Fri, Feb 12, 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. Credit Suisse cherry picks hedge fund ideas[more]

    From FT.com: Credit Suisse Asset Management plans to cherry pick profitable concepts from hedge funds with the launch in Europe of a “best ideas” strategy. The investment arm of the Swiss bank said the strategy will separate it from other funds blighted by “overcrowding problems”. It comes at a time

  2. Investing - Hedge funds bet on risks in U.S. blue-chip debt, Hedge funds bets against bank credit risk paying off, Tiger Global still likes Internet names, gets pointers from Jeter[more]

    Hedge funds bet on risks in U.S. blue-chip debt From WSJ.com: Hedge funds are betting the next bond sector to crack will be the $4.5 trillion market for the safest U.S. corporate debt. New York’s Perry Capital has placed a $1 billion wager against investment-grade bonds issued by 10 comp

  3. Short Selling - Hedge fund manager Kyle Bass is shorting real estate—again, Top US hedge fund has €80m short position in Paddy Power Betfair[more]

    Hedge fund manager Kyle Bass is shorting real estate—again From Fortune.com: He also predicted the mortgage crisis in 2008. Hedge fund manager Kyle Bass, who runs Dallas-based Hayman Capital, tanked the stock of a little-known real estate financier Friday by revealing that he is shorting

  4. Investing - Real estate secondaries sole 'bright spot' in 2015, As hedge funds stumble, one firm prepares to buy illiquid stakes[more]

    Real estate secondaries sole 'bright spot' in 2015 From IPE.com: The secondary market for property was the sole “bright spot” over the course of 2015, as hedge fund secondaries saw deals fall by two-thirds, according to a wide-ranging survey of the market. Setter Capital said 2015 saw th

  5. Asia - Hedge fund manager Kyle Bass estimates China's foreign reserves below critical level[more]

    From Nasdaq.com: Investor Kyle Bass stepped up his attack on China's currency, arguing in an investor letter distributed Wednesday that the second-largest economy's foreign reserves are "already below a critical level." The comments mark the latest effort by hedge funds and other investors to raise