.04

0.00

0.00

0.00

100.0

100.0

26.3

100.0

89.5

1015 Treetop Convertible International A EUR

EUR

11.1

11.1

13.1

‐4.88

‐9.18

15.2

14.2

‐0.31

‐20.8

0.27

100.0

100.0

100.0

31.5

29.4

100.0

0.00

89.4

0.00

79.0

1062 World Invest ‐ Absolute Strategy

EUR

7.71

7.71

7.99

‐5.25

‐9.05

3.58

9.01

‐0.73

‐14.2

0.87

73.6

73.6

68.4

26.3

35.2

9.00

52.7

42.1

31.5

10.6

6.67

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

36.3

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Alternative Beta

April 2012
Page 136

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April 2012

For European Professional Investors Only

Alternative Beta
Data

31.03.2012

#

Fund Name

15

Average Alternative Beta

136 Barclays Hedge Fund Replicator Fund

Page 137

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

1.65

1.77

0.82

‐0.93

‐0.82

‐0.95

‐0.28

‐2.69

‐1.77

1.30

‐0.39

‐0.06

‐4.01

5.52

10.3

7.97

‐0.46

‐8.58

0.62

EUR

2.96

2.41

0.92

‐0.38

‐1.04

‐0.10

‐0.51

‐2.62

‐3.35

4.23

‐1.27

‐0.03

‐2.93

7.56

‐0.20

‐8.26

0.97

USD

137 Barclays HFRX Opportunity Fund
197 BofAML Hedge Fund Factor Euro Source ETF

407 Fulcrum Asset Alternative Beta Plus Daily D USD Acc USD

0.68

2.40

1.14

‐2.79

‐2.20

‐2.38

0.14

‐1.94

0.76

‐1.30

0.54

‐2.48

‐7.63

7.97

6.67

‐1.00

‐8.98

0.46

462 GS Absolute Return Tracker Index Portfolio EUR M

EUR

2.26

1.48

0.84

‐0.06

‐1.26

‐0.62

‐0.44

‐1.75

‐3.76

3.37

‐0.57

‐0.88

‐3.45

2.16

6.32

6.58

‐0.59

‐7.85

0.94

463 GS Alternative Beta Trend UCITS Portfolio USD

USD

‐2.21

‐0.68

1.16

‐2.66

1.02

0.30

‐5.71

‐0.75

1.02

11.7

‐0.51

498 ING (L) Invest Alternative Beta P EUR

EUR

0.44

1.29

‐0.66

‐0.18

3.29

‐0.97

‐0.61

‐3.78

3.86

‐0.65

2.94

3.31

‐0.59

9.88

11.7

10.1

0.55

‐7.78

‐0.02

526 JPM Alternative Series Multi Strategy 10 Fund EUR I EUR

0.42

0.42

0.00

0.00

‐1.54

‐2.24

‐0.90

‐3.83

0.84

‐2.70

0.64

0.21

‐5.69

8.37

‐0.94

‐10.0

0.13

1.45

1.84

0.81

‐1.19

‐1.22

‐0.90

‐0.06

‐1.23

‐4.80

2.54

‐0.07

‐0.54

‐5.50

6.93

‐0.79

‐8.05

0.93

527 JPM Alternative Series Multi Strategy 5 Fund EUR

EUR

585 LO Funds ‐ Alternative Beta P CHF

CHF

‐0.39

680 Morgan Stanley FSP ALT‐ERA Fund I USD

USD

1.75

1.15

0.68

‐0.08

‐0.33

‐1.23

‐0.34

‐1.60

‐2.33

2.80

‐0.80

‐0.42

‐1.73

3.07

5.01

‐0.38

‐6.09

0.89

700 Natixis ‐ ASG Laser Fund F/A(USD)

USD

2.46

3.74

0.73

‐1.96

‐1.35

‐0.72

1.00

‐6.44

‐2.55

2.01

‐1.25

0.14

‐4.57

6.65

10.1

‐0.33

‐10.3

0.79

735 Nomura Enovara plc ‐ HFRq UCITS III Fund EUR Insti EUR

3.52

2.20

1.60

‐0.30

‐0.59

‐0.92

‐0.16

‐3.38

‐1.98

2.39

‐1.48

‐0.67

‐4.31

5.65

‐0.64

‐7.23

0.86

USD

3.86

2.71

1.88

‐0.74

‐1.31

‐0.72

‐0.66

‐4.12

‐4.82

4.56

‐1.26

‐0.19

1010 Torrus Funds ‐ Merrill Lynch Factor Index Fund R EU EUR

897 Sarasin Multilabel SICAV ‐ Global Syndex USD B

2.21

2.23

0.78

‐0.79

‐1.47

0.33

‐0.52

‐2.59

‐3.43

4.08

‐1.38

‐0.23

‐3.74

3.38

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

12.9

9.54

‐0.33

‐11.5

0.92

7.41

‐0.37

‐8.33

0.91

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Alternative Beta
Data

31.03.2012

#

Fund Name

15

Average Alternative Beta

136 Barclays Hedge Fund Replicator Fund

Page 138

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

1.65

1.65

2.51

‐2.57

‐4.01

5.52

7.97

‐0.46

‐8.58

0.62

YTD

3m

6m

12m

2011

EUR

2.96

2.96

5.93

‐0.87

‐2.93

7.56

‐0.20

‐8.26

0.97

81.8

81.8

81.8

90.0

77.7

2010

Vola Sortino MaxDD Eq‐Crl.

USD

137 Barclays HFRX Opportunity Fund
197 BofAML Hedge Fund Factor Euro Source ETF

45.5

90.9

50.0

0.00

407 Fulcrum Asset Alternative Beta Plus Daily D USD Acc USD

0.68

0.68

‐2.57

‐6.21

‐7.63

7.97

6.67

‐1.00

‐8.98

0.46

27.2

27.2

9.00

10.0

0.00

80.0

72.8

0.00

30.0

72.8

462 GS Absolute Return Tracker Index Portfolio EUR M

EUR

2.26

2.26

4.18

‐2.65

‐3.45

2.16

6.58

‐0.59

‐7.85

0.94

63.6

63.6

63.6

60.0

66.6

0.00

81.9

36.3

70.0

9.10

463 GS Alternative Beta Trend UCITS Portfolio USD

USD

‐2.21

‐2.21

‐7.55

11.7

‐0.51

‐0.39

0.00

0.00

0.00

498 ING (L) Invest Alternative Beta P EUR

EUR

0.44

0.44

6.12

4.67

‐0.59

9.88

10.1

0.55

‐7.78

‐0.02

18.1

18.1

90.9

100.0

100.0

100.0

526 JPM Alternative Series Multi Strategy 10 Fund EUR I EUR

0.42

0.42

‐1.45

‐6.23

‐5.69

8.37

‐0.94

‐10.0

0.13

9.00

9.00

18.1

0.00

6.93

‐0.79

‐8.05

0.93

36.3

36.3

45.4

0.00

45.4

9.10

100.0

80.0

100.0
91.0

11.1

36.4

9.00

20.0

81.9

20.0

22.2

63.7

18.1

60.0

18.2
45.5

527 JPM Alternative Series Multi Strategy 5 Fund EUR

EUR

585 LO Funds ‐ Alternative Beta P CHF

CHF

1.45

1.45

3.38

‐3.94

‐5.50

680 Morgan Stanley FSP ALT‐ERA Fund I USD

USD

1.75

1.75

3.32

‐1.40

‐1.73

3.07

5.01

‐0.38

‐6.09

0.89

45.4

45.4

27.2

80.0

88.8

20.0

100.0

54.5

100.0

700 Natixis ‐ ASG Laser Fund F/A(USD)

USD

2.46

2.46

3.37

‐3.21

‐4.57

6.65

10.1

‐0.33

‐10.3

0.79

72.7

72.7

36.3

30.0

33.3

60.0

18.2

72.7

10.0

63.7

735 Nomura Enovara plc ‐ HFRq UCITS III Fund EUR Insti EUR

3.52

3.52

3.72

‐3.09

‐4.31

5.65

‐0.64

‐7.23

0.86

90.9

90.9

54.5

50.0

44.4

91.0

27.2

90.0

54.6

897 Sarasin Multilabel SICAV ‐ Global Syndex USD B

USD

3.86

3.86

7.03

‐3.17

1010 Torrus Funds ‐ Merrill Lynch Factor Index Fund R EU EUR

2.21

2.21

4.67

‐2.17

‐3.74

3.38

9.54

‐0.33

‐11.5

0.92

100.0

100.0

100.0

40.0

7.41

‐0.37

‐8.33

0.91

54.5

54.5

72.7

70.0

55.5

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

40.0

27.3

81.8

0.00

27.3

54.6

63.6

40.0

36.4

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Managed Futures/CTAs

April 2012
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April 2012

For European Professional Investors Only

Managed Futures
Data

31.03.2012

#

Fund Name

61

Average Managed Futures

16

AC Pharos Evolution Fund ‐ EUR A

17
35

Page 140

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

‐0.73

0.21

0.53

‐1.43

‐2.03

‐1.86

1.24

0.13

‐0.44

‐2.33

‐0.76

0.27

‐5.22

2.14

‐4.45

11.4

‐0.72

‐11.8

0.00

USD

‐4.99

‐1.74

‐2.13

‐1.20

5.20

9.28

‐10.4

‐11.1

‐5.59

0.10

0.65

1.47

‐15.0

‐13.8

17.3

‐1.19

‐27.8

0.26

AC Quant ‐ Spectrum Fund A EUR

EUR

‐5.95

1.38

‐0.79

‐6.48

‐5.65

6.35

9.88

3.42

‐5.67

‐1.12

1.15

ALIZEE Q1 EURO Special

EUR

‐3.15

‐0.33

‐1.64

‐1.21

‐2.39

1.29

‐1.59

‐1.64

‐0.90

‐0.85

1.40

‐1.53

‐5.09

1.26

48

Allianz RCM Systematic Multi Strategy ‐ AT ‐ EUR

EUR

5.82

3.18

3.15

‐0.57

‐1.44

0.22

‐3.27

‐4.94

‐0.14

1.78

‐2.58

3.14

59

Amandea MK ‐ Hybrid

EUR

‐3.56

‐0.44

0.04

‐3.17

‐1.28

0.14

‐0.38

4.67

0.21

‐2.55

‐0.67

0.78

15.5

0.24

5.40

‐2.24

‐8.90

‐4.41

18.4

0.05

‐18.8

0.58

1.09

8.22

0.30

‐6.39

‐0.32

60

Amandea MK ‐ Intrayday A

EUR

‐0.77

0.11

0.11

‐0.98

0.57

‐0.11

‐4.47

5.17

‐0.68

‐1.32

‐0.76

‐1.34

82

ARIAD Global Futures UI Anteilsklasse I

EUR

‐0.13

‐0.50

1.26

‐0.89

‐0.18

‐1.00

3.76

‐0.47

0.77

‐2.96

‐1.38

3.02

86

Aspect Diversified Trends EUR I

EUR

0.68

1.19

1.97

‐2.43

‐4.73

‐2.73

8.03

1.62

0.31

‐5.14

2.43

2.22

98

Auriga Investors ‐ M2T Multi‐Strategy B Cap

EUR
‐1.00

‐0.64

‐0.19

‐0.17

‐0.18

‐0.59

‐0.76

‐1.77

0.29

‐1.36

‐1.48

0.37

‐3.72

‐1.02

4.09

2.51

‐0.62
0.32

6.66

‐0.61

‐5.99

‐0.20

9.79

‐0.03

‐5.65

‐0.05

12.8

0.89

‐6.84

‐0.21

3.50

‐1.88

‐6.70

‐0.14

12.9

‐0.65

‐13.2

‐0.44
‐0.84

172 Berenberg Funds V Currency Alpha Sterling AK B

GBP

218 Cantab Quantitative UCITS Fund Faraday USD

USD

1.47

2.30

0.00

‐0.81

270 Cyril Systematic

EUR

‐3.00

‐0.76

1.37

‐3.58

‐4.46

‐3.51

2.36

5.34

2.67

‐7.54

‐1.85

0.36

‐9.28

272 Danske Invest Contrarian Fund

EUR

‐6.06

‐4.63

‐3.42

1.98

5.30

0.52

4.19

5.30

4.76

‐7.94

6.54

0.20

16.5

18.9

0.49

‐15.4

276 DB Platinum AIMhedge Index I1C

EUR

3.82

‐0.36

3.99

0.19

‐5.15

‐3.84

6.45

2.55

‐1.94

‐5.99

‐3.03

‐0.06

‐6.64

13.9

‐0.01

‐14.2

0.02

283 DB Platinum dbX‐THF Systematic Macro Index Fund USD

‐2.84

‐0.97

‐0.20

‐1.70

‐2.44

‐2.42

3.34

‐0.25

1.68

‐4.22

0.65

0.15

‐4.09

8.07

‐0.65

‐7.44

‐0.33

4.06

6.77

0.35

‐4.92

0.00

17.4

‐0.02

‐11.2

‐0.18

3.34

‐0.36

‐3.75

‐0.02

5.15

0.65

‐4.45

‐0.31
‐0.39

12.7
4.97

‐8.41

‐0.47

287 DB Platinum IV dbX Millburn Multi‐Markets Index F EUR
288 DB Platinum IV dbX Systematic Alpha Index R1C‐U 

USD

‐0.99

0.59

‐0.82

‐0.75

‐2.28

‐2.70

4.44

1.36

‐0.18

‐2.55

0.68

1.41

291 DB Platinum IV Lynx Index I2C

USD

‐1.44

1.71

‐0.46

‐2.64

‐5.49

‐4.36

6.54

1.13

3.85

‐8.52

0.45

2.79

303 Dbench Futures UCITS

EUR

1.49

0.45

0.77

0.26

‐1.07

‐1.20

‐0.52

2.66

‐1.42

0.95

0.09

‐0.47

‐4.26

313 Dexia Diversified Futures ‐ Class I EUR

EUR

‐1.65

‐0.18

‐1.42

‐0.06

0.36

‐0.59

2.96

0.60

0.97

‐3.14

0.22

1.24

4.14

‐4.17

326 Dexia Systemat

EUR

0.57

0.83

‐0.24

‐0.02

‐0.82

‐1.18

3.52

1.01

5.32

‐7.93

1.37

2.02

5.70

7.67

0.81

11.3

1.32

‐8.75

360 ESPA Alpha EXP VT

EUR

5.89

4.41

1.42

0.00

‐5.83

‐6.51

‐2.24

3.36

‐11.0

5.14

‐7.00

‐6.21

‐28.8

0.52

‐19.0

20.3

‐1.16

‐27.5

0.51

363 Estlander & Partners Freedom Fund UI

EUR

0.00

0.39

3.02

‐3.31

‐8.86

‐2.45

1.67

2.47

0.71

‐6.83

‐4.14

0.04

‐10.2

14.2

‐0.96

‐15.6

‐0.20

365 Eurizon EasyFund ‐ Trend

EUR

1.22

‐0.49

367 Eurizon Innovation Trend Contrarian I

EUR

0.23

0.23

0.00

0.00

‐0.25

‐0.36

2.12

0.35

‐0.25

‐0.71

‐0.62

1.05

0.79

0.32

0.33

3.04

0.82

‐1.97

372 European SICAV Alliance ‐ Galaxy

EUR

‐2.13

‐1.06

0.48

‐1.55

‐6.63

‐5.25

5.87

‐1.67

0.14

‐2.95

3.43

1.02

‐4.50

15.3

‐18.3

392 Finaltis Trends A EUR

EUR

‐1.83

‐0.33

‐1.07

‐0.44

‐0.19

‐0.52

1.83

1.62

‐0.39

‐1.13

0.95

1.47

5.81

405 FTC Futures Fund Classic ‐ B EUR

EUR

3.79

3.31

2.04

‐1.55

‐8.95

‐5.14

0.00

‐1.27

‐2.38

‐4.89

‐2.52

0.16

‐14.9

411 GAM Star Active Alternative ‐ USD

USD

‐0.32

0.12

0.16

‐0.60

422 GAM Star Keynes Quantitative Strategies USD Acc

USD

‐1.14

0.14

1.96

‐3.17

‐0.24

0.56

3.09

‐0.49

0.95

‐1.10

‐1.30

‐1.10

‐3.76

4.92

‐0.27

‐7.52

0.73

14.6

‐0.38

‐11.5

0.16

5.84

1.18

‐3.45

‐0.08

18.1

‐0.93

‐23.3

0.13

‐0.37

‐5.79

‐0.17

5.36

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.27

7.07

0.64

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April 2012

For European Professional Investors Only

Managed Futures
Data

31.03.2012

#

Fund Name

61

Average Managed Futures

Page 141

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

‐0.73

0.21

0.53

‐1.43

‐2.03

‐1.86

1.24

0.13

‐0.44

‐2.33

‐0.76

0.27

‐5.22

2.14

‐4.45

‐29.8

12.3

523 JB MP ‐ Straightline Investment System Fd B EUR

EUR

5.82

3.31

2.52

‐0.09

‐0.17

‐3.32

‐6.31

‐19.2

‐6.93

5.74

‐5.59

1.50

539 JPM Systematic Alpha A EUR

EUR

0.95

‐0.29

1.72

‐0.47

0.19

0.67

0.00

‐1.98

‐0.48

1.65

0.38

‐0.28

542 JRS SICAV JRS Trend

SEK

603 Lyxor / Caxton HAWK Strategy Index Fund I EUR

EUR

604 Lyxor / IKOS Futures Strategy Index Fund I EUR

EUR

608 Lyxor CTA Long Term Index Fund I EUR

EUR
‐1.01

‐2.63

2.30

2.49

‐0.41

‐4.21

‐0.17

0.64

‐5.07
‐8.64

609 Lyxor Epsilon Global Trend I

EUR

631 Man AHL Diversity DB GBP

GBP

‐1.88

‐0.46

1.27

‐2.66

632 Man AHL Trend I EUR

EUR

‐0.42

0.21

3.84

‐4.30

4.19

‐2.76

4.12

1.81

‐7.45

‐1.81

‐3.79

‐3.02

661 MLIS Graham Capital Systematic Macro UCITS Fund EUR

2.66

0.70

3.06

‐1.08

‐6.12

‐2.73

1.90

‐6.04

‐2.29

‐6.13

‐2.78

0.31

0.49

1.15

‐3.02

‐4.16

2.23

2.73

‐0.76

‐6.11
8.50

672 Monsoon Asia‐Pacific Systematic Fund Class I

USD

673 MontLake Dunn WMA Ucits Fund USD Inst C

USD

‐9.93

‐3.13

‐4.93

‐2.20

736 Nomura Enovara plc ‐ S&P DTI Fund ‐ I EUR

EUR

‐5.87

‐1.84

‐2.76

‐1.38

‐2.43

‐2.93

3.68

Vola Sortino MaxDD Eq‐Crl.
11.4

‐0.72

‐11.8

0.00

21.6

‐1.28

‐36.3

0.75

5.56

0.45

‐4.14

0.68

11.2

‐0.16

‐7.94

‐0.15

21.6

‐0.55

‐20.5

0.14

16.6

‐1.20

‐23.6

0.16

10.7

‐1.46

‐10.5

5.26

‐1.67

‐8.29

0.72

14.1

‐1.59

‐18.3

‐0.16
‐0.06

35.7
‐9.39

‐0.27
‐0.31

737 Nomura Enovara RQSI Global Asset Allocation Fund USD

‐0.80

0.61

0.06

‐1.46

‐1.71

‐1.48

0.16

‐2.18

‐3.09

0.71

‐0.55

0.05

‐8.45

748 Objective Return Fund B I

EUR

0.00

0.00

0.00

0.00

‐6.97

‐5.01

‐1.16

2.39

‐0.05

‐0.52

‐5.04

‐2.42

‐18.9

755 OFI Momentum

EUR

0.57

0.94

0.55

‐0.92

1.65

‐0.86

‐1.74

‐0.56

1.78

0.89

0.33

‐0.06

1.46

3.04

‐6.20

4.85

1.24

‐4.13

756 OFI Prim' KappaStocks

EUR

6.39

3.21

3.01

0.07

‐2.91

‐1.54

‐4.86

11.2

‐0.30

3.25

2.37

0.13

6.80

‐7.70

16.7

13.5

1.92

‐8.14

0.50

845 Qbasis Futures Fund (ETF)

EUR

‐7.58

‐2.49

‐2.76

‐2.53

‐8.23

‐5.49

2.20

‐0.52

15.2

‐14.1

‐4.57

1.70

‐22.2

23.6

‐1.36

‐22.9

‐0.51

855 RBS CTA Index ETF ‐ USD

USD

‐1.30

‐0.58

0.79

‐1.50

‐2.14

0.12

‐0.09

4.10

‐21.6

870 RPM Directional Fund R EUR

EUR

‐0.32

890 Salus Alpha Directional Markets

EUR

‐2.23

‐1.08

3.99

‐4.95

‐3.77

‐2.60

4.64

‐2.94

‐5.16

‐1.00

‐1.62

‐5.38

‐14.5

7.44

0.64

10.6

‐2.05

‐19.8

‐0.12

893 Salus Alpha Managed Futures (VT)

EUR

‐8.27

0.30

1.25

‐9.67

‐3.57

‐2.18

4.89

‐8.56

‐2.65

‐0.18

‐12.3

1.37

‐13.6

8.27

‐10.8

18.5

‐1.64

‐28.2

‐0.12

912 SEB Asset Selection Defensive ‐ Class C EUR

EUR

‐2.14

‐1.13

‐0.22

‐0.80

‐1.05

‐0.68

2.05

0.44

0.85

‐2.42

0.43

1.11

0.98

‐0.14

5.19

‐0.11

‐4.41

‐0.35

936 Skandia Global Futures Fund A USD

USD

2.43

‐2.81

964 Swiss Peaks Saentis (EUR)

EUR

‐7.35

‐4.92

‐3.09

0.55

2.96

1016 Trendconcept Fund Multi Asset Allocator B

EUR

0.40

1.01

0.00

‐0.61

‐0.88

‐0.84

0.40

3.26

‐0.04

0.19

‐0.20

‐1.09

‐0.73

1017 TRYCON Basic Invest HAIG C

EUR

0.31

‐0.16

1.22

‐0.74

‐0.51

‐1.14

0.68

1.88

0.37

‐2.18

0.27

1.33

‐0.33

1018 TRYCON CI Global Futures Fund HAIG BI

EUR

3.06

1.19

3.49

‐1.59

‐6.28

‐3.57

4.25

1.09

‐4.11

‐4.07

0.95

1.25

‐6.38

‐1.68
4.34

‐0.48
‐10.2

8.73

0.09

10.1

‐0.26

3.55

0.47

‐2.38

‐0.22

6.69

0.71

‐3.40

‐0.23

14.9

0.14

‐13.0

‐0.01

1037 Valu‐Trac World Wide Strategy Fund ‐ EUR

EUR

1.11

2.11

‐1.38

0.40

0.00

‐2.73

‐1.05

‐4.88

‐4.75

‐1.76

1.89

‐2.83

‐15.8

11.6

‐1.27

‐16.1

0.59

1042 von der Heydt Kersten Invest ‐ Accura AF1 A

EUR

2.08

2.54

1.18

‐1.61

3.32

‐1.44

0.41

‐0.61

2.35

0.51

2.51

1.39

12.5

9.02

2.44

‐3.37

0.31

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Managed Futures
Data

31.03.2012

#

Fund Name

61

Average Managed Futures

1049 WAVE Multi Asset Quant Fonds I

Page 142

Returns

Statistics

2012
CCY Rolling 12m
EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

‐0.73

0.21

0.53

‐1.43

‐2.03

‐1.86

1.24

0.13

‐0.44

‐2.33

‐0.76

0.27

‐5.22

2.14

‐4.45

11.4

‐0.72

‐11.8

0.00

5.08

2.06

1.65

1.28

‐1.63

‐2.33

‐0.24

2.22

‐0.94

1.70

‐0.35

‐1.91

‐2.53

0.86

0.94

5.61

0.61

‐4.41

0.59

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

Vola Sortino MaxDD Eq‐Crl.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Managed Futures
Data

