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One out of seven IQ Hedge indexes positive in December

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Just one of IndexIQ’s proprietary family of hedge fund replication and alternative beta indexes recorded positive performance in December.

The IQ Hedge Global Macro Beta Index returned 0.79% for the month while the other six indexes all saw negative returns.

The IQ Hedge Event-Driven Beta Index was the worst performer with a return of -1.52%, followed by the IQ Hedge Emerging Markets Beta Index (-1.06%), the IQ Hedge Long/Short Beta Index (-0.94%), the IQ Hedge Composite Beta Index (-0.62%), the IQ Hedge Fixed Income Arbitrage Beta Index (-0.53%) and the IQ Hedge Fixed Income Arbitrage Beta Index (-0.47%).

Designed as investable benchmarks that replicate the performance characteristics of sophisticated hedge fund strategies, the IQ Hedge benchmark indexes were originally introduced on March 30, 2007, and have been calculating live since that date. IQ Hedge is the first family of investable benchmark indexes covering hedge fund replication/alternative beta strategies.

Since its founding in 2006, IndexIQ has been a pioneer in the development and application of innovative index-based investment strategies. The IQ Hedge Indexes are increasingly being used as the basis of investment products worldwide, and as benchmarks for advisors to determine how well their actively managed hedge funds and alternative mutual funds are actually performing.

IndexIQ Indexes underlie a variety of investment products globally including ETFs, mutual funds, and institutional accounts. IndexIQ products are designed to be liquid, transparent, low cost, and accessible to a broad range of investors, many of which are the first of their kind to be introduced to the market.

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