"Alternative Alternatives" investment funds lost 0.14% in March, +0.66% YTD
The Opalesque A SQUARE Index lost 0.14% in March after an estimated gain of 0.8% through February, bringing the year-to-date performance to +0.66%. Get more information about Opalesque A SQUARE index: http://www.opalesquesolutions.com/asquare/index.php?option=com_content&task=commentary&id=4
The A SQUARE Funds of Funds Index performed almost flat in March with a loss of 0.08% after gaining an estimated 0.94% through February. Year-to-date, the index gained 0.86%.
Over the last 12 months, performance of the A SQUARE Index ranged between a gain of 3.12% in September 2010 and a loss of 1.97% in May 2010, with 9 positive and 3 negative months. In a difficult month affected by political unrests in the MENA region and the Japan quake, "Alternative Alternatives" funds performed similar to hedge funds: The HFRI Fund Weighted Composite Index returned 0.01% in March (+9.98% over the last 12 months). The MSCI World Index, however, posted a loss of 1.24% in March (+12.34% over the last 12 months).
In terms of absolute and relative risk, both the A SQUARE Index and the A SQUARE Funds of Funds Index did better than their benchmarks over the analyzed 12-month period: Volatility (defined as annualized standard deviation) was 5.05% for the A SQUARE Index and 5.21% for the FoF Index, compared to 6.18% for the HFRI and over 19.54% for the MSCI World. The maximum drawdowns in the last 12 months were 2.35% for the A SQUARE Index and 3.12% for the A SQUARE Funds of Funds Index, compared to 3.84% for the HFRI and 13.7% for the MSCI World.
Market risk, measured by the corresponding beta values, was low for both A SQUARE indices, a result of the small volatility and low correlation of the funds listed in the A SQUARE database with both equity markets and hedge fund strategies (0.22 and 0.79 respectively for the A SQUARE Index).
Historically, the A SQUARE single manager funds delivered steady, double-digit returns from 2004 to 2010 (with the exception of the financial crisis year 2008), ranging between 10.94% in 2010 and 14.85% in 2005, and outperforming the HFRI Fund Weighted Composite Index four times. During the crisis year of 2008, the A SQUARE Index provided significant downside protection, ending the year 2008 down 5.87%, compared to a HFRI decline of around 20%.
In 2003, with the publication of its daily Alternative Market Briefing, Opalesque successfully launched an information revolution in the hedge fund media space: "Opalesque changed the world by bringing transparency where there was opacity and by delivering an accurate professional reporting service." - Nigel Blanchard, Culross. This hybrid financial news service, which combines proprietary industry news stories and filtered third party reports, has been credited by many industry insiders with delivering precise, accurate, and vital information to a notoriously guarded audience.
Each week, Opalesque sends out over 700,000 editions of its seventeen publications to a global readership in over 170 countries. Opalesque is the only daily hedge fund publisher which is actually read by the elite managers themselves (http://www.opalesque.com/op_testimonials.html).
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