Fri, Sep 30, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Lyster Watson publishes August results for True Alpha hedge fund indices

Tuesday, September 21, 2010
Opalesque Industry Update - Lyster Watson & Company, a New-York based hedge fund advisory firm that manages more than $1bn in assets, issued its True Alpha hedge fund index results for August:



Returns Volatility Sharpe Ratio
Strategy Indices
MTD YTD 1-Year 1-Year 5-Year
Directional





LW/True Alpha Credit Fixed Income Index 0.55% 8.26% 18.81% 5.60% 0.69

LW/True Alpha Directional Macro Index 1.24% 2.13% 4.97% 3.09% 1.31

LW/True Alpha Long/Short Equity Developed Asia Index 0.36% 0.73% 5.82% 8.67% 0.46

LW/True Alpha Long/Short Equity Emerging Market Index -0.56% 1.95% 14.12% 11.10% 0.67

LW/True Alpha Long/Short Equity Global Index -1.89% -0.98% 4.87% 8.15% 0.38

LW/True Alpha Long/Short Equity North America Index -1.98% -0.44% 6.33% 9.44% 0.25

LW/True Alpha Long/Short Equity Western Europe Index -0.08% 0.14% 3.74% 6.36% 0.36
Event-Driven





LW/True Alpha Distressed Investment Index 0.13% 9.15% 22.55% 7.24% 0.44

LW/True Alpha Event Equity Index -0.81% 4.31% 13.43% 7.01% 0.39
Relative Value





LW/True Alpha Convertible Arbitrage Index 1.05% 5.50% 14.02% 6.31% 0.40

LW/True Alpha Market Neutral Equity Index -0.31% 0.47% 1.57% 1.53% 0.48

LW/True Alpha Volatility Arbitrage Index 4.06% 5.25% 6.21% 5.49% 1.54

Full performance table: Source

- FG

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Studies - Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements, Cambridge: Look to private investments for best access to LatAm growth[more]

    Hedge funds’ study reveals vast disparity in types of investors securing side letter arrangements A new study of the hedge fund space by industry law firm Seward & Kissel LLP reveals a wealth of information regarding established hedge fund managers’ use of side letters—special agreements

  2. Activist News - Caesars 'optimistic' on deal with hedge fund creditors[more]

    From Reuters.com: Caesars Entertainment Corp said on Monday it remains "optimistic" of reaching a $5 billion deal with the bulk of its creditors to push its main operating unit out of bankruptcy, but one hedge fund bondholder said it will pursue litigation. Caesars offered a sweetened $5 billion set

  3. Hedge funds recover from losses as central banks give markets a respite[more]

    Komfie Manalo, Opalesque Asia: The Lyxor Hedge Fund index was up 0.4% from the week ending September 20 (-2.4% YTD), supported by the willingness of central banks to remain accommodative, Lyxor Asset Management said in its weekly briefing. It ad

  4. Perry Capital closing flagship fund after almost three decades[more]

    From Blooomberg.com: Richard Perry, one of the biggest names in hedge funds, is calling it quits after 28 years. Perry, 61, is winding down his New York-based flagship fund as the industry confronts one of the most tumultuous periods in its history. In a letter to investors Monday, he said his style

  5. Eden Rock buys Gottex stake in ERG Asset Management[more]

    Matthias Knab, Opalesque: Eden Rock Group announced the purchase of Gottex’s stake in ERG Asset Management and so the firm is now wholly owned by Eden Rock. The two firms established the joint venture in 2011 to focus on providing cost effective solutions to funds holding illiquid investments, as