31.03.2012

#

Fund Name

61

Average Managed Futures

16

AC Pharos Evolution Fund ‐ EUR A

17
35

Page 143

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.73

‐0.73

‐3.29

‐4.10

‐5.22

2.14

11.4

‐0.72

‐11.8

0.00

USD

‐4.99

‐4.99

‐2.87

‐17.0

‐15.0

‐13.8

17.3

‐1.19

‐27.8

AC Quant ‐ Spectrum Fund A EUR

EUR

‐5.95

‐5.95

‐11.3

ALIZEE Q1 EURO Special

EUR

‐3.15

‐3.15

‐4.12

‐8.19

‐5.09

1.26

48

Allianz RCM Systematic Multi Strategy ‐ AT ‐ EUR

EUR

5.82

5.82

8.22

‐0.34

‐4.41

59

Amandea MK ‐ Hybrid

EUR

‐3.56

‐3.56

‐5.93

1.14

1.09

60

Amandea MK ‐ Intrayday A

EUR

‐0.77

‐0.77

‐4.13

‐1.98

82

ARIAD Global Futures UI Anteilsklasse I

EUR

‐0.13

‐0.13

‐1.55

‐0.01

86

Aspect Diversified Trends EUR I

EUR

0.68

0.68

0.00

5.90

98

Auriga Investors ‐ M2T Multi‐Strategy B Cap

EUR
‐1.00

‐1.00

‐3.44

‐4.64

‐3.72

‐1.02

2.51

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.26

14.2

14.2

57.7

13.9

13.1

0.00

19.7

26.6

‐0.62

10.2

10.2

6.60

23.6

66.6

0.32

18.3

18.3

42.2

30.2

39.4

47.6

78.5

2.20

46.5

19.7

4.60

25.5

15.5

0.24

5.40

‐2.24

‐8.90

18.4

0.05

‐18.8

0.58

95.9

95.9

97.7

53.4

47.3

13.8

62.2

20.9

13.8

8.22

0.30

‐6.39

‐0.32

16.3

16.3

26.6

67.4

78.9

60.8

68.8

65.1

82.4

6.66

‐0.61

‐5.99

‐0.20

48.9

48.9

40.0

46.5

70.6

40.0

67.4

66.7

9.79

‐0.03

‐5.65

‐0.05

55.1

55.1

62.2

62.7

55.0

55.5

72.0

45.1

12.8

0.89

‐6.84

‐0.21

71.4

71.4

80.0

90.6

39.3

88.8

60.4

68.7

3.50

‐1.88

‐6.70

‐0.14

42.8

42.8

46.6

39.5

57.8

96.1

6.60

62.7

55.0

‐0.47

77.5

77.5

12.9

‐0.65

‐13.2

‐0.44

20.4

20.4

4.40

34.8

26.3

37.3

35.5

34.8

92.2

18.9

0.49

‐15.4

‐0.84

8.10

8.10

17.7

95.3

100.0

9.90

77.7

30.2

100.0

63.1

52.3

98.1

172 Berenberg Funds V Currency Alpha Sterling AK B

GBP

218 Cantab Quantitative UCITS Fund Faraday USD

USD

1.47

1.47

270 Cyril Systematic

EUR

‐3.00

‐3.00

‐11.7

‐6.95

‐9.28

272 Danske Invest Contrarian Fund

EUR

‐6.06

‐6.06

‐7.68

10.6

16.5

276 DB Platinum AIMhedge Index I1C

EUR

3.82

3.82

‐5.41

‐0.89

‐6.64

13.9

‐0.01

‐14.2

0.02

89.7

89.7

31.1

51.1

34.2

33.4

60.0

32.5

37.3

283 DB Platinum dbX‐THF Systematic Macro Index Fund USD

‐2.84

‐2.84

‐6.19

‐3.90

‐4.09

8.07

‐0.65

‐7.44

‐0.33

22.4

22.4

22.2

41.8

52.6

62.8

37.7

58.1

86.3

4.06

6.77

0.35

‐4.92

0.00

44.8

44.8

64.4

69.7

84.2

66.7

71.1

74.4

39.3

17.4

‐0.02

‐11.2

‐0.18

36.7

36.7

20.0

58.1

17.7

57.7

41.8

62.8

12.7
4.97

41.2
71.4

94.2

287 DB Platinum IV dbX Millburn Multi‐Markets Index F EUR
288 DB Platinum IV dbX Systematic Alpha Index R1C‐U 

USD

‐0.99

‐0.99

‐1.49

1.69

291 DB Platinum IV Lynx Index I2C

USD

‐1.44

‐1.44

‐6.90

‐0.31

303 Dbench Futures UCITS

EUR

1.49

1.49

2.07

‐0.32

‐4.26

3.34

‐0.36

‐3.75

‐0.02

79.5

79.5

86.6

55.8

50.0

98.1

48.8

88.3

43.2

313 Dexia Diversified Futures ‐ Class I EUR

EUR

‐1.65

‐1.65

‐3.35

2.25

4.14

‐4.17

5.15

0.65

‐4.45

‐0.31

34.6

34.6

51.1

76.7

86.8

14.2

86.3

82.2

76.7

78.5

326 Dexia Systemat

EUR

0.57

0.57

‐4.23

8.08

5.70

7.67

11.3

1.32

‐8.75

‐0.39

69.3

69.3

37.7

93.0

89.4

80.9

45.1

95.5

48.8

90.2

360 ESPA Alpha EXP VT

EUR

5.89

5.89

‐2.89

‐17.5

‐28.8

0.52

20.3

‐1.16

‐27.5

0.51

97.9

97.9

55.5

6.90

2.60

38.0

7.90

28.8

6.90

15.7

363 Estlander & Partners Freedom Fund UI

EUR

0.00

0.00

‐10.6

‐11.9

‐10.2

14.2

‐0.96

‐15.6

‐0.20

57.1

57.1

8.80

23.2

23.6

29.5

31.1

27.9

64.8

365 Eurizon EasyFund ‐ Trend

EUR

367 Eurizon Innovation Trend Contrarian I

EUR

0.23

0.23

‐0.06

2.40

0.79

0.32

3.04

0.82

‐1.97

0.27

61.2

61.2

77.7

79.0

73.6

33.3

100.0

86.6

100.0

23.6

15.3

14.6

‐0.38

‐11.5

0.16

28.5

28.5

66.6

37.2

44.7

100.0

27.5

44.4

39.5

27.5

5.84

1.18

‐3.45

‐0.08

32.6

32.6

73.3

88.3

92.1

72.6

91.1

90.6

49.1

18.1

‐0.93

‐23.3

0.13

87.7

87.7

44.4

18.6

15.7

15.7

33.3

11.6

33.4

0.64

53.0

53.0

‐0.37

‐5.79

‐0.17

40.8

40.8

35.5

44.1

55.2

46.6

69.7

4.92

372 European SICAV Alliance ‐ Galaxy

EUR

‐2.13

‐2.13

‐0.75

‐6.87

‐4.50

392 Finaltis Trends A EUR

EUR

‐1.83

‐1.83

‐0.57

4.59

5.81

405 FTC Futures Fund Classic ‐ B EUR

EUR

3.79

3.79

‐3.62

‐13.7

‐14.9

411 GAM Star Active Alternative ‐ USD

USD

‐0.32

‐0.32

422 GAM Star Keynes Quantitative Strategies USD Acc

USD

‐1.14

‐1.14

‐4.56

‐2.50

‐3.76

‐0.27

0.73

5.36
7.07

88.3

23.8

2.00

80.4

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

64.8

7.90
60.8

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Managed Futures
Data

31.03.2012

#

Fund Name

61

Average Managed Futures

Page 144

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.73

‐0.73

‐3.29

‐4.10

‐5.22

2.14

11.4

‐0.72

‐11.8

0.00

‐29.8

12.3

21.6

‐1.28

‐36.3

5.56

0.45

11.2

523 JB MP ‐ Straightline Investment System Fd B EUR

EUR

5.82

5.82

7.21

‐24.3

539 JPM Systematic Alpha A EUR

EUR

0.95

0.95

2.71

1.92

542 JRS SICAV JRS Trend

SEK

603 Lyxor / Caxton HAWK Strategy Index Fund I EUR

EUR

604 Lyxor / IKOS Futures Strategy Index Fund I EUR

EUR

608 Lyxor CTA Long Term Index Fund I EUR

EUR

609 Lyxor Epsilon Global Trend I

EUR

631 Man AHL Diversity DB GBP

GBP

‐1.88

‐1.88

‐5.57

‐1.72

‐5.07

632 Man AHL Trend I EUR

EUR

‐0.42

‐0.42

‐8.76

‐8.84

‐8.64

661 MLIS Graham Capital Systematic Macro UCITS Fund EUR

2.66

2.66

‐6.02

‐16.6

3.68

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.75

93.8

93.8

95.5

0.00

0.00

95.2

4.00

20.0

0.00

0.00

‐4.14

0.68

73.4

73.4

88.8

74.4

76.5

73.3

83.7

5.90

‐0.16

‐7.94

‐0.15

30.6

30.6

28.8

48.8

42.1

47.1

51.1

55.8

56.9

21.6

‐0.55

‐20.5

0.14

51.0

51.0

13.3

27.9

28.9

5.90

42.2

16.2

31.4

16.6

‐1.20

‐23.6

0.16

83.6

83.6

24.4

16.2

21.6

24.4

9.30

29.5

‐0.27

0.00

0.00

‐0.31

12.2

12.2

33.3

25.5

65.7

9.50

49.1

15.5

44.1

80.4

90.4

82.4

8.80

51.1

4.00

31.4

13.3

23.2

58.9

672 Monsoon Asia‐Pacific Systematic Fund Class I

USD

673 MontLake Dunn WMA Ucits Fund USD Inst C

USD

‐9.93

‐9.93

736 Nomura Enovara plc ‐ S&P DTI Fund ‐ I EUR

EUR

‐5.87

‐5.87

‐5.26

‐9.83

‐0.76

‐6.11

10.7

‐1.46

‐10.5

737 Nomura Enovara RQSI Global Asset Allocation Fund USD

‐0.80

‐0.80

‐0.59

‐7.46

‐8.45

8.50

5.26

‐1.67

‐8.29

0.72

46.9

46.9

71.1

32.5

31.5

748 Objective Return Fund B I

0.00

0.00

‐7.82

‐17.4

‐18.9

14.1

‐1.59

‐18.3

‐0.16

57.1

57.1

15.5

9.30

7.80

EUR

35.7

61.9

0.00

76.5

755 OFI Momentum

EUR

0.57

0.57

1.73

4.22

1.46

3.04

4.85

1.24

‐4.13

‐0.06

67.3

67.3

84.4

86.0

81.5

57.1

90.2

93.3

86.0

47.1

756 OFI Prim' KappaStocks

EUR

6.39

6.39

12.6

14.1

6.80

‐7.70

13.5

1.92

‐8.14

0.50

100.0

100.0

100.0

100.0

94.7

4.70

35.3

97.7

53.4

17.7

845 Qbasis Futures Fund (ETF)

EUR

‐7.58

‐7.58

‐22.9

‐21.4

‐22.2

23.6

‐1.36

‐22.9

‐0.51

4.00

4.00

0.00

4.60

5.20

2.00

17.7

13.9

96.1

855 RBS CTA Index ETF ‐ USD

USD

‐1.30

‐1.30

‐3.38

4.10

‐21.6

‐0.32

38.7

38.7

48.8

92.2

0.00

870 RPM Directional Fund R EUR

EUR

890 Salus Alpha Directional Markets

EUR

‐2.23

‐2.23

‐9.89

‐17.2

‐14.5

7.44

10.6

‐2.05

‐19.8

‐0.12

24.4

24.4

11.1

11.6

18.4

76.1

51.0

4.40

18.6

893 Salus Alpha Managed Futures (VT)

EUR

‐8.27

‐8.27

‐18.6

‐23.2

‐13.6

8.27

18.5

‐1.64

‐28.2

‐0.12

2.00

2.00

2.20

2.30

21.0

85.7

11.8

11.1

2.30

53.0

912 SEB Asset Selection Defensive ‐ Class C EUR

EUR

‐2.14

‐2.14

‐3.03

‐0.12

0.98

‐0.14

5.19

‐0.11

‐4.41

‐0.35

26.5

26.5

53.3

60.4

76.3

28.5

84.4

53.3

79.0

88.3

936 Skandia Global Futures Fund A USD

USD

964 Swiss Peaks Saentis (EUR)

EUR

‐7.35

‐7.35

1016 Trendconcept Fund Multi Asset Allocator B

EUR

0.40

0.40

‐0.72

1.91

‐0.73

1017 TRYCON Basic Invest HAIG C

EUR

0.31

0.31

‐0.30

3.50

‐0.33

1018 TRYCON CI Global Futures Fund HAIG BI

EUR

3.06

3.06

1.06

1.01

‐6.38

1037 Valu‐Trac World Wide Strategy Fund ‐ EUR

EUR

1.11

1.11

‐1.66

‐13.1

1042 von der Heydt Kersten Invest ‐ Accura AF1 A

EUR

2.08

2.08

6.63

11.7

‐1.68

8.73

0.09

10.1

‐0.26

6.10

6.10

3.55

0.47

‐2.38

‐0.22

65.3

65.3

68.8

72.0

68.4

6.69

0.71

‐3.40

‐0.23

63.2

63.2

75.5

83.7

71.0

14.9

0.14

‐13.0

‐0.01

85.7

85.7

82.2

65.1

36.8

‐15.8

11.6

‐1.27

‐16.1

0.59

75.5

75.5

60.0

20.9

10.5

12.5

9.02

2.44

‐3.37

0.31

81.6

81.6

93.3

97.6

97.3

4.34

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

19.0
66.6

84.4
51.0

58.9

35.3

53.0

74.6

94.2

75.5

97.6

68.7

84.4

93.0

70.6
72.6

25.5

64.4

37.2

41.2

43.2

22.2

25.5

11.8

56.9

100.0

95.3

21.6

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Data

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#

Fund Name

61

Average Managed Futures

1049 WAVE Multi Asset Quant Fonds I

Page 145

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m
EUR

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.73

‐0.73

‐3.29

‐4.10

‐5.22

2.14

11.4

‐0.72

‐11.8

0.00

5.08

5.08

4.45

2.81

‐2.53

0.86

5.61

0.61

‐4.41

0.59

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

91.8

91.8

91.1

81.3

60.5

42.8

74.6

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

80.0

81.3

9.90

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FX Trading

April 2012
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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

