Wed, Jul 1, 2015
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. Opalesque Exclusive: New systematic strategy managed alongside research firm outperforms S&P500[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: An emerging CTA manager explains how he runs his strategy, which is based on an index produced by a research firm. Peter Turk is head of

  2. Larry Robbins' hedge fund Glenview buys 1m Tenet Healthcare shares[more]

    Komfie Manalo, Opalesque Asia: Glenview Capital Management said it bought an additional 979,482 shares at Tenet Healthcare Corp valued at $53.80 million, raising its stakes in the healthcare services company to 15.16%, reported

  3. Hedge funds panic over Greece[more]

    Komfie Manalo, Opalesque Asia: Some investors are in panic mode as Greek Prime Minister Alexis Tsipras announced Sunday night that the banks and the stock market would be closed Monday, said

  4. Alternative investment industry could grow to $13.6tln in five years[more]

    Komfie Manalo, Opalesque Asia: Leading auditing and advisory group PwC said that the global alternative investment industry, which includes hedge funds, private equity and real assets, is set to increase to $13.6tln within the next five years. "Be

  5. Qbasis gets $200m-plus investment in 'black swan' hedge fund[more]

    From Reuters.com: A hedge fund that more than doubled clients' money during the 2008 financial crisis has attracted more than $200 million from an investor aiming to cash in on fresh ructions in global markets. Qbasis Invest has secured the investment from Britain's Omada Capital, Florian Wagner, wh

 

banner