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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

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