FX Trading
Data

31.03.2012

#

Fund Name

52

Average FX Trading

10

Absolute Insight Currency Fund

28
29

Page 147

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

0.59

0.83

0.44

‐0.68

‐1.41

‐0.69

‐0.57

‐1.42

‐0.26

‐0.60

‐0.16

0.18

‐4.02

0.56

0.54

5.05

‐1.21

‐6.85

0.14

GBP

‐0.22

‐0.57

0.72

‐0.36

‐2.38

‐0.35

0.92

0.38

1.41

‐1.50

0.73

‐0.12

0.18

3.01

2.99

‐0.59

‐2.56

‐0.19

Advantage FX Systematic

EUR

‐0.02

‐0.46

0.44

0.00

0.26

‐0.21

0.34

‐1.60

0.73

‐2.44

‐0.24

‐1.36

‐3.44

Aequam Currencies Fund S1

EUR

0.00

0.00

0.00

0.00

‐8.60

‐0.26

‐1.32

‐11.1

‐3.01

0.39

0.00

0.00

44

Allianz RCM Currency Strategies I EUR

EUR

58

Altex UCITS P/E FX Conservative A EUR

EUR

61

AMC Forex Alpha

CHF

1.43

0.10

1.69

‐0.36

‐0.71

0.33

‐0.27

‐0.26

‐1.31

0.32

‐0.81

‐0.48

66

Amundi Funds Absolute Forex AE C

EUR

0.67

1.19

0.26

‐0.77

0.36

‐0.12

‐2.06

0.24

‐0.69

0.42

121 Bankhaus Donner Devisen

EUR

‐0.60

‐0.28

0.41

‐0.73

‐1.97

‐1.12

‐0.20

1.80

‐0.27

‐0.75

0.43

135 Barclays FX Elements Fund

GBP

‐0.85

0.13

0.23

‐1.20

‐0.99

0.13

‐0.71

‐0.29

‐0.90

1.89

‐0.31

0.35

‐1.18

4.07

‐0.39

‐4.02

0.63

146 BayernInvest FX‐Alpha‐Fonds

EUR

0.00

0.00

0.00

0.00

0.00

‐0.24

‐1.66

‐0.12

‐2.09

1.92

1.28

‐2.41

‐4.42

6.36

‐1.01

‐7.04

0.47

165 Berenberg Currency Alpha UI ‐ I

EUR

‐1.94

0.15

‐1.60

‐0.50

‐1.38

0.40

‐1.49

‐3.21

‐0.05

‐2.43

‐3.31

‐0.20

‐9.92

1.94

5.10

‐2.61

‐12.8

‐0.09

187 BNP Paribas L1 ‐ World Currency C ‐ EUR

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.35

3.39

‐7.56

0.00

‐7.25

0.00

192 BNY Mellon Evolution Currency Option Fund ‐ Class  EUR

‐0.89

0.22

‐1.03

‐0.08

‐1.12

1.50

‐1.62

0.35

2.72

‐1.24

0.93

2.36

0.26

‐4.29

‐4.87

5.40

0.02

‐3.76

207 Brevan Howard Invest II Macro FX Fund B ‐ USD

USD

1.07

0.25

0.56

0.26

0.75

‐2.93

‐1.27

1.64

2.18

‐2.32

1.65

1.03

5.07

214 BSF Global Currency Absolute Return Fund

USD

2.98

1.61

0.35

0.99

1.57

‐2.01

‐0.12

‐5.55

2.54

‐0.11

1.15

‐0.95

‐5.98

246 CitiFirst CitiFX Alpha Strategy 1 A EUR

EUR

5.59

8.09

3.43

‐5.55

‐3.22

‐2.08

‐0.83

‐1.24

1.75

‐1.85

‐1.65

2.07

‐2.63

260 Credit Suisse FX Factor Fund

EUR

0.00

0.00

0.00

0.00

‐1.26

‐1.19

‐1.45

‐4.36

‐2.73

‐0.95

1.36

0.15

‐11.1

285 DB Platinum FX Concepts Global Currency I2C‐FXC

USD

3.42

4.45

2.35

‐3.26

‐3.88

‐0.96

1.60

‐7.84

0.78

‐5.27

‐0.95

0.40

‐20.5

‐3.94

‐4.32

‐2.96

‐2.77

3.95

‐3.68

1.03

1.62

‐9.02

‐6.63

1.50

‐4.23

‐1.50

‐0.64

‐0.79

‐1.82
‐2.40

286 DB Platinum II Mercer Currency Manager Fund I1C

GBP

1.31

0.56

2.52

‐1.73

290 DB Platinum IV IKOS FX Fund I1C

EUR

‐2.50

‐0.26

‐1.88

‐0.37

345 DWS Invest Income Strategy Currency LC

EUR

0.50

‐0.01

0.02

0.50

0.39

‐0.18

0.15

0.09

0.57

‐0.44

0.05

0.01

0.69

369 Eurizon Stars Fund Total Return Forex I

EUR

0.26

0.26

0.00

0.00

‐0.49

0.16

‐0.29

0.59

0.70

0.05

‐0.25

0.43

1.03

399 First Private Forex Plus 

EUR

‐1.23

‐0.22

‐0.20

‐0.82

‐1.58

‐0.35

‐1.99

‐1.10

‐1.74

‐0.22

‐0.17

0.27

‐7.30

414 GAM Star Discretionary FX Acc USD

USD

15.3

7.83

1.94

4.88

‐3.10

‐4.49

‐6.61

‐3.40

‐9.43

6.66

0.30

1.31

‐17.8

467 GS Global Currency Plus Portfolio

EUR

3.46

2.40

1.34

‐0.30

‐1.53

‐1.23

‐0.72

‐1.70

‐1.67

‐0.11

0.04

0.75

‐4.95

489 HSBC GIF Global Currency Fund

USD

‐0.96

‐1.25

2.04

‐1.72

‐1.69

‐0.10

0.67

1.42

‐1.96

‐0.19

‐0.67

0.00

499 ING (L) Invest Renta Fund FX Alpha P

EUR

‐0.33

1.05

‐0.04

‐1.32

‐2.10

‐0.72

‐0.50

‐1.28

‐2.81

‐0.96

‐2.18

0.39

509 Investec Currency Alpha Fund

GBP

0.00

0.00

0.00

0.00

‐0.87

‐0.75

‐0.03

‐1.24

‐0.84

‐0.33

‐0.48

0.25

‐4.03

6.23

‐5.76

3.78

4.14

‐0.33
‐0.08

2.52

‐0.91

‐3.26

0.62

2.81

‐0.75

3.31

‐1.60

‐4.11

‐0.07

0.48

‐0.44

7.36

1.01

‐4.16

0.21

7.51

‐0.50

‐8.64

‐0.06

8.03

0.74

‐8.84

0.26

6.43

‐1.83

‐12.0

0.41

11.0

‐1.11

‐15.7

‐0.05

8.07

‐1.40

‐13.5

9.20

‐2.26

0.04
‐0.16

0.31

‐0.70

‐0.26

0.58

‐0.87

‐0.02

2.98

‐2.78

‐7.79

0.55

16.0

‐0.62

‐26.1

0.54

5.59

‐0.01

‐7.30

0.37

‐1.51

4.00

‐0.66

‐4.48

0.21

‐9.71

4.67

‐2.11

‐9.79

0.25

1.98

‐2.85

‐4.71

0.49

5.27

‐0.93

‐5.86

0.41

5.95

‐1.12

‐8.55

0.74

2.63

2.43

1.97

‐1.73

‐0.20

‐1.19

1.61

‐2.57

‐0.96

1.23

‐0.96

‐0.97

‐4.06

1.55

1.61

1.09

‐1.14

‐1.61

‐0.38

0.81

‐1.40

‐4.68

1.74

‐1.94

‐1.21

‐4.47

‐14.6

3.46

‐6.84
‐23.4

0.95

514 Investec GSF Managed Currency A USD

1.04

‐1.69
‐1.48

1.22

511 Investec GSF Emerging Markets Currency Alpha Gro USD
USD

‐0.27

3.57
15.3

0.75

‐2.19

‐0.72

‐0.49

0.26

7.85

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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April 2012

For European Professional Investors Only

FX Trading
Data

31.03.2012

#

Fund Name

52

Average FX Trading

Page 148

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

0.59

0.83

0.44

‐0.68

‐1.41

‐0.69

‐0.57

‐1.42

‐0.26

‐0.60

‐0.16

0.18

‐4.02

0.56

0.54

3.48

3.59

0.92

‐1.01

‐2.25

‐0.80

0.20

‐1.51

0.31

‐0.61

‐1.23

‐1.56

4.88

‐3.68

0.76

2.24

‐0.81

Vola Sortino MaxDD Eq‐Crl.
5.05

‐1.21

‐6.85

0.14

4.27

‐1.10

‐7.22

0.24

6.90

‐1.35

‐6.99

‐0.46

4.88

3.45

‐2.15

‐6.84

‐0.03

‐2.16

5.98

‐1.66

‐8.55

‐0.23

529 JPM Emerging Markets Currency Alpha A EUR

EUR

664 MLIS QFS Currency Ucits Fund EUR B

EUR

678 Morgan Stanley Absolute Return Currency A EUR

EUR

‐5.12

‐1.41

‐2.65

‐1.14

‐2.88

‐0.79

0.04

‐2.11

718 Neuberger Berman Diversified Currency USD Inst Ac USD

0.00

‐1.52

1.26

0.29

‐1.48

‐0.72

‐2.24

‐0.10

1.34

‐0.19

0.00

‐0.76

‐0.57

733 Nomura ARCS Fund I EUR

0.00

0.00

0.00

0.00

‐3.11

‐0.50

‐0.92

‐0.58

‐2.39

‐1.31

0.00

0.00

‐8.51

6.14

‐0.25

‐7.42

0.72

‐0.53

1.05

2.56

‐3.14

‐7.29

0.33

4.49

2.68

‐0.82

‐2.79

0.33

6.31

‐0.31

‐6.72

0.34

1.19

‐1.76

‐2.33

0.38

6.52

‐0.41

‐4.60

‐0.42

EUR

2.62

734 Nomura C10 I EUR

EUR

1.28

1.95

0.98

‐1.62

‐0.67

0.26

1.68

‐1.16

‐5.82

2.25

‐1.53

0.07

765 OP FX Opportunities

EUR

‐0.86

0.49

‐0.37

‐0.97

‐2.01

‐0.95

‐0.43

‐0.56

‐1.48

‐0.67

‐0.02

‐0.32

‐5.07

774 Oyster ‐ ForExtra Yield I EUR

EUR

786 Parvest Multi‐Strategy FX ‐ Classic Share

EUR

‐0.17

1.83

0.28

‐2.24

‐0.83

‐0.55

‐0.02

‐1.33

0.11

0.30

‐0.46

0.60

‐1.15

3.85

803 PIMCO GIS FX Strategies E EUR Acc

EUR

1.73

1.25

0.38

0.09

‐1.30

‐0.47

‐0.85

‐1.34

‐2.71

‐0.40

0.80

3.08

‐3.26

‐0.09
1.86

0.00

816 Pioneer Funds ‐ Absolute Return Currencies E EUR N EUR

0.81

0.33

0.50

‐0.02

‐0.25

‐0.08

‐0.38

‐0.40

‐0.65

0.17

‐0.33

0.23

‐1.87

828 Premium Currencies UI R

EUR

‐2.89

‐2.60

‐0.83

0.53

‐0.43

0.93

‐1.51

2.06

5.43

‐1.59

1.63

‐0.57

0.99

3.83

877 RWC Cautious Absolute Rate & Currency Fund ‐ Clas EUR

‐0.63

‐0.58

‐0.07

0.02

‐0.17

‐0.16

0.73

0.27

0.65

‐0.35

‐0.18

‐0.57

‐0.81

1.15

3.71

2.06

‐1.24

‐2.56

‐0.55

896 Sarasin Currency Opportunities Fund (EUR) B

‐3.24

‐1.15

‐0.25

‐1.86

‐1.13

‐0.35

0.09

‐1.74

2.62

‐3.17

2.14

1.51

‐3.50

0.08

‐0.69

5.64

‐0.96

‐3.90

‐0.37

833 Principal Global Investors Funds Multi Strategy Curr
EUR

900 Saxo Invest ‐ Global Evolution Macro EM FX Fund‐R EUR

1.38

1.47

0.47

‐0.56

‐0.08

‐1.30

0.42

‐0.74

‐0.35

0.71

0.18

‐0.57

2.58

‐0.97

‐2.54

0.39

907 Schroder ISF Absolute Return Currency EUR C

‐0.55

‐0.30

0.08

‐0.33

‐0.44

0.08

‐0.33

0.06

0.88

‐0.18

‐0.06

0.37

1.29

‐1.21

‐0.90

0.10

0.46

0.62

0.30

‐0.46

‐0.22

0.10

0.25

0.05

‐1.44

0.23

‐0.45

0.39

‐0.62

1.74

‐0.74

‐1.79

0.54

EUR

916 SEB Prime Solutions ‐ Fusion Libor +800 Currency UC EUR
927 SG Alpha Forex

EUR

938 Smartsly Investments prezzo fund

EUR

1029 UBS (Lux) Sicav 1 ‐ Currency Alpha (EUR Hedged) P

EUR

‐1.25

‐0.50

‐0.57

‐0.19

‐0.38

‐0.93

‐1.69

0.22

‐0.05

‐0.39

0.41

0.29

‐1.80

1054 Wegelin Citi Active Currencies Fund IX EUR

EUR

1.68

4.80

2.91

‐5.73

‐3.36

‐1.15

‐1.78

‐1.50

2.62

‐4.16

‐0.79

‐0.22

‐7.04

1.23

‐1.11

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

1.75

2.93

‐2.08

‐4.62

‐0.13

7.47

‐0.69

‐10.5

‐0.02

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

FX Trading
Data

31.03.2012

Page 149

Rankings raw data

Rankings percentiles
12 months

#

Fund Name

52

Average FX Trading

CCY Rolling 12m

10

Absolute Insight Currency Fund

28
29
44

Allianz RCM Currency Strategies I EUR

EUR

58

Altex UCITS P/E FX Conservative A EUR

EUR

61

AMC Forex Alpha

CHF

66

Amundi Funds Absolute Forex AE C

EUR

121 Bankhaus Donner Devisen

EUR

135 Barclays FX Elements Fund
146 BayernInvest FX‐Alpha‐Fonds

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.59

0.59

0.03

‐3.37

‐4.02

0.56

5.05

‐1.21

‐6.85

0.14

GBP

‐0.22

‐0.22

‐1.12

‐0.26

0.18

3.01

2.99

‐0.59

‐2.56

Advantage FX Systematic

EUR

‐0.02

‐0.02

‐4.02

‐4.36

‐3.44

3.57

‐1.69

Aequam Currencies Fund S1

EUR

0.00

0.00

0.39

‐18.5

15.3

‐1.48

1.43

1.43

0.45

‐1.28

2.52

‐0.91

0.67

0.67

0.64

2.81

‐0.75

‐0.60

‐0.60

‐1.19

‐3.40

‐2.40

3.31

‐1.60

GBP

‐0.85

‐0.85

1.07

‐0.44

‐1.18

4.07

EUR

0.00

0.00

0.74

‐4.59

‐4.42

6.36

165 Berenberg Currency Alpha UI ‐ I

EUR

‐1.94

‐1.94

‐7.68

‐11.0

‐9.92

1.94

187 BNP Paribas L1 ‐ World Currency C ‐ EUR

EUR

0.00

0.00

0.00

0.00

0.35

3.39

192 BNY Mellon Evolution Currency Option Fund ‐ Class  EUR

‐0.89

‐0.89

1.13

2.03

0.26

‐4.29

207 Brevan Howard Invest II Macro FX Fund B ‐ USD

USD

1.07

1.07

1.38

4.24

5.07

214 BSF Global Currency Absolute Return Fund

USD

2.98

2.98

3.06

‐0.93

‐5.98

‐1.82

‐0.27
6.23

3.78

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐0.19

34.0

34.0

34.0

78.5

83.7

73.9

66.0

75.0

80.9

81.4

‐6.84

‐0.33

38.6

38.6

6.80

35.7

45.9

59.1

25.0

47.6

88.4

‐23.4

‐0.08

40.9

40.9

59.0

0.00

2.30

31.8

2.30

72.1

‐3.26

0.62

77.2

77.2

61.3

57.1

81.9

59.0

76.1

7.00

0.48

63.6

63.6

68.1

72.8

63.6

‐4.11

‐0.07

27.2

27.2

31.8

45.2

54.0

63.7

29.5

66.6

69.8

‐0.39

‐4.02

0.63

22.7

22.7

77.2

73.8

67.5

54.6

81.8

69.0

4.70

‐1.01

‐7.04

0.47

40.9

40.9

72.7

33.3

35.1

27.3

50.0

40.4

21.0

5.10

‐2.61

‐12.8

‐0.09

9.00

9.00

2.20

2.30

8.10

65.2

47.8

9.00

9.50

74.5

0.00

‐7.25

0.00

40.9

40.9

45.4

85.7

89.1

78.2

100.0

0.00

100.0

5.40

0.02

‐3.76

‐0.44

18.1

18.1

79.5

95.2

86.4

4.30

43.2

90.9

73.8

95.4

7.36

1.01

‐4.16

0.21

68.1

68.1

81.8

100.0

100.0

18.2

100.0

64.2

48.9

7.51

‐0.50

‐8.64

‐0.06

88.6

88.6

90.9

61.9

24.3

13.7

77.2

21.4

67.5

59.4

30.4
100.0

82.6

18.7

246 CitiFirst CitiFX Alpha Strategy 1 A EUR

EUR

5.59

5.59

4.04

2.17

‐2.63

8.03

0.74

‐8.84

0.26

97.7

97.7

93.1

97.6

51.3

11.4

97.7

19.0

41.9

260 Credit Suisse FX Factor Fund

EUR

0.00

0.00

0.54

‐10.2

‐11.1

6.43

‐1.83

‐12.0

0.41

40.9

40.9

65.9

7.10

5.40

25.0

20.4

11.9

25.6

285 DB Platinum FX Concepts Global Currency I2C‐FXC

USD

3.42

3.42

‐2.57

‐10.4

‐20.5

11.0

‐1.11

‐15.7

‐0.05

90.9

90.9

18.1

4.70

0.00

4.60

45.4

4.70

65.2

286 DB Platinum II Mercer Currency Manager Fund I1C

GBP

1.31

1.31

0.18

‐8.28

‐9.02

8.07

‐1.40

‐13.5

9.50

13.5

9.10

34.0

7.10

55.9

290 DB Platinum IV IKOS FX Fund I1C

EUR

‐2.50

‐2.50

‐8.62

9.20

‐2.26

6.90

11.3

0.95

0.31

97.8

93.1

97.6

86.1

1.22

0.58

93.2

95.4

95.2

60.5

2.98

68.2

6.80

28.5

9.40

0.00

72.7

0.00

11.7

41.0

88.6

33.3

32.6

345 DWS Invest Income Strategy Currency LC

EUR

0.50

0.50

0.13

1.13

0.69

369 Eurizon Stars Fund Total Return Forex I

EUR

0.26

0.26

0.49

1.46

1.03

399 First Private Forex Plus 

EUR

‐1.23

‐1.23

‐1.35

‐7.06

‐7.30

414 GAM Star Discretionary FX Acc USD

USD

15.3

15.3

25.0

‐6.42

‐17.8

467 GS Global Currency Plus Portfolio

EUR

3.46

3.46

4.17

‐0.06

‐4.95

4.14
1.04
‐14.6
‐2.19

0.04

72.7

72.7

54.5

‐0.16

6.80

6.80

0.00

‐0.70

‐0.26

61.3

61.3

52.2

90.4

91.8

‐0.87

‐0.02

56.8

56.8

63.6

92.8

97.2

‐2.78

‐7.79

0.55

13.6

13.6

27.2

19.0

18.9

16.0

‐0.62

‐26.1

0.54

100.0

100.0

100.0

21.4

2.70

5.59

‐0.01

‐7.30

0.37

93.1

93.1

95.4

83.3

29.7

91.3
47.8
0.00
8.60

79.1

489 HSBC GIF Global Currency Fund

USD

‐0.96

‐0.96

‐1.81

‐1.53

‐1.51

4.00

‐0.66

‐4.48

0.21

15.9

15.9

22.7

52.3

64.8

56.9

70.4

61.9

51.2

499 ING (L) Invest Renta Fund FX Alpha P

EUR

‐0.33

‐0.33

‐3.07

‐7.56

‐9.71

4.67

‐2.11

‐9.79

0.25

31.8

31.8

13.6

14.2

10.8

50.0

15.9

16.6

44.2

509 Investec Currency Alpha Fund

GBP

0.00

0.00

‐0.57

‐4.24

‐4.03

1.98

‐2.85

‐4.71

0.49

40.9

40.9

40.9

38.0

40.5

86.4

4.50

54.7

16.3

5.27

‐0.93

‐5.86

0.41

86.3

86.3

86.3

47.6

37.8

45.5

56.8

52.3

23.3

5.95

‐1.12

‐8.55

0.74

79.5

79.5

50.0

28.5

32.4

36.4

43.1

23.8

0.00

511 Investec GSF Emerging Markets Currency Alpha Gro USD

2.63

2.63

1.90

‐2.88

‐4.06

514 Investec GSF Managed Currency A USD

1.55

1.55

0.09

‐4.98

‐4.47

USD

‐0.72
0.26

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

21.7
43.4

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April 2012

For European Professional Investors Only

FX Trading
Data

31.03.2012

#

Fund Name

52

Average FX Trading

Page 150

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

0.59

0.59

0.03

‐3.37

‐4.02

0.56

5.05

‐1.21

‐6.85

0.14

YTD

3m

6m

12m

3.48

3.48

0.00

‐3.54

4.27

‐1.10

‐7.22

0.24

95.4

95.4

45.4

42.8

2.62

6.90

‐1.35

‐6.99

‐0.46

0.00

0.00

4.50

23.8

72.9

529 JPM Emerging Markets Currency Alpha A EUR

EUR

664 MLIS QFS Currency Ucits Fund EUR B

EUR

678 Morgan Stanley Absolute Return Currency A EUR

EUR

‐5.12

‐5.12

‐5.85

‐6.25

‐0.81

718 Neuberger Berman Diversified Currency USD Inst Ac USD

0.00

0.00

‐0.94

‐4.89

‐0.57

4.88

3.45

‐2.15

‐6.84

‐0.03

40.9

40.9

38.6

30.9

733 Nomura ARCS Fund I EUR

0.00

0.00

‐1.31

‐8.15

‐8.51

‐2.16

5.98

‐1.66

‐8.55

‐0.23

40.9

40.9

29.5

11.9

6.14

‐0.25

‐7.42

0.72

70.4

70.4

88.6

59.5

‐5.07

‐0.53

2.56

‐3.14

‐7.29

0.33

20.4

20.4

20.4

16.6

EUR

734 Nomura C10 I EUR

EUR

1.28

1.28

2.05

‐1.20

765 OP FX Opportunities

EUR

‐0.86

‐0.86

‐1.85

‐7.31

774 Oyster ‐ ForExtra Yield I EUR

EUR

2011

2010

Vola Sortino MaxDD Eq‐Crl.
52.3

47.7

38.0

46.6

69.5

20.5

36.3

42.8

97.7

81.0

95.6

61.4

13.6

45.2

62.8

16.2

13.0

34.1

27.2

26.1

83.8

31.9

86.3

30.9

2.40

27.0

26.0

79.6

2.20

35.7

37.3

786 Parvest Multi‐Strategy FX ‐ Classic Share

EUR

‐0.17

‐0.17

0.27

‐1.32

‐1.15

3.85

2.68

‐0.82

‐2.79

0.33

36.3

36.3

56.8

54.7

70.2

86.9

75.0

61.3

78.5

39.6

803 PIMCO GIS FX Strategies E EUR Acc

EUR

1.73

1.73

5.28

‐0.75

‐3.26

‐0.09

6.31

‐0.31

‐6.72

0.34

84.0

84.0

97.7

66.6

48.6

34.7

29.6

84.0

50.0

34.9

1.86

1.19

‐1.76

‐2.33

0.38

65.9

65.9

75.0

64.2

56.7

60.8

95.5

22.7

88.0

30.3

6.52

‐0.41

‐4.60

‐0.42

4.50

4.50

11.3

88.0

94.5

22.8

79.5

59.5

93.1

816 Pioneer Funds ‐ Absolute Return Currencies E EUR N EUR

0.81

0.81

0.88

‐0.87

‐1.87

828 Premium Currencies UI R

EUR

‐2.89

‐2.89

‐3.44

0.33

0.99

877 RWC Cautious Absolute Rate & Currency Fund ‐ Clas EUR

‐0.63

‐0.63

‐1.72

‐0.62

‐0.81

1.15

2.06

‐1.24

‐2.56

‐0.55

25.0

25.0

25.0

71.4

75.6

52.1

84.1

38.6

83.3

100.0

896 Sarasin Currency Opportunities Fund (EUR) B

‐3.24

‐3.24

‐2.85

‐2.67

‐3.50

0.08

5.64

‐0.96

‐3.90

‐0.37

2.20

2.20

15.9

50.0

43.2

39.1

38.7

54.5

71.4

90.7

833 Principal Global Investors Funds Multi Strategy Curr
EUR

900 Saxo Invest ‐ Global Evolution Macro EM FX Fund‐R EUR

1.38

1.38

1.70

‐0.63

2.58

‐0.97

‐2.54

0.39

75.0

75.0

84.0

69.0

77.3

52.2

85.7

28.0

907 Schroder ISF Absolute Return Currency EUR C

‐0.55

‐0.55

‐0.42

‐0.10

1.29

‐1.21

‐0.90

0.10

29.5

29.5

43.1

80.9

91.0

40.9

92.8

53.5

0.46

0.46

0.64

‐0.28

‐0.62

1.74

‐0.74

‐1.79

0.54

59.0

59.0

70.4

76.1

78.3

88.7

65.9

90.4

14.0

2.93

‐2.08

‐4.62

‐0.13

11.3

11.3

36.3

40.4

62.1

70.5

18.1

57.1

76.8

7.47

‐0.69

‐10.5

‐0.02

81.8

81.8

9.00

26.1

21.6

16.0

68.1

14.2

58.2

EUR

916 SEB Prime Solutions ‐ Fusion Libor +800 Currency UC EUR
927 SG Alpha Forex

EUR

938 Smartsly Investments prezzo fund

EUR

1029 UBS (Lux) Sicav 1 ‐ Currency Alpha (EUR Hedged) P

EUR

‐1.25

‐1.25

‐0.95

‐4.08

‐1.80

1054 Wegelin Citi Active Currencies Fund IX EUR

EUR

1.68

1.68

‐3.55

‐5.33

‐7.04

1.23

‐1.11

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

56.5

17.3

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Alternative UCITS Performance Guide
For European Professional Investors Only

