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Five out of seven IndexIQ investable hedge fund replication indexes positive in February

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Five out of seven of IndexIQ’s proprietary family of investable hedge fund replication indexes recorded positive returns in February.

The IQ Hedge Long/Short Beta Index led the way with a return of 3.16%, followed by the 
IQ Hedge Event-Driven Beta Index (2.65%), the IQ Hedge Market Neutral Beta Index (1.61%), the IQ Hedge Composite Beta Index (1.18%) and the IQ Hedge Emerging Markets Beta Index (1.01%).

The IQ Hedge Fixed Income Arbitrage Beta Index and the IQ Hedge Global Macro Beta Index both ended the month in negative territory with returns of -0.68% and -0.67%, respectively.

Designed as investable benchmarks that replicate the performance characteristics of sophisticated hedge fund strategies, the IQ Hedge benchmark indexes were originally introduced on 30 March, 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.

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.

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