Thu, Oct 19, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Lyxor Hedge Fund Index records a positive YTD performance of +3.49% and -0.78% in November

Monday, December 06, 2010
Opalesque Industry Update - The Lyxor Hedge Fund Index was down -0.78% in November. Year-to-date performance* as of November 2010 is up + 3.49%.

The top performing strategies over the month were Lyxor Distressed Securities Index (+1.17%), Lyxor Fixed Income Arbitrage Index (+0.78%), and Lyxor L/S Equity Long Bias Index (+0.45%).

The ‘Lyxor Hedge Indices’ are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform that covers all the major hedge fund strategies and benefits from a high level of transparency and risk control, while ensuring weekly liquidity.

Lyxor Hedge Fund Indices

Bloomberg Ticker

November

2010 Performance*

YtD Performance*

Global Index

Lyxor Hedge Fund Index

LYXRHFI

-0.78%

3.49%

Strategy Indices

Lyxor L/S Equity Long Bias Index

LYXRLSLB

0.45%

3.38%

Lyxor L/S Equity Market Neutral Index

LYXRLSMN

-0.63%

0.51%

Lyxor L/S Equity Short Bias Index

LYXRLSSB

-4.53%

-21.54%

Lyxor L/S Equity Statistical Arbitrage Index

LYXRSTAT

0.03%

-1.41%

Lyxor L/S Equity Variable Bias Index

LYXRLSVR

-1.12%

-0.38%

Lyxor Convertible Bonds & Volatility Arbitrage Index

LYXRCB

0.40%

4.21%

Lyxor Distressed Securities Index

LYXRDIST

1.17%

4.72%

Lyxor Merger Arbitrage Index

LYXRMNA

-1.06%

4.46%

Lyxor Special Situations Index

LYXRSPEC

0.13%

5.39%

Lyxor L/S Credit Arbitrage Index

LYXRCRDT

-1.24%

9.22%

Lyxor Fixed Income Arbitrage Index

LYXRFIAR

0.78%

9.88%

Lyxor CTA Long Term Index

LYXRCTAL

-2.36%

7.53%

Lyxor CTA Short Term Index

LYXRCTAS

-1.96%

-0.85%

Lyxor Global Macro Index

LYXRMACR

-0.99%

3.84%

Thematic Indices

Since Inception**

Lyxor Top 10 Index

LYXRTP10

-0.20%

1.98%

Lyxor Credit Strategies Index

LYXRCDTS

0.04%

6.57%

(*) MTD returns are based on performance from the last estimated NAV of the previous month until the last estimated NAV of the reported month. YTD returns are from December 31, 2009 through November 30, 2010.
(**) Since inception returns are from January 19, 2010 through November 30, 2010.


Created in 1998, Lyxor Asset Management currently manages EUR 91.10 billion (as of October 31st, 2010). A wholly-owned subsidiary of Société Générale Group, belonging to the Corporate and Investment Banking arm of the group, the asset management company specializes in three businesses:
- Alternative Investments
- Structured and Quantitative Management
- Index Tracking

www.lyxor.com


Bg

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. Regulatory - David Stockman: Trump tax reform overhaul is a pipe dream, stocks are heading for 40-70% plunge, Carried interest tax: How much does it matter?, Odey sees 'terrifying' mix in MiFID, tapering, asset values, Hedge funds come together to share cost of MiFID and research, SEC turns up the heat on U.S. investment advisers, India's Sebi asks hedge funds to report investments in commodity derivatives[more]

    David Stockman: Trump tax reform overhaul is a pipe dream, stocks are heading for 40-70% plunge From CNBC.com: David Stockman is warning about the Trump administration's tax overhaul plan, Federal Reserve policy, saying they could play into a severe stock market sell-off. Stockman, the R

  2. North America - Puerto Rico rejects loan offers, accusing hedge funds of trying to profit off hurricanes[more]

    From TheIintercept.com: Puerto Rico has rejected a bondholder group's offer to issue the territory additional debt as a response to the devastation of Hurricane Maria. Officials with Puerto Rico's Fiscal Agency and Financial Advisory Authority said the offer was "not viable" and would harm the islan

  3. Investing - WPP targeted by short-selling American hedge fund, Sun co-founder sells secretive hedge fund on big chip trade[more]

    WPP targeted by short-selling American hedge fund From Cityam.com: An American hedge fund has mounted a bet against WPP, the world's largest advertising group, with a trade worth almost £90m. Lone Pine Capital has built a short position worth 0.51 per cent of the FTSE 100 company,

  4. Hedge funds up as industry adjusts to rising rates[more]

    Komfie Manalo, Opalesque Asia: Hedge funds have reshuffled their portfolio after nearly four weeks of rising rates as the Lyxor Hedge Fund Index was up +0.2% from 19 September to 26 (+1.1% YTD), fuelled by strong results of global macro funds, Lyxor Ass

  5. Manager Profile - How the world's hedge fund king used 'idea meritocracy' to become a billionaire[more]

    From Forbes.com: In 1982, Ray Dalio made what he calls the biggest mistake of his life. He made a bet that there would be an economic collapse stemming from a debt crisis. And he was wrong. He lost money. He lost his client's money. He had to let people go from his firm and borrow money from his dad