7. Trading Strategies

Global Macro

April 2012
Page 151

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Global Macro
Data

31.03.2012

Page 152

Returns

Statistics

2012

#

Fund Name

47

Average Global Macro

CCY Rolling 12m

30

AFIM OFP 400

EUR

31

Alessia Absolute Return Macro Class I

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.26

1.28

1.22

‐0.28

‐0.45

‐1.29

0.07

‐1.12

‐1.80

0.65

‐0.48

0.19

‐4.19

1.85

4.99

8.39

‐0.16

‐9.37

0.21

2.25

0.76

1.25

0.22

3.77

2.00

2.46

1.71

2.59

‐0.27

1.72

0.30

14.7

1.20

6.63

4.63

‐2.12

‐0.24

EUR

4.20

2.08

1.79

0.29

0.53

‐0.39

‐1.12

‐3.54

‐3.24

3.19

‐1.67

0.95

‐2.77

5.14

‐0.49

‐8.82

0.65

106 Aviva Investors SICAV ‐ Absolute TAA 5 Fund ‐ A

EUR

‐0.71

‐0.10

‐0.20

‐0.41

0.00

‐0.61

‐0.41

0.72

1.32

‐1.40

1.52

‐1.00

‐3.51

‐3.30

3.11

3.32

‐0.68

‐2.19

‐0.05

107 Aviva Investors SICAV ‐ Absolute TAA EUR Hedge I

EUR

‐3.46

‐1.93

‐0.11

‐1.45

‐0.03

‐2.70

‐1.45

2.45

4.96

‐5.94

6.04

‐1.24

‐11.1

‐12.7

12.5

11.2

‐0.39

‐6.69

‐0.16

117 AZ Fund 1 Formula Macro Trading A

EUR

5.98

4.25

1.85

‐0.18

‐0.55

‐1.28

1.30

‐0.37

‐5.33

2.91

‐1.70

‐0.58

‐5.65

‐2.49

5.96

0.02

‐6.93

0.64

‐3.21

7.25

‐0.39

‐8.79

0.64

8.48

‐0.32

‐9.06

0.74

12.8

1.57

‐5.04

‐0.49

129 Barclays CAR Long/Short D EUR

EUR

‐0.17

0.82

0.11

‐1.09

0.30

‐0.25

1.38

‐1.75

‐3.09

‐0.11

‐0.73

0.81

‐0.27

164 Bellevue Funds (Lux) BB Global Macro I EUR

EUR

0.69

0.81

0.64

‐0.76

0.33

‐0.93

0.75

‐5.97

‐0.62

2.28

‐0.97

1.37

‐2.52

237 CF Eclectica Absolute Macro Fund ‐ Class A EUR

EUR

‐2.50

‐0.83

‐0.84

‐0.85

4.95

‐2.83

4.85

1.85

3.64

0.00

1.75

3.45

12.1

7.00

6.60
11.1

277 DB Platinum Alpha Control Fund I2C

EUR

‐0.61

0.36

0.44

‐1.39

‐2.11

‐0.07

‐0.03

‐0.11

‐1.02

‐0.15

‐0.32

‐0.29

‐1.41

2.26

‐1.64

‐4.06

0.36

278 DB Platinum dbX‐Macro Trading Index Fund I1C

USD

‐2.17

‐0.74

‐0.10

‐1.34

‐2.22

‐2.36

2.74

‐0.39

1.28

‐4.23

0.33

0.23

‐4.87

7.08

‐0.89

‐6.85

‐0.29

293 DB Platinum IV QCM GDP Index Fund I2C

USD

6.35

2.97

3.19

0.09

‐4.84

‐4.66

4.32

‐3.83

‐9.09

‐3.67

‐3.46

‐0.26

‐20.9

16.5

‐1.14

‐23.6

0.32

316 Dexia Global Alpha I

EUR

1.71

0.94

1.23

‐0.46

0.04

‐0.50

0.91

1.58

0.72

0.05

‐0.36

0.59

3.73

2.89

2.72

‐1.09

0.16

340 DWS Invest ‐ Alpha Opportunities FC

EUR

‐6.61

‐1.10

‐2.45

‐3.20

‐2.20

‐1.39

‐2.77

‐1.11

2.19

‐2.18

‐0.09

2.39

‐2.62

‐1.65

1.39

7.48

‐1.76

‐11.5

‐0.04

‐0.13

3.64

10.7

‐0.94

‐16.3

0.66

2.48

0.58

‐2.34

0.39

4.88

‐1.42

‐6.56

‐0.13

14.8

0.36

‐9.78

‐0.73

6.48

‐1.03

‐11.2

0.61

12.1

‐1.10

‐21.6

0.59

3.46

1.41

‐1.65

‐0.08

5.97

0.68

‐3.65

‐0.60

1.85

0.50

‐0.99

0.00

346 DWS Invest Income Strategy Dynamic FC

EUR

3.92

3.27

0.51

0.11

‐1.48

0.30

‐2.32

‐11.1

‐1.11

0.02

‐0.25

‐0.04

‐12.9

352 Eaton Vance Global Macro I2 EUR

EUR

2.28

1.68

0.49

0.10

0.20

‐0.20

0.39

‐0.20

‐2.05

1.00

‐0.10

0.00

0.30

431 GIS Absolute Return Global Macro Strategies BX Acc EUR

‐1.78

‐1.55

‐0.68

0.44

1.82

0.10

0.59

‐1.73

‐2.87

‐2.11

2.25

‐0.21

‐2.14

435 GLG Atlas Macro Alternative IN H EUR

1.43

0.80

‐1.10

1.74

‐1.51

‐2.62

‐1.20

7.78

7.95

‐7.37

2.92

‐0.52

‐2.90

EUR

1.44

5.03

454 Goldman Sachs ‐ GLC Global Macro UCITS Fund E$ U USD
491 HSBC GIF Global Macro Fund

EUR

1.21

1.08

1.19

‐1.06

‐0.57

‐1.26

‐0.45

‐4.06

‐4.32

3.01

0.11

1.43

‐5.73

492 HSBC GIF Global Macro II Fund ‐ Class M

EUR

2.72

2.59

2.13

‐1.97

‐1.34

‐2.56

‐1.13

‐7.65

‐8.47

4.72

0.69

2.79

‐12.7

525 JB Multirange ‐ Ithuba Macro Opportunities Fund EU EUR

2.03

0.69

0.84

0.49

‐1.31

‐0.29

1.03

‐0.36

2.78

‐0.92

1.26

‐0.54

2.56

543 Jupiter Absolute Return Fund

GBP

0.31

‐0.08

0.39

0.00

0.08

‐0.97

1.02

2.99

0.29

‐2.88

2.71

0.61

‐0.08

547 Jupiter Strategic Total Return L EUR

EUR

1.50

0.20

0.80

0.49

0.10

‐0.60

0.40

‐0.20

‐0.40

0.70

‐0.10

‐0.20

‐0.10

549 Kairos International Sicav ‐ Dynamic I

EUR

‐1.02

‐1.03

‐0.41

0.42

‐0.47

‐0.03

0.82

0.86

‐0.35

‐1.27

0.60

1.48

0.44

551 Kames Global Opportunities Fund B EUR

EUR

‐0.46

1.30

‐0.73

‐1.01

‐0.91

‐2.29

‐2.79

‐9.73

‐5.48

4.45

‐7.51

2.20

‐21.2

1.50

5.55

1.40
3.60

5.30

3.32

‐0.53

‐1.83

‐0.44

13.7

‐1.75

‐22.3

0.60

561 L&G Diversified Absolute Return Trust ‐ Class I Acc G GBP

3.00

3.19

0.86

‐1.04

‐4.58

‐0.91

‐1.89

0.31

2.61

‐1.24

4.31

‐2.29

1.69

12.9

7.63

‐0.31

‐7.89

‐0.11

572 Legg Mason Permal Global Absolute Fund A USD

USD

4.55

2.86

2.06

‐0.41

‐1.14

‐1.15

‐1.01

‐1.29

‐2.16

1.41

‐0.95

‐1.41

‐5.86

3.16

7.19

‐0.35

‐8.39

0.84

583 LO Funds ‐ 1798 Tactical Alpha P EUR

EUR

622 M&G Macro Episode Fund ‐ USD S

USD

5.62

2.42

1.61

1.49

‐0.09

‐1.41

1.24

‐6.11

‐3.40

5.80

0.29

0.78

0.29

12.2

0.64

‐11.7

640 Maral Macro FI

EUR

‐0.85

‐0.36

‐0.20

‐0.29

0.96

0.93

1.94

‐0.42

1.20

0.56

2.50

5.49

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

0.78
‐0.54

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Global Macro
Data

31.03.2012

#

Fund Name

47

Average Global Macro

Page 153

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.26

1.28

1.22

‐0.28

‐0.45

‐1.29

0.07

‐1.12

‐1.80

0.65

‐0.48

0.19

‐4.19

1.85

4.99

8.39

‐0.16

‐9.37

0.21

2.44

‐1.72

9.50

‐1.85

9.68

0.58

‐8.81

0.71

674 MontLake Goldwinds Global Macro UCITS Fund EUR EUR
676 MontLake RP Systematic Emerging Markets Fund I E EUR
679 Morgan Stanley Diversified Alpha Plus Fund A EUR

EUR

4.91

0.71

2.77

1.37

0.30

‐1.95

‐0.41

‐4.00

‐0.59

3.56

0.11

702 Natixis ‐ H2O Adagio I EUR

EUR

3.74

1.70

1.49

0.50

‐0.45

‐0.52

‐0.66

‐0.47

‐1.91

1.68

‐0.83

0.42

‐2.71

4.52

‐0.18

‐5.71

0.31

704 Natixis ‐ H2O Moderato I EUR

EUR

6.71

3.82

2.50

0.28

‐1.15

‐0.96

‐1.99

‐2.26

‐3.22

3.03

‐3.27

‐0.87

‐9.76

9.19

‐0.81

‐12.6

0.49

‐29.4

27.1

‐1.10

‐32.9

0.72

22.4

‐0.54

‐25.1

0.63

0.00

‐7.25

0.00

706 Natixis ‐ H2O Patrimoine I EUR

EUR

13.6

9.68

5.97

‐2.30

‐2.51

‐2.00

‐6.07 ‐10.63 ‐7.13

7.51

‐10.0

‐4.49

708 Natixis ‐ H2O Vivace I EUR

EUR

16.6

8.67

6.55

0.70

‐2.02

‐1.52

‐3.98

‐6.69

‐8.76

10.6

‐5.12

‐2.71

791 Parworld ETF Flexible Allocation

EUR

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

‐11.1

834 Profit Global Macro Fund

EUR

8.18

3.13

3.93

0.93

‐2.24

‐3.64

4.76

‐0.14

‐10.9

1.36

‐6.11

‐0.24

‐12.5

9.18

17.2

13.8

‐0.67

‐19.7

0.51

925 Seven Global Macro Fund

EUR

‐0.34

‐3.80

3.80

‐0.20

‐0.19

‐0.50

‐0.62

10.1

‐0.22

‐5.22

2.30

‐1.47

‐0.10

14.5

‐8.51

15.4

0.75

‐9.85

‐0.34
0.08

940 Soprarno Global Macro B

EUR

1.16

‐3.62

5.47

‐0.48

0.94

‐1.43

0.97

6.22

‐2.73

2.50

0.42

0.36

3.73

7.87

12.3

8.83

0.73

‐5.41

945 Spaengler Global Macro Trust

EUR

5.42

3.40

2.05

‐0.10

1.33

‐4.05

2.05

‐3.93

‐6.04

0.85

‐0.28

1.02

‐8.97

6.52

7.68

11.9

‐0.30

‐11.9

0.24

953 Stigma Macro Cyclical Accumulator 

EUR

0.00

0.00

0.00

0.00

‐0.10

‐2.05

‐1.28

1.37

‐2.46

0.15

‐2.54

‐0.46

‐10.0

3.79

‐2.69

‐9.21

‐0.14

960 SWIP Absolute Return Macro Fund

GBP

1.42

0.46

1.39

‐0.42

‐1.53

‐1.11

‐1.77

‐6.20

‐2.33

3.25

‐3.59

‐0.41

‐13.4

‐6.09

5.43

9.58

‐1.37

‐15.3

0.80

985 THEAM Harewood Millenium 10 Multi Assets A EUR EUR

2.37

1.52

1.04

‐0.20

0.92

‐2.36

3.18

1.63

‐1.30

‐0.27

1.41

1.75

‐1.31

1.52

‐6.61

6.12

1.65

‐3.12

0.23

991 Threadneedle (Lux) Absolute Emerging Markets Ma EUR

3.05

2.27

0.76

0.00

0.25

‐0.30

0.25

1.57

‐3.68

1.29

‐1.84

0.52

0.21

4.58

0.82

‐4.42

0.20

1065 Zest Global Macrotrend Fund R

0.93

1.93

0.23

‐1.20

0.93

‐1.88

‐0.13

3.55

‐5.35

2.23

‐0.96

1.04

‐2.52

7.68

‐0.03

‐6.54

0.19

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Global Macro
Data

31.03.2012

Rankings raw data

Rankings percentiles
12 months

#

Fund Name

47

Average Global Macro

30

AFIM OFP 400

EUR

31

Alessia Absolute Return Macro Class I

EUR

4.20

EUR

‐0.71

106 Aviva Investors SICAV ‐ Absolute TAA 5 Fund ‐ A

Page 154

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.26

2.26

2.55

‐1.80

‐4.19

1.85

8.39

‐0.16

‐9.37

0.21

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.25

2.25

4.03

16.9

14.7

1.20

6.63

4.63

‐2.12

‐0.24

57.1

57.1

69.0

100.0

100.0

38.0

57.2

97.6

87.8

83.0

4.20

6.73

‐1.18

‐2.77

5.14

‐0.49

‐0.71

‐1.60

‐1.11

‐3.51

‐3.30

3.32

‐0.68

‐8.82

0.65

76.1

76.1

88.0

48.7

42.5

69.1

42.8

41.4

17.1

‐2.19

‐0.05

16.6

16.6

19.0

53.6

37.5

14.2

83.4

33.3

85.3

68.3

107 Aviva Investors SICAV ‐ Absolute TAA EUR Hedge I

EUR

‐3.46

‐3.46

‐4.89

‐3.32

‐11.1

‐12.7

11.2

‐0.39

‐6.69

‐0.16

2.30

2.30

4.70

36.5

17.5

0.00

26.2

45.2

58.5

80.5

117 AZ Fund 1 Formula Macro Trading A

EUR

5.98

5.98

6.60

0.73

‐5.65

‐2.49

5.96

0.02

‐6.93

0.64

88.0

88.0

85.7

63.4

32.5

23.8

66.7

64.2

53.6

22.0

129 Barclays CAR Long/Short D EUR

EUR

‐0.17

‐0.17

‐0.21

‐1.86

‐0.27

‐3.21

7.25

‐0.39

‐8.79

0.64

26.1

26.1

28.5

43.9

65.0

19.0

50.0

47.6

46.3

19.6

164 Bellevue Funds (Lux) BB Global Macro I EUR

EUR

0.69

0.69

3.38

‐1.78

‐2.52

8.48

‐0.32

‐9.06

0.74

35.7

35.7

59.5

46.3

50.0

40.5

52.3

39.0

7.40

237 CF Eclectica Absolute Macro Fund ‐ Class A EUR

EUR

‐2.50

‐2.50

2.63

13.6

12.1

12.8

1.57

‐5.04

‐0.49

4.70

4.70

47.6

97.5

97.5

16.7

90.4

70.7

92.7

277 DB Platinum Alpha Control Fund I2C

EUR

‐0.61

‐0.61

‐1.37

‐3.44

‐1.41

2.26

‐1.64

‐4.06

0.36

19.0

19.0

21.4

34.1

60.0

95.3

9.50

75.6

41.5

278 DB Platinum dbX‐Macro Trading Index Fund I1C

USD

‐2.17

‐2.17

‐5.78

‐4.68

‐4.87

7.08

‐0.89

‐6.85

‐0.29

7.10

7.10

2.30

31.7

35.0

54.8

28.5

56.0

85.4

293 DB Platinum IV QCM GDP Index Fund I2C

USD

6.35

6.35

‐1.35

‐15.0

‐20.9

16.5

‐1.14

‐23.6

0.32

90.4

90.4

23.8

4.80

5.00

4.80

16.6

4.80

44.0

316 Dexia Global Alpha I

EUR

1.71

1.71

1.99

5.98

3.73

2.89

2.72

‐1.09

0.16

52.3

52.3

45.2

90.2

92.5

88.1

95.2

95.1

58.6

340 DWS Invest ‐ Alpha Opportunities FC

EUR

‐6.61

‐6.61

‐6.55

‐11.0

‐2.62

‐1.65

7.48

‐1.76

‐11.5

‐0.04

0.00

0.00

0.00

9.70

47.5

28.5

47.7

4.70

26.8

65.9

‐0.13

10.7

‐0.94

‐16.3

0.66

73.8

73.8

64.2

14.6

10.0

33.3

28.6

26.1

14.6

14.7

2.48

0.58

‐2.34

0.39

59.5

59.5

54.7

70.7

82.5

92.9

71.4

82.9

39.1

4.88

‐1.42

‐6.56

‐0.13

9.50

9.50

14.2

26.8

55.0

71.5

11.9

60.9

75.7

14.8

0.36

‐9.78

‐0.73

47.6

47.6

9.50

85.3

40.0

9.60

66.6

34.1

100.0

6.48

‐1.03

‐11.2

0.61

42.8

42.8

83.3

24.3

30.0

59.6

23.8

29.2

26.9

12.1

‐1.10

‐21.6

0.59

64.2

64.2

92.8

7.30

12.5

21.5

19.0

9.70

31.8

81.0

88.0

92.6

70.8

64.3

78.5

78.0

97.6

97.7

69.0

97.5

63.5

85.8

40.4

90.2

90.3

14.3

7.10

7.30

29.3

346 DWS Invest Income Strategy Dynamic FC

EUR

3.92

3.92

3.64

‐9.33

‐12.9

352 Eaton Vance Global Macro I2 EUR

EUR

2.28

2.28

3.20

2.18

0.30

431 GIS Absolute Return Global Macro Strategies BX Acc EUR

‐1.78

‐1.78

‐1.89

‐5.08

‐2.14

435 GLG Atlas Macro Alternative IN H EUR

1.43

1.43

‐3.80

4.63

‐2.90

EUR

7.00

1.44

76.1

47.6

454 Goldman Sachs ‐ GLC Global Macro UCITS Fund E$ U USD
491 HSBC GIF Global Macro Fund

EUR

1.21

1.21

5.86

‐5.44

‐5.73

492 HSBC GIF Global Macro II Fund ‐ Class M

EUR

2.72

2.72

11.3

‐11.5

‐12.7

525 JB Multirange ‐ Ithuba Macro Opportunities Fund EU EUR

2.03

2.03

1.82

3.96

2.56

543 Jupiter Absolute Return Fund

GBP

0.31

0.31

0.67

2.60

‐0.08

547 Jupiter Strategic Total Return L EUR

EUR

1.50

1.50

1.90

1.19

‐0.10

549 Kairos International Sicav ‐ Dynamic I

EUR

‐1.02

‐1.02

‐0.23

0.37

0.44

551 Kames Global Opportunities Fund B EUR

EUR

‐0.46

‐0.46

‐1.72

‐20.8

‐21.2

1.50

1.40
3.60

3.46

1.41

‐1.65

‐0.08

54.7

54.7

40.4

80.4

90.0

5.97

0.68

‐3.65

‐0.60

33.3

33.3

38.0

75.6

72.5

1.85

0.50

‐0.99

0.00

50.0

50.0

42.8

68.2

70.0

3.32

‐0.53

‐1.83

‐0.44

11.9

11.9

26.1

58.5

85.0

13.7

‐1.75

‐22.3

0.60

21.4

21.4

16.6

2.40

2.50

52.3

42.8
66.6

561 L&G Diversified Absolute Return Trust ‐ Class I Acc G GBP

3.00

3.00

3.67

‐1.15

1.69

12.9

7.63

‐0.31

‐7.89

‐0.11

66.6

66.6

66.6

51.2

87.5

95.2

45.3

54.7

51.2

73.2

572 Legg Mason Permal Global Absolute Fund A USD

USD

4.55

4.55

3.52

‐1.88

‐5.86

3.16

7.19

‐0.35

‐8.39

0.84

78.5

78.5

61.9

41.4

27.5

61.9

52.4

50.0

48.7

0.00

583 LO Funds ‐ 1798 Tactical Alpha P EUR

EUR

622 M&G Macro Episode Fund ‐ USD S

USD

5.62

5.62

13.0

3.71

0.29

12.2

0.64

‐11.7

0.78

85.7

85.7

97.6

78.0

80.0

19.1

76.1

24.3

4.90

640 Maral Macro FI

EUR

‐0.85

‐0.85

0.48

2.50

5.49

‐0.54

14.2

14.2

33.3

90.5

100.0

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

95.2

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Global Macro
Data

31.03.2012

#

Fund Name

47

Average Global Macro

Page 155

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.26

2.26

2.55

‐1.80

‐4.19

1.85

8.39

‐0.16

‐9.37

0.21

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

4.18

‐1.72

9.50

9.68

0.58

‐8.81

0.71

80.9

80.9

95.2

82.9

57.5

90.4

31.0

73.8

43.9

12.2

674 MontLake Goldwinds Global Macro UCITS Fund EUR EUR
676 MontLake RP Systematic Emerging Markets Fund I E EUR
679 Morgan Stanley Diversified Alpha Plus Fund A EUR

EUR

4.91

4.91

11.4

702 Natixis ‐ H2O Adagio I EUR

EUR

3.74

3.74

5.05

0.39

‐2.71

4.52

‐0.18

‐5.71

0.31

71.4

71.4

76.1

60.9

45.0

76.2

59.5

65.8

46.4

704 Natixis ‐ H2O Moderato I EUR

EUR

6.71

6.71

5.42

‐4.96

‐9.76

9.19

‐0.81

‐12.6

0.49

92.8

92.8

80.9

29.2

22.5

35.8

30.9

19.5

36.6

706 Natixis ‐ H2O Patrimoine I EUR

EUR

13.6

13.6

4.96

‐22.5

‐29.4

27.1

‐1.10

‐32.9

0.72

97.6

97.6

73.8

0.00

0.00

0.00

21.4

0.00

9.80

708 Natixis ‐ H2O Vivace I EUR

EUR

16.6

16.6

19.0

‐7.37

22.4

‐0.54

‐25.1

0.63

100.0

100.0

100.0

19.5

2.40

38.0

2.40

24.4

791 Parworld ETF Flexible Allocation

EUR

0.00

0.00

0.00

0.00

0.00

‐11.1

0.00

‐7.25

0.00

28.5

28.5

30.9

56.0

75.0

4.70

100.0

0.00

100.0

834 Profit Global Macro Fund

EUR

8.18

8.18

2.70

‐5.82

‐12.5

9.18

13.8

‐0.67

‐19.7

0.51

95.2

95.2

50.0

21.9

15.0

85.7

12.0

35.7

12.1

34.2

925 Seven Global Macro Fund

EUR

‐0.34

‐0.34

‐4.79

8.00

‐0.10

14.5

15.4

0.75

‐9.85

‐0.34

23.8

23.8

7.10

95.1

67.5

100.0

7.20

83.3

31.7

87.9

940 Soprarno Global Macro B

EUR

1.16

1.16

4.49

5.87

3.73

7.87

8.83

0.73

‐5.41

0.08

40.4

40.4

71.4

87.8

95.0

80.9

38.1

80.9

68.2

61.0

945 Spaengler Global Macro Trust

EUR

5.42

5.42

7.10

‐2.47

‐8.97

6.52

11.9

‐0.30

‐11.9

0.24

83.3

83.3

90.4

39.0

25.0

71.4

23.9

57.1

21.9

48.8

953 Stigma Macro Cyclical Accumulator 

EUR

0.00

0.00

‐2.85

‐9.03

‐10.0

3.79

‐2.69

‐9.21

‐0.14

28.5

28.5

11.9

17.0

20.0

78.6

2.30

36.5

78.1

960 SWIP Absolute Return Macro Fund

GBP

1.42

1.42

0.55

‐10.2

‐13.4

‐6.09

9.58

‐1.37

‐15.3

0.80

45.2

45.2

35.7

12.1

7.50

9.50

33.4

14.2

17.0

2.50

985 THEAM Harewood Millenium 10 Multi Assets A EUR EUR

2.37

2.37

5.34

7.97

‐1.31

1.52

6.12

1.65

‐3.12

0.23

61.9

61.9

78.5

92.6

62.5

57.1

62.0

92.8

80.4

51.3

991 Threadneedle (Lux) Absolute Emerging Markets Ma EUR

3.05

3.05

3.00

2.47

0.21

4.58

0.82

‐4.42

0.20

69.0

69.0

52.3

73.1

77.5

73.9

85.7

73.1

53.7

1065 Zest Global Macrotrend Fund R

0.93

0.93

3.26

0.84

‐2.52

7.68

‐0.03

‐6.54

0.19

38.0

38.0

57.1

65.8

52.5

42.9

61.9

63.4

56.1

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide
For European Professional Investors Only

7. Trading Strategies

Volatility Trading

April 2012
Page 156

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Volatility Trading
Data

31.03.2012

#

Fund Name

57

Average Volatility Trading

13

Absolute Return Plus UI

50
51

Page 157

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

‐2.42

‐0.71

‐0.14

‐2.07

‐0.38

‐0.14

0.40

1.99

2.39

‐1.02

1.34

0.02

‐1.33

‐0.45

‐0.24

12.3

‐0.37

‐10.3

0.10

EUR

‐1.86

1.30

‐0.10

‐3.03

3.91

‐1.11

‐4.00

‐6.79

4.64

‐1.31

0.52

‐0.20

‐7.27

2.89

6.04

10.8

‐0.81

‐12.1

0.12

Allianz Structured Alpha Strategy I EUR

EUR

0.08

‐0.26

‐0.88

1.23

1.01

0.60

0.42

‐15.0

1.59

5.65

2.43

2.42

0.37

17.2

‐0.14

‐15.0

0.15

Allianz Volatility Strategy ‐ P‐ EUR

EUR

5.38

2.85

2.36

0.09

0.58

‐0.05

‐1.03

‐5.21

‐2.24

3.92

‐0.63

2.09

0.21

8.02

0.48

‐10.1

0.53

63

Amundi Arbitrage Volatilité C

EUR

0.27

0.13

0.11

0.03

0.20

0.11

0.08

‐0.66

‐0.06

0.31

0.04

‐0.09

0.39

0.68

1.63

0.99

‐0.60

‐0.91

0.68

70

Amundi Funds Absolute Volatility Arbitrage ‐ IE C

EUR

0.55

0.28

0.25

0.02

0.24

0.06

0.06

‐1.27

‐0.25

0.53

0.18

‐0.23

0.18

1.44

2.35

1.88

‐0.45

‐1.86

0.69

7.12

5.76

4.67

0.71

‐2.34

0.00

3.97

0.51

‐2.81

‐0.29

5.01

0.82

‐2.51

‐0.01

44.6

‐0.20

‐54.5

0.43

24.7

0.17

‐26.2

0.48

2.91

‐0.07

‐3.06

0.06

2.60

0.75

‐1.88

‐0.47

71

Amundi Funds Absolute Volatility Arbitrage Plus ‐ IE EUR

0.28

‐0.04

72

Amundi Funds Absolute Volatility Euro Equities ‐ AE EUR

0.05

0.59

‐0.45

‐0.09

‐0.07

0.18

1.12

2.65

‐2.02

1.06

‐0.15

1.97

2.34

0.74

73

Amundi Funds Absolute Volatility World Equities ‐ A EUR

‐2.04

0.09

‐0.55

‐1.59

‐1.21

1.16

0.15

2.39

‐0.36

1.40

0.87

1.33

4.68

76

Amundi Volatilite Actions Euro 

EUR

‐0.08

0.66

‐0.62

‐0.12

‐0.01

0.24

1.17

2.77

‐2.20

1.31

‐0.23

2.27

3.15

77

Antecedo CIS Strategic Invest

EUR

28.6

14.3

5.51

6.61

0.02

1.31

‐0.45

‐29.3

‐34.0

23.8

‐2.21

21.7

‐28.6

78

Antecedo Independent Invest A

EUR

11.3

6.78

1.57

2.64

1.32

0.92

‐0.52

‐12.8

‐13.3

8.54

‐5.73

15.4

‐7.88

87

Assenagon Alpha Volatility (P)

EUR

1.70

0.14

1.40

0.16

0.18

0.10

‐0.02

‐0.22

‐0.20

‐2.52

0.74

0.41

94

Athena UI

EUR

‐1.55

‐0.69

‐0.59

‐0.27

0.62

0.52

0.49

‐0.11

0.51

0.32

0.21

0.69

134 Barclays Euro Mid Term Vol B

EUR

‐19.1

‐7.68

‐1.76

‐10.8

173 Berenberg High Discount Portfolio UI

EUR

2.85

1.90

1.17

‐0.23

174 Berenberg Select Range UI

EUR

4.08

1.86

1.53

0.64

0.74

183 BNP Paribas ‐  Euro Long Vol P

EUR

‐15.0

‐7.83

‐2.78

‐5.12

‐1.58

188 BNP Paribas L1 ‐ World Volatility C ‐ EUR

EUR

‐0.25

‐0.04

‐0.14

‐0.08

0.11

231 CCR Active Alpha R

EUR

1.86

1.11

0.91

‐0.17

232 CCR Arbitrage Volatilite 150 R

EUR

0.93

0.48

0.47

‐0.03

233 CCR Arbitrage Volatilite 50 R

EUR

0.39

0.11

0.23

234 CCR Funds ‐ UBS (Lux) Volatility Arbitrage ‐ EUR P

EUR

‐0.36

‐0.36

0.00

235 CCR Funds ‐ UBS (Lux) Volatility Plus ‐ EUR P

EUR

‐0.18

‐0.18

236 CCR Long Vol R

EUR

‐7.44

263 Credit Suisse Global Carry Selector Fund

EUR

15.3

271 Da Vinci Strategie UI Fonds

EUR

324 Dexia Money+ Getec ‐ Class C EUR

EUR

350 DWS Vola Strategy

7.91

6.48

11.9

0.71

3.88

‐2.20

0.15

39.9

‐0.08

6.18

15.1

11.4

‐0.90

8.36

‐0.33

‐10.9

0.58

‐18.2

‐28.4

19.9

‐0.46

‐21.4

‐0.74

0.20

‐4.65

‐0.32

‐0.30

‐1.18

2.20

18.3

20.0

‐16.5

16.2

‐7.43

0.64

‐0.06

‐14.1

‐3.28

3.16

‐0.21

1.80

‐10.9

0.17

0.28

‐9.38

‐0.85

2.54

‐0.33

1.58

‐6.33

‐0.34

3.46

12.9

10.0

‐4.54

1.22

‐3.52

5.75

‐0.02

0.16

0.09

0.03

0.00

‐0.02

‐0.05

‐0.27

0.10

‐0.11

‐0.50

‐0.55

0.81

0.63

‐1.57

‐0.66

‐1.22

0.93

3.28

2.43

‐0.45

‐2.15

0.10

0.03

‐0.05

‐0.12

‐0.27

0.45

0.21

‐0.53

‐0.09

0.40

0.47

2.05

0.90

‐0.22

‐0.58

0.01

0.05

0.05

‐0.01

‐0.07

‐0.20

0.23

‐0.03

‐0.17

0.11

0.35

0.16

1.34

0.46

‐1.48

‐0.34

‐0.15

0.00

0.06

‐0.41

‐0.79

‐2.75

0.60

‐1.84

‐0.28

0.34

‐4.59

3.31

‐2.08

‐5.88

0.10

0.00

0.00

0.12

‐0.46

‐1.48

‐3.99

1.85

‐1.77

‐0.84

0.84

‐4.56

5.42

‐1.31

‐7.22

0.01

‐2.75

‐0.59

‐4.25

‐0.46

0.71

0.99

9.04

14.3

‐8.02

8.41

‐0.67

14.4

8.84

17.6

1.12

‐11.0

‐0.78

7.03

7.43

0.26

1.05

5.62

3.79

1.34

‐0.25

3.31

3.06

0.23

40.8

10.6

22.6

3.01

‐12.9

0.23

‐0.85

‐0.09

‐0.64

‐0.13

0.55

‐0.94

‐0.59

‐5.44

‐0.56

‐0.57

‐0.76

‐0.11

‐8.84

0.29

7.32

‐1.09

‐10.2

0.48

0.00

0.00

0.00

0.00

‐0.07

‐0.45

‐0.29

0.20

0.03

0.03

0.00

0.00

0.08

‐1.97

3.55

0.46

‐3.27

‐1.04

‐0.05

EUR

1.16

0.46

0.89

‐0.19

‐1.44

‐1.02

‐3.72

‐4.23

‐2.40

1.19

‐1.80

‐1.07

‐13.7

1.81

3.17

6.36

‐2.27

‐14.8

0.56

382 Exane Vega Plus Fd J

EUR

‐13.4

‐6.92

‐3.13

‐3.90

‐1.01

‐0.64

2.56

11.8

28.2

‐16.6

7.24

‐7.19

5.06

48.4

‐0.02

‐32.9

‐0.61

401 Fon Fineco Gestion FI

EUR

3.79

2.36

1.11

0.28

0.14

0.76

‐0.86

‐4.37

‐3.52

8.57

‐1.19

‐0.09

2.73

4.06

16.6

13.5

0.27

‐12.5

0.83

0.36

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

‐8.86

‐0.63
‐18.2

0.74

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Volatility Trading
Data

31.03.2012

#

Fund Name

57

Average Volatility Trading

Page 158

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

‐2.42

‐0.71

‐0.14

‐2.07

‐0.38

‐0.14

0.40

1.99

2.39

‐1.02

1.34

0.02

‐1.33

‐0.45

‐0.24

Vola Sortino MaxDD Eq‐Crl.
12.3

‐0.37

‐10.3

0.10

12.1

5.65

1.71

‐4.30

0.90

402 Fon Fineco Gestion FI II

EUR

3.33

1.62

0.72

0.95

0.35

0.02

‐0.08

‐1.49

‐2.40

4.99

0.17

1.20

4.73

3.19

449 GLOCAP Vega I

EUR

0.59

0.52

0.69

‐0.61

0.78

‐0.50

0.73

‐1.99

‐1.09

0.57

0.92

2.31

4.53

‐14.7

6.58

0.79

‐4.08

0.41

450 GLOCAP Vega Protect I

EUR

0.34

0.25

0.38

‐0.29

0.41

‐0.34

0.39

‐1.19

‐0.36

0.54

0.16

1.35

1.36

‐5.47

3.30

0.54

‐2.04

0.42

501 INKA 4plus2

EUR

0.00

0.00

0.00

0.00

0.55

0.19

0.00

‐2.46

‐0.21

‐0.01

0.48

‐0.77

‐3.07

1.54

2.68

‐1.27

‐3.48

0.55

555 KCM Fund ‐ Risk Protect III

EUR

0.77

0.26

0.32

0.18

0.08

0.16

0.00

‐1.53

‐0.21

2.37

‐0.26

0.76

1.74

6.13

0.33

‐4.09

0.72

3.09

556 KCM Fund ‐ Risk Protect Plus III

EUR

591 Lupus alpha Dynamic Invest

EUR

‐0.78

‐0.41

‐0.19

‐0.19

‐0.18

‐0.38

0.06

0.26

0.02

‐0.16

‐0.09

‐0.69

‐4.63

‐3.43

‐4.49

0.77

‐3.58

‐1.99

‐0.13

598 Lupus alpha Structure International

EUR

1.34

0.53

0.91

‐0.10

‐0.06

‐0.32

‐0.19

‐2.58

‐0.65

0.83

‐0.49

‐0.68

‐4.45

‐0.11

5.47

3.47

‐1.00

‐4.29

0.92

599 Lupus alpha Structure Invest

EUR

0.64

0.06

0.73

‐0.16

‐0.32

‐0.16

‐1.64

‐3.67

‐0.29

0.45

‐0.57

‐0.13

‐5.49

‐2.92

7.53

4.09

‐1.61

‐6.68

0.75

600 Lupus alpha Volatility Invest (Dist)

EUR

1.37

1.83

1.20

‐1.63

0.29

‐0.54

‐0.12

‐3.87

‐1.66

0.92

0.93

1.53

‐5.05

0.55

1.48

6.00

‐0.07

‐7.36

0.60

611 Lyxor ETF S&P 500 VIX Futures Enhanced Roll

EUR

‐32.6

‐12.2

‐1.03

‐22.4

0.64

‐1.20

0.02

47.8

26.6

‐20.7

16.8

‐9.57

60.4

0.03

617 Lyxor Quantic ‐ Advanced I EUR

EUR

0.00

0.00

0.00

0.00

‐0.74

‐0.91

1.16

4.06

‐0.33

0.01

0.00

0.00

3.35

0.64

‐1.68

3.71

1.53

‐1.85

‐0.42

618 Lyxor Quantic ‐ Low Vol I EUR

EUR

0.00

0.00

0.00

0.00

‐0.15

‐0.09

0.46

1.05

‐0.08

0.01

0.00

0.00

1.16

0.33

‐0.10

0.96

0.62

‐0.33

‐0.42

619 Lyxor Quantic ‐ Progressive I EUR

EUR

0.00

0.00

0.00

0.00

‐0.04

‐0.14

0.02

0.04

‐0.33

0.01

0.00

0.00

‐0.22

0.16

0.99

0.56

‐2.33

‐0.47

0.07

681 Morgan Stanley Strategy Access Volatility Premium  EUR

1.48

0.73

0.61

0.13

0.48

0.27

‐0.17

‐2.20

‐0.59

0.91

0.21

0.38

1.01

3.20

7.20

2.93

0.06

‐3.22

0.57

‐0.76

707 Natixis ‐ H2O Tempo I EUR

EUR

1.03

0.07

0.61

0.34

‐0.20

0.46

2.89

0.08

‐0.30

0.29

0.08

0.13

3.61

3.73

742 Nomura Voltage Mid‐Term Source ETF

USD

‐18.8

‐0.58

‐0.74

‐17.7

‐2.08

‐0.67

0.02

17.4

6.98

‐6.46

11.5

‐1.85

26.0

0.18

854 Raiffeisen Alternative Strategies T

EUR

0.00

0.00

0.00

0.00

‐1.12

0.58

‐0.90

‐4.24

‐0.26

‐0.22

0.00

0.00

‐7.25

4.00

‐1.69

‐6.07

0.37

944 Source S&P 500 VIX Futures ETF

USD

‐52.3

‐22.5

‐7.47

‐33.5

‐8.09

‐2.13

12.6

61.7

34.3

‐25.3

10.9

‐18.0

‐8.59

81.6

‐0.94

‐70.8

‐0.79

955 StrategySelect ‐ Theta

EUR

‐3.66

0.06

‐1.68

‐2.07

‐0.02

‐0.29

0.76

‐2.71

‐3.56

3.87

0.13

0.68

0.02

7.67

‐0.87

‐7.45

0.55

962 Swiss Alpha SICAV ‐ Strategy Europe TL1

EUR

2.26

1.05

0.70

0.50

1.04

0.04

0.95

0.91

‐0.48

‐1.77

1.48

0.59

3.44

5.55

4.87

1.40

‐2.60

‐0.36

984 THEAM Harewood Market Trend A EUR

EUR

‐0.80

‐0.24

‐0.02

‐0.54

‐0.29

‐0.77

0.37

0.83

0.16

‐0.67

1.91

0.03

1.91

‐2.87

2.16

1.87

0.05

‐1.05

‐0.10

989 THEAM Harewood Vol Edge

EUR

‐46.8

‐22.9

‐17.0

‐16.9

‐17.5

‐4.63

3.49

64.9

45.1

‐22.1

1.30

‐8.99

‐38.1

‐52.5

‐68.9

92.7

‐0.79

‐70.8

‐0.73

990 THEAM Harewood Voltimum A

EUR

‐6.01

‐2.50

0.12

‐3.72

‐0.36

‐1.13

0.58

2.66

9.98

‐3.58

5.11

‐0.70

8.46

0.19

‐1.91

12.0

0.57

‐7.99

‐0.69

1006 Time Alpha Ul Fund

EUR

‐0.21

0.03

0.05

‐0.28

0.07

‐0.45

0.21

‐2.36

0.82

0.04

‐0.53

0.61

‐2.65

3.80

2.35

‐1.34

‐3.42

0.51

1032 UBS (Lux) Volatility Arbitrage ‐ EUR P

EUR

‐0.36

‐0.36

0.00

0.00

0.06

‐0.41

‐0.79

‐2.75

0.60

‐1.84

‐0.28

0.34

‐4.59

3.31

‐2.08

‐5.88

0.10

1033 UBS (Lux) Volatility Plus ‐ EUR P

EUR

‐0.18

‐0.18

0.00

0.00

0.12

‐0.46

‐1.48

‐3.99

1.85

‐1.77

‐0.84

0.84

‐4.56

5.42

‐1.31

‐7.22

0.01

3.76

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

‐0.14
‐0.59

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Volatility Trading
Data

31.03.2012

Page 159

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

#

Fund Name

57

Average Volatility Trading

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐2.42

‐2.42

‐1.05

‐1.19

‐1.33

‐0.45

12.3

‐0.37

‐10.3

0.10

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

13

Absolute Return Plus UI

EUR

‐1.86

‐1.86

‐2.85

‐7.33

‐7.27

2.89

10.8

‐0.81

‐12.1

0.12

20.3

20.3

16.6

10.0

14.2

65.7

27.3

35.1

22.0

45.5

50
51

Allianz Structured Alpha Strategy I EUR

EUR

0.08

0.08

10.9

‐1.19

0.37

17.2

‐0.14

Allianz Volatility Strategy ‐ P‐ EUR

EUR

5.38

5.38

11.1

3.19

0.21

8.02

0.48

‐15.0

0.15

55.5

55.5

90.7

42.0

57.1

20.0

51.8

14.0

43.7

‐10.1

0.53

94.4

94.4

92.5

80.0

53.0

31.0

74.0

30.0

27.3

63

Amundi Arbitrage Volatilité C

EUR

0.27

0.27

0.53

0.40

0.39

0.68

0.99

‐0.60

‐0.91

0.68

57.4

57.4

59.2

58.0

59.1

51.4

85.5

38.8

90.0

14.6

70

Amundi Funds Absolute Volatility Arbitrage ‐ IE C

EUR

0.55

0.55

1.03

0.19

0.18

1.44

1.88

‐0.45

‐1.86

0.69

62.9

62.9

64.8

54.0

51.0

57.1

81.9

44.4

82.0

12.8

71

Amundi Funds Absolute Volatility Arbitrage Plus ‐ IE EUR

72

Amundi Funds Absolute Volatility Euro Equities ‐ AE EUR

0.05

0.05

2.95

3.67

2.34

7.12

4.67

0.71

‐2.34

0.00

53.7

53.7

74.0

84.0

73.4

88.5

52.8

83.3

72.0

61.9

73

Amundi Funds Absolute Volatility World Equities ‐ A EUR

‐2.04

‐2.04

1.53

1.96

4.68

3.97

0.51

‐2.81

‐0.29

18.5

18.5

66.6

70.0

87.7

58.2

75.9

66.0

74.6

76

Amundi Volatilite Actions Euro 

EUR

‐0.08

‐0.08

3.28

4.20

3.15

5.01

0.82

‐2.51

‐0.01

40.7

40.7

77.7

88.0

77.5

49.1

88.8

70.0

63.7

77

Antecedo CIS Strategic Invest

EUR

28.6

28.6

89.5

‐7.92

‐28.6

44.6

‐0.20

‐54.5

0.43

100.0

100.0

100.0

8.00

2.00

7.30

50.0

4.00

34.6

78

Antecedo Independent Invest A

EUR

11.3

11.3

31.4

2.45

‐7.88

24.7

0.17

‐26.2

0.48

96.2

96.2

98.1

78.0

12.2

12.8

66.6

8.00

32.8

87

Assenagon Alpha Volatility (P)

EUR

1.70

1.70

0.28

0.46

2.91

‐0.07

‐3.06

0.06

81.4

81.4

50.0

60.0

72.8

55.5

64.0

54.6

94

Athena UI

EUR

‐1.55

‐1.55

‐0.35

2.44

3.88

‐2.20

2.60

0.75

‐1.88

‐0.47

22.2

22.2

31.4

76.0

83.6

20.0

76.4

85.1

80.0

83.7

134 Barclays Euro Mid Term Vol B

EUR

‐19.1

‐19.1

‐27.4

39.9

‐0.08

9.10

53.7

173 Berenberg High Discount Portfolio UI

EUR

2.85

2.85

7.79

‐8.56

‐10.9

6.18

11.4

‐0.90

‐18.2

85.7

25.5

31.4

12.0

7.30

174 Berenberg Select Range UI

EUR

4.08

4.08

8.05

‐1.51

‐6.33

8.36

‐0.33

29.1

46.2

26.0

18.2

183 BNP Paribas ‐  Euro Long Vol P

EUR

‐15.0

‐15.0

‐20.7

‐5.52

5.75

19.9

‐0.46

16.4

40.7

10.0

94.6

188 BNP Paribas L1 ‐ World Volatility C ‐ EUR

EUR

‐0.25

‐0.25

‐0.32

‐0.09

‐0.27

0.20

‐4.65

100.0

0.00

100.0

76.4

0.74

7.91
11.9

‐18.2

0.71

92.8

‐0.63

5.50

5.50

7.40

0.74

87.0

87.0

85.1

6.00

6.10

‐10.9

0.58

92.5

92.5

87.0

38.0

18.3

‐21.4

‐0.74

9.20

9.20

9.20

12.0

93.8

‐0.32

‐0.30

33.3

33.3

33.3

50.0

42.8

91.4
100.0

2.80

11.0

89.1

231 CCR Active Alpha R

EUR

1.86

1.86

0.22

0.17

‐1.22

0.93

2.43

‐0.45

‐2.15

0.10

83.3

83.3

48.1

52.0

40.8

54.2

78.2

42.5

74.0

47.3

232 CCR Arbitrage Volatilite 150 R

EUR

0.93

0.93

0.51

0.83

0.40

0.47

0.90

‐0.22

‐0.58

0.01

70.3

70.3

57.4

62.0

61.2

42.8

89.1

48.1

92.0

60.0

233 CCR Arbitrage Volatilite 50 R

EUR

0.39

0.39

0.31

0.39

0.35

0.16

0.46

‐1.48

‐0.34

‐0.15

61.1

61.1

51.8

56.0

55.1

31.4

98.2

16.6

96.0

72.8

234 CCR Funds ‐ UBS (Lux) Volatility Arbitrage ‐ EUR P

EUR

‐0.36

‐0.36

‐2.14

‐5.08

‐4.59

3.31

‐2.08

‐5.88

0.10

29.6

29.6

20.3

14.0

26.5

67.3

9.20

46.0

51.0

235 CCR Funds ‐ UBS (Lux) Volatility Plus ‐ EUR P

EUR

‐0.18

‐0.18

‐1.95

‐4.90

‐4.56

5.42

‐1.31

‐7.22

0.01

37.0

37.0

24.0

24.0

30.6

47.3

20.3

38.0

58.2

236 CCR Long Vol R

EUR

‐7.44

‐7.44

‐8.32

12.8

14.4

8.84

17.6

1.12

‐11.0

‐0.78

12.9

12.9

12.9

98.0

97.9

94.2

18.2

90.7

24.0

98.2

263 Credit Suisse Global Carry Selector Fund

EUR

15.3

15.3

23.0

45.9

40.8

10.6

22.6

3.01

‐12.9

0.23

98.1

98.1

96.2

100.0

100.0

97.1

14.6

98.1

18.0

41.9

271 Da Vinci Strategie UI Fonds

EUR

‐0.85

‐0.85

‐2.27

‐5.07

‐8.84

0.29

7.32

‐1.09

‐10.2

0.48

24.0

24.0

18.5

18.0

8.10

37.1

34.6

25.9

28.0

31.0

324 Dexia Money+ Getec ‐ Class C EUR

EUR

0.00

0.00

0.03

‐0.53

0.08

‐1.97

0.46

‐3.27

‐1.04

‐0.05

42.5

42.5

46.2

44.0

48.9

22.8

96.4

3.70

88.0

65.5

350 DWS Vola Strategy

EUR

1.16

1.16

‐0.56

‐13.3

‐13.7

1.81

6.36

‐2.27

‐14.8

0.56

74.0

74.0

29.6

4.00

4.00

62.8

38.2

7.40

16.0

21.9

382 Exane Vega Plus Fd J

EUR

‐13.4

‐13.4

‐28.1

‐0.41

5.06

48.4

‐0.02

‐32.9

‐0.61

11.1

11.1

5.50

46.0

91.8

5.50

59.2

6.00

87.3

401 Fon Fineco Gestion FI

EUR

3.79

3.79

11.2

3.20

2.73

13.5

0.27

‐12.5

0.83

90.7

90.7

94.4

82.0

75.5

80.0

21.9

70.3

20.0

3.70

4.06

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Volatility Trading
Data

31.03.2012

#

Fund Name

57

Average Volatility Trading

Page 160

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

‐2.42

‐2.42

‐1.05

‐1.19

‐1.33

‐0.45

12.3

‐0.37

‐10.3

0.10

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

402 Fon Fineco Gestion FI II

EUR

3.33

3.33

9.98

7.00

4.73

3.19

5.65

1.71

‐4.30

0.90

88.8

88.8

88.8

96.0

89.7

68.5

43.7

96.2

50.0

1.90

449 GLOCAP Vega I

EUR

0.59

0.59

4.46

4.43

4.53

‐14.7

6.58

0.79

‐4.08

0.41

64.8

64.8

81.4

92.0

85.7

5.70

36.4

87.0

56.0

38.2

450 GLOCAP Vega Protect I

EUR

0.34

0.34

2.41

2.25

1.36

‐5.47

3.30

0.54

‐2.04

0.42

59.2

59.2

70.3

72.0

67.3

8.50

69.1

77.7

76.0

36.4

501 INKA 4plus2

EUR

0.00

0.00

‐0.30

‐2.16

‐3.07

1.54

2.68

‐1.27

‐3.48

0.55

42.5

42.5

35.1

32.0

36.7

60.0

74.6

24.0

58.0

25.5

555 KCM Fund ‐ Risk Protect III

EUR

0.77

0.77

3.67

2.26

1.74

6.13

0.33

‐4.09

0.72

68.5

68.5

79.6

74.0

69.3

40.0

72.2

54.0

9.10

556 KCM Fund ‐ Risk Protect Plus III

EUR

591 Lupus alpha Dynamic Invest

EUR

‐0.78

‐0.78

‐1.71

‐1.90

‐4.63

‐3.43

0.77

‐3.58

‐1.99

‐0.13

27.7

27.7

27.7

36.0

24.4

11.4

91.0

1.80

78.0

69.1

598 Lupus alpha Structure International

EUR

1.34

1.34

0.99

‐2.52

‐4.45

‐0.11

3.47

‐1.00

‐4.29

0.92

75.9

75.9

62.9

30.0

34.6

25.7

63.7

27.7

52.0

0.00

599 Lupus alpha Structure Invest

EUR

0.64

0.64

0.38

‐5.04

‐5.49

‐2.92

4.09

‐1.61

‐6.68

0.75

66.6

66.6

53.7

22.0

20.4

14.2

54.6

14.8

42.0

5.50

600 Lupus alpha Volatility Invest (Dist)

EUR

1.37

1.37

4.82

‐1.21

‐5.05

0.55

6.00

‐0.07

‐7.36

0.60

77.7

77.7

83.3

40.0

22.4

45.7

41.9

57.4

36.0

16.4

611 Lyxor ETF S&P 500 VIX Futures Enhanced Roll

EUR

‐32.6

‐32.6

‐43.6

60.4

0.03

‐0.76

3.70

3.70

3.70

3.70

61.1

617 Lyxor Quantic ‐ Advanced I EUR

EUR

0.00

0.00

0.01

3.68

3.35

0.64

3.71

1.53

‐1.85

‐0.42

42.5

42.5

40.7

86.0

79.5

48.5

60.0

94.4

84.0

80.0

618 Lyxor Quantic ‐ Low Vol I EUR

EUR

0.00

0.00

0.01

1.31

1.16

0.33

0.96

0.62

‐0.33

‐0.42

42.5

42.5

44.4

68.0

65.3

40.0

87.3

81.4

98.0

81.9

619 Lyxor Quantic ‐ Progressive I EUR

EUR

0.00

0.00

0.01

‐0.31

‐0.22

0.16

0.56

‐2.33

‐0.47

0.07

42.5

42.5

42.5

48.0

44.8

28.5

94.6

5.50

94.0

52.8

681 Morgan Stanley Strategy Access Volatility Premium  EUR

1.48

1.48

3.00

1.15

1.01

3.20

2.93

0.06

‐3.22

0.57

79.6

79.6

75.9

66.0

63.2

71.4

71.0

64.8

62.0

20.0

707 Natixis ‐ H2O Tempo I EUR

EUR

1.03

1.03

1.54

3.61

3.73

‐0.14

72.2

72.2

68.5

61.9

100.0

742 Nomura Voltage Mid‐Term Source ETF

USD

‐18.8

‐18.8

‐16.8

26.0

0.18

‐0.59

7.40

7.40

11.1

11.0

68.5

854 Raiffeisen Alternative Strategies T

EUR

0.00

0.00

‐0.22

4.00

‐1.69

‐6.07

0.37

42.5

42.5

37.0

56.4

12.9

944 Source S&P 500 VIX Futures ETF

USD

‐52.3

‐52.3

955 StrategySelect ‐ Theta

EUR

‐3.66

‐3.66

962 Swiss Alpha SICAV ‐ Strategy Europe TL1

EUR

2.26

984 THEAM Harewood Market Trend A EUR

EUR

‐0.80

989 THEAM Harewood Vol Edge

EUR

‐46.8

‐5.05

‐7.25

‐67.6

‐44.0

‐8.59

0.88

‐4.48

0.02

2.26

2.54

5.68

‐0.80

0.46

0.95

‐46.8

‐61.8

‐35.9

20.0

16.3

96.4

71.0
85.5
44.0

40.0

81.6

‐0.94

‐70.8

‐0.79

0.00

0.00

0.00

0.00

10.2

1.90

29.6

0.00

100.0

3.76

7.67

‐0.87

‐7.45

0.55

16.6

16.6

61.1

28.0

46.9

74.2

32.8

33.3

34.0

23.7

3.44

5.55

4.87

1.40

‐2.60

‐0.36

85.1

85.1

72.2

94.0

81.6

82.8

51.0

92.5

68.0

78.2

1.91

‐2.87

1.87

0.05

‐1.05

‐0.10

25.9

25.9

55.5

64.0

71.4

17.1

83.7

62.9

86.0

67.3

‐38.1

‐52.5

92.7

‐0.79

‐70.8

‐0.73

1.80

1.80

1.80

2.00

0.00

0.00

0.00

37.0

2.00

92.8

990 THEAM Harewood Voltimum A

EUR

‐6.01

‐6.01

‐5.41

4.33

8.46

0.19

12.0

0.57

‐7.99

‐0.69

14.8

14.8

14.8

90.0

95.9

34.2

23.7

79.6

32.0

91.0

1006 Time Alpha Ul Fund

EUR

‐0.21

‐0.21

‐0.09

‐2.07

‐2.65

3.80

2.35

‐1.34

‐3.42

0.51

35.1

35.1

38.8

34.0

38.7

77.1

80.0

18.5

60.0

29.1

1032 UBS (Lux) Volatility Arbitrage ‐ EUR P

EUR

‐0.36

‐0.36

‐2.14

‐5.08

‐4.59

3.31

‐2.08

‐5.88

0.10

29.6

29.6

20.3

14.0

26.5

67.3

9.20

46.0

51.0

1033 UBS (Lux) Volatility Plus ‐ EUR P

EUR

‐0.18

‐0.18

‐1.95

‐4.90

‐4.56

5.42

‐1.31

‐7.22

0.01

37.0

37.0

24.0

24.0

30.6

47.3

20.3

38.0

58.2

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

7. Trading Strategies

Commodities

April 2012
Page 161

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

40

Allianz Commodities Strategy A EUR

41
43

Page 162

Returns

Statistics

2012
CCY Rolling 12m

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.16

2.85

1.90

‐2.47

‐2.81

‐3.21

2.62

1.04

‐9.71

3.46

‐1.34

‐2.04

‐5.55

13.6

16.7

14.4

‐0.29

‐15.7

0.41

EUR

4.48

4.49

3.02

‐2.95

‐5.22

‐4.41

3.46

2.35

‐12.5

‐0.10

‐3.50

‐3.04

‐12.7

0.89

‐1.66

17.5

‐0.71

‐23.4

0.42

Allianz Long Short Commodities I

EUR

‐5.63

‐3.10

‐0.90

‐1.73

‐6.12

‐5.41

4.59

5.64

0.83

‐0.11

3.21

‐6.20

10.2

8.96

15.7

13.2

‐0.56

‐13.1

‐0.23

Allianz RCM Commodities ‐ I ‐ EUR

EUR

‐0.54

4.82

2.39

‐7.33

‐4.98

‐4.13

5.43

2.17

‐16.2

3.25

‐3.98

‐4.81

‐14.7

21.5

‐0.92

‐23.2

0.33

1.26

‐3.51

‐1.53

‐3.11

1.40

1.19

‐11.1

5.71

‐1.04

‐4.62

‐12.0

13.7

‐0.74

‐14.7

0.77

‐1.68

‐4.58

‐11.3

104 Aviva Investors Commodity Alpha Fund USD C

USD

116 AZ Fund 1 Formula Commodity Trading

EUR

2.86

5.29

118 Bache Global Series I EUR

EUR

‐2.25

‐0.54

0.57

‐2.28

130 Barclays ComBATS B

EUR

1.73

0.49

‐0.09

1.33

131 Barclays CORALS Index B EUR

EUR

‐4.42

1.82

‐1.15

‐4.05

‐0.24

5.14

‐0.10

‐1.80

‐2.09

1.21

0.01

‐0.84

‐0.72

1.60

158 BCV DIAPOSAN Commodity Systematic Alpha A CHF CHF

3.24

0.32

1.27

1.63

‐5.85

‐2.00

0.16

‐0.33

‐4.78

‐0.85

1.48

‐0.10

‐5.39

186 BNP Paribas L1 ‐ World Commodities C

0.78

2.85

2.48

‐4.39

‐4.70

‐4.98

2.97

0.78

‐14.8

5.96

‐2.29

‐3.14

‐10.4

USD

15.8

18.6

12.8

‐0.83

5.94

‐0.27

0.29

6.75

‐1.03

‐12.4

0.17

17.1

‐0.94

‐20.5

0.72

‐0.10

198 BofAML Invest ‐ MLCX Agri Optimal Crop Fund

USD

0.29

0.16

2.26

‐2.08

0.12

‐4.63

1.70

6.72

‐15.8

4.55

‐8.95

2.00

‐9.43

16.7

‐1.07

‐21.0

0.62

199 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 1

USD

0.39

0.29

‐0.05

0.15

0.25

0.12

0.03

0.13

0.11

‐0.15

0.10

0.13

2.13

0.85

0.43

‐0.32

‐0.19

200 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 3

USD

1.36

0.97

‐0.11

0.50

0.82

0.37

0.15

0.42

0.36

‐0.39

0.35

0.41

7.10

2.54

2.25

‐0.94

‐0.19

201 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 5

USD

2.24

1.59

‐0.18

0.83

1.26

0.62

0.30

0.72

0.61

‐0.66

0.58

0.70

11.9

4.22

2.62

‐1.50

‐0.19

245 Citi CUBES Diversified Commodities Fund A EUR

EUR

‐0.48

2.54

2.44

‐5.25

‐3.29

‐4.69

3.19

0.93

‐15.1

7.14

‐2.98

‐3.50

‐10.4

17.0

‐0.98

‐19.7

0.70

248 Clariden Leu (Lux) I ‐ Commodity Instruments B

USD

4.52

6.84

2.98

‐5.00

‐3.87

‐3.12

1.87

‐4.97

‐18.1

14.0

‐1.40

‐4.66

‐13.7

24.8

‐0.72

‐27.7

0.90

258 Credit Suisse CARES Fund

EUR

8.34

3.48

6.30

‐1.50

‐6.17

‐5.27

1.77

‐2.35

‐14.2

16.0

0.65

‐3.04

‐1.41

26.2

‐0.09

‐26.6

0.81

261 Credit Suisse GAINS Fund

EUR

2.89

5.18

1.29

‐3.43

‐3.60

‐3.86

4.22

0.96

‐15.3

7.51

‐3.99

‐1.94

‐11.8

17.7

‐0.85

‐19.1

0.77

264 Credit Suisse MOVERS Fund ‐ K

EUR

‐3.24

‐4.89

‐1.53

3.32

‐6.27

0.00

0.99

0.87

0.84

‐8.59

5.23

3.83

8.90

14.3

‐0.18

‐10.6

‐0.12

267 Cross Commodity Long/Short Fund 

EUR

5.18

3.96

0.84

0.34

2.16

0.87

‐0.45

5.65

4.86

18.2

‐1.20

23.0

‐0.90

5.76

275 DB Platinum Agriculture Euro I1C

EUR

‐1.96

‐0.13

1.23

‐3.02

296 DB Platinum Precious Metals I1C‐E

EUR

9.85

13.4

5.05

‐7.79

1.29

301 DB Platinum V Hermes Abs Return Commodity I1C

EUR

4.90

3.11

‐0.19

1.94

0.56

‐6.22

2.41

7.90

‐18.3

3.73

‐8.29

2.53

6.91

3.31

‐17.4

6.22

‐3.43

‐10.2

‐12.0

‐0.22

0.52

2.41

‐1.62

‐1.40

‐0.68

1.96

10.1

15.6

46.4

‐11.5
19.1

7.37

0.33
‐23.2

0.60

2.52

‐4.34

‐0.10

17.6

‐0.94

‐20.9

0.69

18.5

‐0.61

‐20.6

0.72
‐0.39

0.35

302 DB Platinum V Hermes Enhanced Beta Commodity I EUR

2.52

3.19

2.65

‐3.22

‐3.48

‐4.82

2.89

1.92

‐16.4

5.58

‐2.36

‐3.03

‐9.70

315 Dexia Fund Commodities ‐ Class I USD

USD

2.20

2.94

3.29

‐3.88

‐5.01

‐6.22

6.10

‐0.34

‐13.7

5.82

‐1.38

‐1.62

‐4.98

14.0

339 DWS Gold plus

EUR

2.11

8.50

0.56

‐6.41

3.38

‐2.64

8.54

11.3

‐4.49

1.61

4.81

‐5.35

12.6

38.3

19.5

22.0

2.05

‐11.2

342 DWS Invest ‐ Commodity Plus LC

EUR

1.12

3.94

0.31

‐3.01

‐1.54

‐6.42

6.23

‐0.20

‐8.47

5.98

‐2.78

‐1.21

‐10.9

12.4

8.55

16.1

‐0.48

‐13.8

0.32

356 EMI Commodities Absolute Fund P

EUR

2.30

‐1.77

3.67

0.46

‐0.08

‐0.61

3.34

0.18

‐7.02

0.07

‐0.40

‐2.92

‐3.18

10.5

‐0.49

‐12.0

0.11

364 ETFX DJ‐UBS All Commodities 3 Mths Foward Fund  USD

‐2.10

0.84

2.56

‐5.34

‐3.05

‐3.08

0.52

2.32

‐10.6

1.55

1.42

‐2.05

‐9.40

13.4

‐1.20

‐15.3

0.55

408 Fulcrum Commodity Fund I EUR

USD

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

464 GS Commodity Alpha Portfolio EUR C

Page 163

Returns

Statistics

2012
CCY Rolling 12m
EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

2.16

2.85

1.90

‐2.47

‐2.81

‐3.21

2.62

1.04

‐9.71

3.46

‐1.34

‐2.04

‐5.55

13.6

16.7

14.4

‐0.29

‐15.7

0.41

2.00

0.45

‐0.57

2.13

‐0.16

0.40

0.07

‐0.76

0.20

0.13

‐0.66

1.04

3.33

3.11

1.13

‐1.74

0.01

465 GS DJ ‐ UBS Enhanced Strategy Portfolio

EUR

0.98

2.96

2.20

‐4.03

‐3.85

‐4.98

3.15

0.72

‐14.7

6.21

‐2.13

‐3.94

‐12.4

17.1

‐1.01

‐20.4

0.72

473 Handelsbanken XACT Commodity ETF

USD

3.49

7.12

0.69

‐4.05

‐1.74

‐1.77

3.87

‐0.12

‐6.15

‐1.26

3.89

‐4.00

‐5.82

16.4

‐0.22

‐11.3

0.40

26.9

0.05

‐23.6

0.14

18.8

‐1.43

‐24.9

0.68

22.1

‐0.92

‐25.6

0.84

17.3

‐0.64

‐19.1

0.67

17.4

‐0.58

‐18.8

0.68

14.4

‐0.77

‐17.9

0.51

6.64

1.00

‐5.53

0.05

3.74

‐0.07

‐3.94

0.07

474 HANSAwerte

EUR

13.4

16.4

4.95

‐7.15

‐7.83

‐4.54

8.67

5.65

‐15.5

8.19

‐4.72

‐11.1

512 Investec GSF Enhanced Global Energy I USD

USD

4.27

6.86

2.64

‐4.93

‐3.79

‐1.48

1.36

‐1.53

‐17.0

7.04

‐3.50

‐8.63

‐19.6

15.5

513 Investec GSF Enhanced Natural Res A EUR Hedg

EUR

4.16

7.43

2.27

‐5.20

‐1.65

‐2.74

1.91

‐5.31

‐17.4

10.4

‐3.05

‐3.89

‐18.5

520 JB Commodity B EUR

EUR

3.81

3.33

3.90

‐3.31

‐2.88

‐3.89

2.86

‐0.03

‐14.2

5.60

‐2.14

‐2.32

‐6.80

13.2

528 JPM Commodity Curve Index Energy IA2 USD

USD

5.26

4.79

4.14

‐3.54

‐4.73

‐3.16

3.51

0.12

‐14.8

8.56

‐2.33

‐3.16

‐7.51

16.8

534 JPM Highbridge Diversified Commodities A (acc) ‐ E EUR

1.55

2.30

2.34

‐3.00

‐3.83

‐6.84

4.49

3.14

‐12.4

3.35

‐2.54

‐2.01

571 LBBW Rohstoffe 2 LS

EUR

5.85

3.06

1.73

0.96

1.13

2.96

1.23

0.40

‐0.94

2.06

0.85

‐2.15

590 Lupus alpha Commodity Invest

EUR

2.81

0.41

1.46

0.91

‐0.40

‐2.45

1.79

‐1.26

0.93

‐0.97

‐0.97

‐0.09

633 Man Commodities Fund I USD

USD

19.3

1.59

642 Market Access III ‐ Kenmar Liquid Commodity Index EUR
643 Market Access III ‐ RICI Enhanced Commdity Index R EUR

2.18

2.92

3.30

‐3.88

‐3.38

‐3.97

2.65

0.33

‐14.0

5.93

‐2.32

‐2.08

‐6.34

17.5

‐0.72

‐19.7

0.74

740 Nomura Macro Commodity Strategy MaCS Fund I E EUR

0.90

‐0.19

‐0.37

1.46

‐0.89

‐0.75

0.95

0.12

‐0.46

‐0.60

0.18

‐0.09

1.81

3.25

‐0.17

‐1.95

‐0.12

3.86

2.61

‐1.97

‐0.09

19.0

‐1.22

‐23.9

0.56

18.1

‐1.01

‐22.0

0.70

17.9

‐0.85

‐23.7

0.45

21.0

‐0.64

782 Parvest Commodities Arbitrage I

USD

3.27

1.74

‐0.14

1.65

0.39

‐0.37

‐0.06

0.53

‐0.30

‐0.78

0.12

1.09

10.4

788 Parvest World Agriculture C USD

USD

‐3.82

‐1.64

2.78

‐4.87

‐2.42

‐7.88

2.75

7.75

‐17.4

3.47

‐6.05

3.07

‐15.1

27.8

799 PIMCO GIS CommoditiesPLUS™ Strategy Fund E EUR USD

2.30

3.11

2.90

‐3.58

‐5.07

‐5.63

3.54

0.29

‐15.9

7.64

‐3.12

‐3.55

‐14.2

19.7

817 Pioneer Funds ‐ Commodity Alpha A USD

USD

7.08

4.97

4.24

‐2.14

‐4.49

‐3.02

2.07

0.71

‐13.4

3.00

‐3.01

‐2.39

‐16.7

829 Prim Commodities R

EUR

6.61

7.49

3.08

‐3.79

0.03

‐16.0

5.83

‐0.03

‐5.43

830 Prim’ Agriculture R

EUR

‐1.11

‐0.39

2.56

‐3.20

0.83

‐8.29

3.76

8.59

‐11.8

2.76

‐4.86

1.45

‐6.42

873 Russell OpenWorld Commodities Long Neutral Strat USD

2.50

1.04

1.75

‐0.30

‐2.78

‐1.54

4.23

1.77

‐8.04

3.26

‐0.79

‐2.48

‐3.27

28.7

889 Salus Alpha Commodity Arbitrage 

EUR

‐0.55

0.77

‐0.28

‐1.03

1.13

1.78

‐0.26

0.38

‐1.30

‐2.66

‐2.37

0.20

2.56

‐1.51

3.25

2.48

0.77

16.2

‐0.59

‐15.8

0.55

12.6

‐0.36

‐7.66

0.27

5.02

‐0.38

‐6.68

0.10

902 Schroder Alternative Solutions Commodity Fund A A USD

2.74

3.59

3.56

‐4.23

‐4.73

‐4.78

1.82

‐1.69

‐9.07

2.91

‐1.46

‐1.88

‐7.82

13.1

31.4

14.3

‐0.88

‐18.7

0.61

946 Spaengler Strategic Commodity Fund (RT)

EUR

2.50

3.37

3.54

‐4.23

‐4.16

‐4.34

3.08

0.26

‐11.4

4.63

‐4.02

‐0.63

‐8.98

16.4

20.3

17.3

‐0.76

‐20.2

0.61

952 STAY‐C Commodity Fund UI

EUR

‐0.68

‐0.64

1.73

‐1.74

‐7.99

‐1.64

2.24

2.78

‐11.9

‐0.20

‐2.01

‐2.07

‐11.0

13.6

‐1.42

‐20.1

0.42

982 THEAM Harewood Commodities Long/Short A EUR EUR

2.14

‐0.39

1.77

0.76

‐4.47

‐4.96

2.73

‐0.92

‐0.48

‐0.99

2.46

0.07

1.47

11.0

‐0.29

‐9.15

0.23

986 THEAM Harewood Oscillator Commodities A EUR

‐0.01

2.17

0.76

‐2.87

‐4.75

‐2.54

2.58

‐3.63

‐9.74

0.52

‐1.54

‐3.03

‐13.7

8.88

13.5

‐1.46

‐21.3

0.65

10.8

EUR

987 THEAM Harewood Oscillator Commodities Core A E EUR

1.24

3.56

1.07

‐3.28

‐4.60

‐3.05

3.64

‐2.77

‐14.6

4.06

‐1.27

‐4.17

‐10.1

997 Threadneedle Enhanced Commodities Portfolio AEH EUR

4.17

4.39

3.05

‐3.16

‐5.79

‐3.56

3.59

1.51

‐14.3

7.18

‐2.67

‐1.88

‐5.98

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

25.4

18.1

‐1.11

‐22.5

0.70

18.2

‐0.44

‐18.8

0.75

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

1002 Tiberius Absolute Return Commodity OP R

Page 164

Returns

Statistics

2012
CCY Rolling 12m
EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

2.16

2.85

1.90

‐2.47

‐2.81

‐3.21

2.62

1.04

‐9.71

3.46

‐1.34

‐2.04

‐5.55

13.6

16.7

Vola Sortino MaxDD Eq‐Crl.
14.4

‐0.29

‐15.7

0.41

‐3.43

‐0.14

‐2.23

‐1.09

1.22

‐1.21

‐1.18

‐0.96

‐1.35

4.24

0.18

‐0.16

‐1.31

2.89

3.94

6.24

‐0.68

‐6.41

0.40

1012 Torrus Funds ‐ MLCX Commodity Enhanced Beta Fu EUR

2.14

3.23

3.20

‐4.12

‐3.55

‐3.51

3.76

‐0.23

‐13.9

7.18

‐0.95

‐1.80

‐3.50

17.8

‐0.47

‐19.0

0.77

1031 UBS (Lux) Struct. SICAV ‐ "Rogers International Com EUR

3.16

3.17

4.18

‐4.02

‐5.52

‐5.84

2.18

‐0.47

‐14.3

7.65

‐1.48

‐2.01

‐8.14

13.5

29.7

20.1

‐0.73

‐23.6

0.76

1034 UniCommodities

‐0.42

2.46

2.74

‐5.40

‐5.14

‐5.21

2.89

0.98

‐15.0

6.44

‐2.55

‐3.55

‐12.9

13.1

17.2

17.7

‐1.07

‐20.9

0.73

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

40

Allianz Commodities Strategy A EUR

41
43

Page 165

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.16

2.16

2.04

‐8.22

‐5.55

13.6

14.4

‐0.29

‐15.7

0.41

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

EUR

4.48

4.48

‐2.35

‐10.9

‐12.7

0.89

17.5

‐0.71

‐23.4

0.42

82.7

82.7

15.5

46.2

17.6

9.00

36.3

48.2

14.8

53.5

Allianz Long Short Commodities I

EUR

‐5.63

‐5.63

‐8.74

‐5.96

10.2

8.96

13.2

‐0.56

Allianz RCM Commodities ‐ I ‐ EUR

EUR

‐0.54

‐0.54

‐6.14

‐18.2

‐14.7

21.5

‐0.92

‐13.1

‐0.23

0.00

0.00

0.00

62.9

94.1

22.7

69.0

60.3

64.8

98.3

‐23.2

0.33

17.2

17.2

1.70

9.20

7.80

10.4

25.8

16.6

63.8

0.77

65.5

65.5

58.6

50.0

23.5

62.1

41.3

61.1

6.90

61.1

64.7

70.7

36.2

70.3

67.3

82.8

74.1

77.6

15.5

66.6

72.5

44.9

24.1

33.3

22.5

104 Aviva Investors Commodity Alpha Fund USD C

USD

116 AZ Fund 1 Formula Commodity Trading

EUR

2.86

2.86

2.64

‐9.67

‐12.0

13.7

‐0.74

‐14.7

118 Bache Global Series I EUR

EUR

‐2.25

‐2.25

2.42

‐7.90

‐4.58

12.8

‐0.83

‐11.3

130 Barclays ComBATS B

EUR

1.73

1.73

1.75

5.94

‐0.27

131 Barclays CORALS Index B EUR

EUR
6.75

‐1.03

17.1

‐0.94

158 BCV DIAPOSAN Commodity Systematic Alpha A CHF CHF

3.24

3.24

3.77

‐5.94

‐5.39

186 BNP Paribas L1 ‐ World Commodities C

0.78

0.78

1.06

‐16.0

‐10.4

USD

15.8

0.29

6.80

6.80

53.4

‐0.10

39.6

39.6

44.8

‐12.4

0.17

70.6

70.6

72.4

64.8

60.7

‐20.5

0.72

27.5

27.5

39.6

22.2

33.3

68.1

88.0

198 BofAML Invest ‐ MLCX Agri Optimal Crop Fund

USD

0.29

0.29

‐2.62

‐15.7

‐9.43

16.7

‐1.07

‐21.0

0.62

24.1

24.1

13.7

25.9

39.2

50.0

13.7

25.9

38.0

199 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 1

USD

0.39

0.39

0.47

1.25

2.13

0.85

0.43

‐0.32

‐0.19

25.8

25.8

32.7

87.0

82.3

100.0

86.2

100.0

94.9

200 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 3

USD

1.36

1.36

1.72

4.41

7.10

2.54

2.25

‐0.94

‐0.19

36.2

36.2

43.1

90.7

88.2

98.3

93.1

98.1

93.2

201 BofAML Invest ‐ MLCX Commodity Alpha Fund ‐ 5

USD

2.24

2.24

2.87

7.42

11.9

4.22

2.62

‐1.50

‐0.19

51.7

51.7

60.3

96.2

98.0

89.7

98.2

96.2

96.6

245 Citi CUBES Diversified Commodities Fund A EUR

EUR

‐0.48

‐0.48

‐0.16

‐16.6

‐10.4

17.0

‐0.98

‐19.7

0.70

18.9

18.9

27.5

20.3

31.3

48.3

20.6

40.7

27.6

248 Clariden Leu (Lux) I ‐ Commodity Instruments B

USD

4.52

4.52

12.0

‐15.7

‐13.7

24.8

‐0.72

‐27.7

0.90

84.4

84.4

98.2

24.0

13.7

3.50

44.8

0.00

0.00

258 Credit Suisse CARES Fund

EUR

8.34

8.34

22.6

‐3.70

‐1.41

26.2

‐0.09

‐26.6

0.81

96.5

96.5

100.0

68.5

72.5

1.80

81.0

1.80

3.50

261 Credit Suisse GAINS Fund

EUR

2.89

2.89

4.15

‐12.9

‐11.8

17.7

‐0.85

‐19.1

0.77

67.2

67.2

75.8

37.0

25.4

31.1

34.4

44.4

10.4

‐2.18

8.90

‐10.6

‐0.12

5.10

5.10

12.0

75.9

90.1

60.4

77.5

75.9

91.4

0.33

87.9

87.9

94.8

86.3

100.0

0.60

10.3

10.3

6.80

20.7

6.80

0.35

98.2

98.2

41.3

5.20

29.3

84.5

94.8

87.0

86.3

264 Credit Suisse MOVERS Fund ‐ K

EUR

‐3.24

‐3.24

‐3.37

267 Cross Commodity Long/Short Fund 

EUR

5.18

5.18

7.91

275 DB Platinum Agriculture Euro I1C

EUR

‐1.96

‐1.96

‐4.36

296 DB Platinum Precious Metals I1C‐E

EUR

9.85

9.85

1.15

301 DB Platinum V Hermes Abs Return Commodity I1C

EUR

4.90

4.90

4.74

9.35

10.1

‐19.6

‐12.0

15.6

‐11.5
19.1

14.3

‐0.18

5.65

4.86

18.2

‐1.20

23.0

‐0.90

5.76

2.52

‐4.34

‐0.10

86.2

86.2

79.3

98.1

92.1

‐23.2

3.70

21.5

63.6

0.00
81.8

62.1
18.5

43.2
60.4

302 DB Platinum V Hermes Enhanced Beta Commodity I EUR

2.52

2.52

2.49

‐15.1

‐9.70

17.6

‐0.94

‐20.9

0.69

60.3

60.3

55.1

27.7

37.2

34.5

22.4

27.7

29.4

315 Dexia Fund Commodities ‐ Class I USD

USD

2.20

2.20

4.93

‐10.4

‐4.98

14.0

18.5

‐0.61

‐20.6

0.72

50.0

50.0

82.7

48.1

62.7

54.5

19.0

55.1

31.4

20.7

339 DWS Gold plus

EUR

2.11

2.11

2.93

22.2

12.6

38.3

22.0

2.05

‐11.2

‐0.39

43.1

43.1

65.5

100.0

100.0

100.0

8.70

91.3

74.0

100.0

342 DWS Invest ‐ Commodity Plus LC

EUR

1.12

1.12

2.92

‐8.01

‐10.9

12.4

16.1

‐0.48

‐13.8

0.32

32.7

32.7

63.7

59.2

29.4

31.8

55.2

63.7

62.9

65.6

356 EMI Commodities Absolute Fund P

EUR

2.30

2.30

‐1.01

‐3.28

‐3.18

10.5

‐0.49

‐12.0

0.11

55.1

55.1

22.4

70.3

70.5

75.9

62.0

68.5

75.9

364 ETFX DJ‐UBS All Commodities 3 Mths Foward Fund  USD

‐2.10

‐2.10

‐1.23

‐14.1

‐9.40

13.4

‐1.20

‐15.3

0.55

8.60

8.60

20.6

31.4

41.1

67.3

8.60

59.2

48.3

408 Fulcrum Commodity Fund I EUR

USD

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

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Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

464 GS Commodity Alpha Portfolio EUR C

Page 166

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m
EUR

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.16

2.16

2.04

‐8.22

‐5.55

13.6

14.4

‐0.29

‐15.7

0.41

2.00

2.00

2.52

4.16

3.33

3.11

1.13

‐1.74

17.1

‐1.01

16.4

‐0.22

26.9
18.8

465 GS DJ ‐ UBS Enhanced Strategy Portfolio

EUR

0.98

0.98

0.83

‐16.7

‐12.4

473 Handelsbanken XACT Commodity ETF

USD

3.49

3.49

1.92

‐5.06

‐5.82

474 HANSAwerte

EUR

13.4

13.4

3.95

0.94

512 Investec GSF Enhanced Global Energy I USD

USD

4.27

4.27

‐1.59

‐21.6

15.5

‐19.6

YTD

3m

6m

12m

2011

0.01

41.3

41.3

56.8

88.8

86.2

‐20.4

0.72

31.0

31.0

37.9

18.5

19.6

‐11.3

0.40

74.1

74.1

46.5

66.6

58.8

0.05

‐23.6

0.14

100.0

100.0

74.1

85.1

‐1.43

‐24.9

0.68

81.0

81.0

18.9

0.00

2010

59.0

0.00

Vola Sortino MaxDD Eq‐Crl.
96.6

89.6

94.4

82.8

46.6

17.2

35.1

19.0

51.8

75.8

72.2

56.9

0.00

84.4

11.1

74.2

17.3

1.70

5.50

32.8

513 Investec GSF Enhanced Natural Res A EUR Hedg

EUR

4.16

4.16

7.13

‐17.0

‐18.5

22.1

‐0.92

‐25.6

0.84

77.5

77.5

91.3

14.8

1.90

6.90

27.5

3.70

1.80

520 JB Commodity B EUR

EUR

3.81

3.81

4.80

‐11.8

‐6.80

13.2

17.3

‐0.64

‐19.1

0.67

75.8

75.8

81.0

42.5

50.9

45.4

41.4

51.7

46.2

34.5

528 JPM Commodity Curve Index Energy IA2 USD

USD

5.26

5.26

8.09

‐9.60

‐7.51

16.8

17.4

‐0.58

‐18.8

0.68

89.6

89.6

96.5

51.8

49.0

77.2

39.7

58.6

51.8

31.1

534 JPM Highbridge Diversified Commodities A (acc) ‐ E EUR

1.55

1.55

0.23

‐11.8

14.4

‐0.77

‐17.9

0.51

37.9

37.9

29.3

44.4

56.9

37.9

55.5

50.0

571 LBBW Rohstoffe 2 LS

EUR

5.85

5.85

6.61

7.23

6.64

1.00

‐5.53

0.05

91.3

91.3

86.2

94.4

79.4

87.9

85.1

81.1

590 Lupus alpha Commodity Invest

EUR

2.81

2.81

0.73

0.84

3.74

‐0.07

‐3.94

0.07

63.7

63.7

36.2

83.3

93.2

82.7

88.8

79.4

633 Man Commodities Fund I USD

USD

643 Market Access III ‐ RICI Enhanced Commdity Index R EUR

2.18

2.18

3.54

‐13.0

‐6.34

17.5

‐0.72

‐19.7

0.74

48.2

48.2

67.2

35.1

54.9

38.0

46.5

42.5

15.6

740 Nomura Macro Commodity Strategy MaCS Fund I E EUR

0.90

0.90

0.39

0.20

1.81

3.25

‐0.17

‐1.95

‐0.12

29.3

29.3

31.0

81.4

80.3

94.9

79.3

92.5

89.7
84.5

1.59

78.4

642 Market Access III ‐ Kenmar Liquid Commodity Index EUR

782 Parvest Commodities Arbitrage I

USD

3.27

3.27

3.70

6.68

10.4

3.86

2.61

‐1.97

‐0.09

72.4

72.4

68.9

92.5

96.0

91.4

96.5

90.7

788 Parvest World Agriculture C USD

USD

‐3.82

‐3.82

‐3.64

‐20.9

‐15.1

27.8

19.0

‐1.22

‐23.9

0.56

1.70

1.70

10.3

1.80

5.80

90.9

15.6

5.10

7.40

44.9

799 PIMCO GIS CommoditiesPLUS™ Strategy Fund E EUR USD

2.30

2.30

2.89

‐16.8

‐14.2

19.7

18.1

‐1.01

‐22.0

0.70

53.4

53.4

62.0

16.6

9.80

86.3

25.9

18.9

22.2

24.2

817 Pioneer Funds ‐ Commodity Alpha A USD

USD

7.08

7.08

4.41

‐13.1

‐16.7

17.9

‐0.85

‐23.7

0.45

94.8

94.8

77.5

33.3

3.90

27.6

32.7

9.20

51.8

829 Prim Commodities R

EUR

6.61

6.61

6.65

21.0

‐0.64

0.77

93.1

93.1

89.6

12.1

53.4

830 Prim’ Agriculture R

EUR

‐1.11

‐1.11

‐1.92

‐9.36

‐6.42

873 Russell OpenWorld Commodities Long Neutral Strat USD

2.50

2.50

2.39

‐2.62

‐3.27

889 Salus Alpha Commodity Arbitrage 

EUR

‐0.55

‐0.55

‐5.30

‐1.40

2.56

28.7

16.2

‐0.59

‐15.8

0.55

12.0

12.0

17.2

55.5

52.9

12.6

‐0.36

‐7.66

0.27

56.8

56.8

51.7

74.0

68.6

‐1.51

5.02

‐0.38

‐6.68

0.10

15.5

15.5

3.40

79.6

84.3

95.4

8.70

53.5

56.8

57.4

46.6

72.5

70.6

79.6

69.0

4.50

88.0

68.9

81.4

77.6

902 Schroder Alternative Solutions Commodity Fund A A USD

2.74

2.74

2.22

‐12.7

‐7.82

13.1

14.3

‐0.88

‐18.7

0.61

62.0

62.0

48.2

38.8

47.0

36.3

58.7

31.0

53.7

39.7

946 Spaengler Strategic Commodity Fund (RT)

EUR

2.50

2.50

2.29

‐11.9

‐8.98

16.4

17.3

‐0.76

‐20.2

0.61

58.6

58.6

50.0

40.7

43.1

72.7

43.2

39.6

37.0

41.4

952 STAY‐C Commodity Fund UI

EUR

‐0.68

‐0.68

‐4.88

‐17.3

‐11.0

13.6

‐1.42

‐20.1

0.42

13.7

13.7

5.10

12.9

27.4

63.8

3.40

38.8

55.2

982 THEAM Harewood Commodities Long/Short A EUR EUR

2.14

2.14

3.70

‐2.90

1.47

11.0

‐0.29

‐9.15

0.23

46.5

46.5

70.6

72.2

76.4

74.2

72.4

77.7

70.7

986 THEAM Harewood Oscillator Commodities A EUR

EUR

‐0.01

‐0.01

‐4.03

‐19.1

‐13.7

8.88

13.5

‐1.46

‐21.3

0.65

22.4

22.4

8.60

5.50

11.7

18.1

65.6

0.00

24.0

36.3

987 THEAM Harewood Oscillator Commodities Core A E EUR

1.24

1.24

‐0.32

‐17.4

‐10.1

10.8

27.2

997 Threadneedle Enhanced Commodities Portfolio AEH EUR

4.17

4.17

6.62

‐8.70

‐5.98

18.1

‐1.11

‐22.5

0.70

34.4

34.4

25.8

11.1

35.2

18.2

‐0.44

‐18.8

0.75

79.3

79.3

87.9

57.4

56.8

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

24.2

10.3

20.3

25.9

22.5

67.2

50.0

13.8

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

Commodities
Data

31.03.2012

#

Fund Name

64

Average Commodities

1002 Tiberius Absolute Return Commodity OP R

Page 167

Rankings raw data

Rankings percentiles
12 months

CCY Rolling 12m
EUR

12 months

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

2.16

2.16

2.04

‐8.22

‐5.55

13.6

14.4

‐0.29

‐15.7

0.41

‐3.43

‐3.43

0.69

‐1.77

‐1.31

2.89

6.24

‐0.68

‐6.41

0.40

YTD

3m

6m

12m

2011

2010

Vola Sortino MaxDD Eq‐Crl.

3.40

3.40

34.4

77.7

74.5

13.6

81.1

50.0

83.3

58.7

1012 Torrus Funds ‐ MLCX Commodity Enhanced Beta Fu EUR

2.14

2.14

6.48

‐9.36

‐3.50

17.8

‐0.47

‐19.0

0.77

44.8

44.8

84.4

53.7

66.6

29.4

65.5

48.1

5.20

1031 UBS (Lux) Struct. SICAV ‐ "Rogers International Com EUR

3.16

3.16

7.21

‐14.5

‐8.14

13.5

20.1

‐0.73

‐23.6

0.76

68.9

68.9

93.1

29.6

45.0

50.0

13.8

43.1

12.9

12.1

1034 UniCommodities

‐0.42

‐0.42

‐0.38

‐18.3

‐12.9

13.1

17.7

‐1.07

‐20.9

0.73

20.6

20.6

24.1

7.40

15.6

40.9

32.8

12.0

29.6

17.3

EUR

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide
For European Professional Investors Only

8. Fund of Funds/Multi‐Manager

Multi‐Strategy
Single‐Strategy
Indexing
Absolute Return

April 2012
Page 168

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

FoFs
Data

31.03.2012

#

Fund Name

Returns

Statistics

2012
CCY Rolling 12m

126 Average FoFs
1067 Abante Bolsa Absolute A FI

Page 169

EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

1.45

0.97

0.86

‐0.40

‐0.95

‐1.21

0.38

‐2.52

‐1.22

0.03

‐0.82

‐0.03

‐5.41

3.85

7.19

5.28

‐1.33

‐7.75

0.26

2.45

1.86

0.76

‐0.19

‐0.12

‐0.99

‐0.60

‐3.23

‐1.11

1.84

‐0.09

0.89

‐4.07

6.38

15.1

5.35

‐0.38

‐6.99

0.76

1068 Aberdeen MM Diversified Alpha Portfolio

GBP

2.27

0.81

1.20

0.24

‐0.28

‐0.68

0.30

‐2.06

‐1.40

0.68

‐0.45

‐0.10

‐4.72

9.11

22.7

3.68

‐0.71

‐4.51

0.49

1069 Absolute Insight

GBP

2.68

0.81

1.45

0.40

‐0.39

‐0.32

0.40

‐1.42

‐1.04

0.41

‐0.73

0.08

0.24

9.16

10.3

2.81

‐0.17

‐3.39

‐0.18

1070 AC Multistrategy ‐ Branca Tactical Fund EUR B

EUR

1.81

1.40

0.59

‐0.18

‐1.12

‐1.32

0.23

‐2.79

‐1.38

0.74

‐0.80

‐0.60

‐7.93

3.29

‐1.68

‐6.92

0.54

1071 Active Trading Fund A Euro

USD

0.04

1.01

0.49

‐1.44

‐1.36

‐1.23

0.49

‐1.81

‐2.19

0.24

‐2.59

0.11

3.96

‐1.98

‐8.57

‐0.06

1072 Adepa Incometric Mora Absolute Return A1 EUR

EUR

‐0.39

‐0.47

0.43

‐0.35

1073 Amundi Arbitrage Multimanagers

EUR

1074 Amundi Funds Multimanagers L/S Equity AC

EUR

0.00

0.00

0.00

0.00

‐1.10

‐0.87

‐0.48

‐4.15

‐0.47

‐0.04

‐0.80

0.07

‐6.28

1075 APM Alternative I

EUR

0.00

0.00

0.00

0.00

‐1.54

‐1.07

0.48

‐2.47

‐0.38

‐0.31

‐0.48

‐0.08

‐4.12

1076 Axiom Fund ‐ UCITS Alternative Investable Index A

EUR

2.12

1.01

0.97

0.13

‐0.72

‐1.55

1.13

‐2.15

‐1.50

0.16

‐0.67

‐0.05

1.03

3.03

‐0.22

3.36

‐2.23

‐7.71

0.03

4.13

‐1.50

‐7.07

0.00

3.79

‐0.94

‐5.42

0.62

1077 Axiom Global Diversified

EUR

2.52

0.66

2.03

‐0.18

‐1.80

‐1.63

1.96

‐0.80

‐2.47

‐1.43

‐0.93

‐0.02

‐5.85

5.16

‐1.06

‐7.08

0.02

1078 Barclays Multi Alfa FI

EUR

0.94

0.54

0.64

‐0.25

‐0.16

‐0.66

0.35

‐0.38

‐0.97

0.31

‐0.43

0.00

‐1.52

2.39

1.21

2.25

‐0.60

‐2.22

0.46

1079 Barclays Multifondo Alternativo

EUR

1.33

0.80

0.55

‐0.03

0.00

‐1.23

0.86

‐0.83

‐1.00

0.35

‐0.52

0.16

‐1.50

0.70

0.14

2.12

‐0.67

‐2.53

0.51

4.54

‐0.82

‐7.24

0.06

7.15

11.3

4.96

‐0.69

‐6.03

0.45

3.87

‐2.33

‐11.1

0.19

4.69

‐1.47

‐6.70

0.69

4.12

‐1.24

‐8.94

0.05

3.47

‐0.86

‐5.06

‐0.09

10.9

‐0.99

‐13.0

0.11

1080 BSI Multinvest Alternative UCITS A

EUR

3.59

1.49

1.87

0.19

‐0.61

‐0.73

‐0.29

‐3.37

‐1.75

0.63

‐0.77

‐0.22

‐5.84

1081 CF JOHIM Alternatives A

EUR

4.42

3.00

1.21

0.16

‐0.82

‐0.68

0.46

‐1.86

‐2.19

1.67

‐1.51

‐0.67

‐5.30

1082 Clariden Leu (Lux) Liquid Alternatives Fund H CHF

CHF

3.03

1.44

1.29

0.27

‐0.94

‐1.78

‐0.39

‐5.01

‐1.78

‐0.60

‐0.18

‐0.56

‐10.7

1083 Collins Stewart Alternative Strategies Fund

GBP

0.52

0.83

0.98

‐1.29

‐0.66

‐0.61

‐0.35

‐3.43

‐1.45

0.87

‐0.60

‐0.13

‐5.26

‐0.34

1084 CompAM Fund Multimanager Target Alpha

EUR

3.80

1.69

1.80

0.27

‐1.27

‐1.16

0.80

‐3.13

‐0.98

‐0.74

‐1.81

‐0.94

‐8.87

4.94

8.91

8.86

22.8

1085 Credit Suisse Solutions (Lux) Prima Multi‐Strategy R CHF

2.55

0.56

1.60

0.36

‐0.77

‐0.99

0.57

‐2.21

‐0.78

‐0.05

‐0.51

‐0.23

‐4.29

1086 Credit Suisse Solutions Lux ‐ CS Tremont AllHedge In EUR

7.81

3.51

0.35

3.78

1.05

‐1.48

0.87

‐3.50

‐3.57

‐1.10

‐0.62

‐2.71

‐10.1

1087 Crown Managed Futures UCITS Class C EUR

EUR

2.06

1.10

1.03

‐0.08

‐5.35

‐3.17

4.18

‐0.11

0.37

‐5.81

‐0.64

0.66

11.2

‐0.41

‐10.8

‐0.02

1088 DB Equity Strategies Hedge Fund ETF Index

USD

3.08

1.59

1.36

0.10

‐1.29

‐0.70

‐1.01

‐2.14

‐3.23

2.05

‐0.11

‐0.53

7.98

‐0.68

‐8.49

0.81

1089 DB Evolution One FI

EUR
6.85

‐1.03

‐9.25

0.84

7.08

‐0.89

‐6.85

‐0.29

1090 DB Hedge Fund ETF Index

USD

2.62

1.65

1.24

‐0.28

‐0.80

‐1.62

‐0.46

‐3.03

‐2.27

0.97

‐0.77

‐0.39

‐7.54

1091 DB Platinum dbX‐Macro Trading Index Fund I1C

USD

‐2.17

‐0.74

‐0.10

‐1.34

‐2.22

‐2.36

2.74

‐0.39

1.28

‐4.23

0.33

0.23

‐4.87

2.77

1092 DB Platinum dbX‐THF Credit and Convertible Index  EUR

5.03

3.05

1.62

0.29

0.26

‐0.82

0.65

‐3.08

‐2.84

1.67

‐1.49

0.29

‐1.65

4.40

‐0.47

‐7.54

0.56

1093 DB Platinum dbX‐THF Equity Hedge Fund Index I1C USD

5.14

2.23

1.95

0.88

‐1.34

‐1.02

‐1.24

‐3.48

‐3.03

2.41

‐0.50

‐0.33

‐7.11

8.54

‐0.49

‐10.1

0.92

1094 DB Platinum dbX‐THF Equity Market Neutral Index F USD

0.73

0.66

0.42

‐0.36

‐0.91

‐0.27

‐0.67

‐1.60

‐0.06

0.01

‐0.37

‐0.28

‐6.23

2.79

‐1.98

‐4.81

0.76

1095 DB Platinum dbX‐THF Event Driven Index Fund I1C

USD

4.76

2.53

1.39

0.78

‐1.16

‐2.27

‐1.19

‐3.03

‐3.31

2.09

‐1.04

‐0.72

‐8.35

8.07

‐0.89

‐11.3

0.92

1096 DB Platinum dbX‐THF Systematic Macro Index Fund USD

‐2.84

‐0.97

‐0.20

‐1.70

‐2.44

‐2.42

3.34

‐0.25

1.68

‐4.22

0.65

0.15

‐4.09

8.07

‐0.65

‐7.44

‐0.33

Statistics are based on weekly data. Volatility is annualized. Sortino‐Ratio with risk‐free rate of 1%. Maximum Drawdown only if more than 12 months data. Equity Correlation relative to the MSCI World.

www.ucitsfunds.eu

Alternative UCITS Performance Guide

April 2012

For European Professional Investors Only

FoFs
Data

31.03.2012

#

Fund Name

Returns

Statistics

2012
CCY Rolling 12m

126 Average FoFs
1097 DB Platinum III DB‐HEAL Index Fund I1D

Page 170

EUR

12 months

2011

YTD

Jan

Feb

Mar

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

2010

2009

Vola Sortino MaxDD Eq‐Crl.

1.45

0.97

0.86

‐0.40

‐0.95

‐1.21

0.38

‐2.52

‐1.22

0.03

‐0.82

‐0.03

‐5.41

3.85

7.19

5.28

‐1.33

‐7.75

0.26

2.63

1.55

0.68

0.38

‐1.41

‐1.85

0.05

‐2.79

‐2.21

1.40

‐0.41

‐0.19

4.67

‐1.24

‐8.22

0.74

9.15

‐0.87

‐12.7

0.82

5.59

‐0.66

‐8.70

‐0.12

8.29

‐0.81

‐7.87

‐0.19

2.05

‐1.76

‐3.93

‐0.04

‐3.69

1098 DB Platinum IV ‐ Dynamic Alternative Portfolio

EUR

3.97

2.48

2.51

‐1.03

0.29

‐3.65

0.11

‐2.30

‐5.25

2.64

‐0.65

‐1.32

‐6.66

1099 DB PWM II ‐ Absolute Return Fund (EUR)

EUR

3.80

2.06

1.37

0.33

‐1.02

‐1.51

0.12

‐4.07

‐1.37

0.69

‐1.09

‐0.37

‐7.08

1100 Delta Fonds Group ‐ Delta Absolute Return

EUR

0.00

0.00

0.00

0.00

‐1.46

‐2.35

3.45

0.15

‐3.04

‐1.51

‐1.15

‐0.44

‐8.90

1101 Dexia DMM Alternative C EUR

EUR

0.75

0.39

0.27

0.09

‐0.92

‐1.02

‐0.27

‐1.10

0.02

‐0.51

0.27

‐0.35

‐3.26
‐2.11

1.50
‐1.62

1102 Dexia Multi Strategies

EUR

0.91

0.52

0.20

0.18

0.01

‐1.15

‐0.40

‐1.74

0.24

‐0.31

0.16

0.70

1103 DIAMAN Sicav Artificial Intelligence FoF I

EUR

‐0.19

‐0.36

0.26

‐0.09

‐1.31

‐0.55

‐0.33

‐2.63

‐1.68

‐1.02

‐0.81

0.68

0.57

1104 Diversified Growth Company Flexible Allocation A E EUR

0.00

0.00

0.00

0.00

0.00

0.00

‐1.28

‐7.79

‐2.49

1.98

‐1.84

1.08

‐11.9

1105 DWS Best Global FX Selection Plus

EUR

‐1.46

0.48

‐0.20

‐1.74

‐2.31

‐1.42

0.98

‐2.84

0.97

‐1.21

‐0.22

‐0.42

‐5.47

1.39

1106 EFG Optimum B

EUR

0.65

0.38

0.46

‐0.19

‐0.11

‐0.96

0.05

‐1.01

0.43

0.12

‐0.29

0.09

‐0.86

3.34

1107 EGI Plurima Alpha Strategy Fund 

EUR

12.3
‐5.47
5.73

‐2.04

2.17

‐1.31

3.05

‐3.04

0.13

8.37

‐1.42

‐12.9

‐0.06

3.86

‐2.06

‐7.74

0.01

1.77

‐0.77

‐2.23

0.35

0.20

1108 ESPA Alternative Diversified VT

EUR

‐0.36

‐0.36

0.00

0.00

‐1.24

‐1.71

‐0.21

‐6.60

‐1.42

0.39

‐0.26

5.85

9.00

‐1.10

‐11.7

0.31

1109 Eurizon MultiManager Stars Port Alpha I

EUR

2.29

0.18

0.88

1.21

‐0.26

‐1.23

‐0.21

‐1.97

1.46

‐2.70

1.26

‐0.43

5.53

‐0.47

‐4.92

0.37

1110 Foncaixa 134 Gestion Dinamica V3

EUR

2.31

1.22

0.93

0.15

‐0.39

‐0.73

‐0.35

‐2.11

‐0.95

0.63

‐0.30

‐0.33

3.19

‐0.96

‐4.68

0.81

1111 FundQuest International Alpha Plus

EUR

1.23

1.14

0.82

‐0.73

‐0.40

‐0.50

0.05

‐1.67

0.56

0.14

0.06

‐0.23

2.13

‐0.26

‐2.76

0.07

5.68

‐0.86

‐7.25

0.82

7.51

‐0.04

‐7.86

‐0.18

3.76

‐1.26

‐6.79

0.15

‐3.44

2.03

1112 FundQuest International Target Ret Conserv

EUR

1.57

1.62

1.07

‐1.11

‐0.79

‐1.00

‐0.04

‐2.00

‐2.57

2.17

‐1.21

0.53

‐4.92

0.80

1113 GAM Star Composite Absolute Return EUR 

EUR

4.92

2.08

2.08

0.69

‐1.23

‐0.89

‐0.27

‐2.53

‐2.48

2.43

‐2.06

0.81

‐5.48

3.94

1114 GAM Star Trading USD

USD

2.37

1.64

0.86

‐0.15

‐2.37

‐1.45

0.26

‐1.28

‐1.60

0.82

‐1.21

0.22

1115 Gartmore MultiManager Absolute Return I

GBP

1116 Gestielle Multimanager Absolute Return Classe R

EUR

1117 Global Absolute Return OP

EUR

5.49

5.36

2.31

‐2.14

‐3.00

‐1.40

‐0.13

‐10.1

‐3.74

3.61

‐2.52

‐1.19

‐19.3

14.0

‐0.96

‐19.4

0.72

1118 Gottex Absolute Return (UCITS) Fund A EUR Retail

EUR

2.86

1.43

1.35

0.06

‐1.52

‐1.56

‐0.25

‐3.40

‐1.46

‐0.91

‐0.36

‐0.63

‐7.68

3.69

‐1.87

‐9.73

0.02

1119 HDF Marlin C EUR

EUR

2.08

0.94

1.24

‐0.10

‐1.27

‐0.70

‐0.08

‐2.53