Tue, Apr 21, 2015
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. Studies - Fund managers bullish on equities, alternative asset classes, Hedge funds starting to spurn emerging markets, Insurance companies take aggressive approach to hedge funds despite restricted exposure[more]

    Fund managers bullish on equities, alternative asset classes From Benefitnews.co: Asset allocation and risk continue to be the top issues for institutional investors in 2015 and, while nobody is sure what the economy will do in 2015, investment fund managers remain positive about investm

  2. Investing - New hedge fund strategy: Dispute the patent, short the stock, David Einhorn bets on AerCap as leasing company avoids turbulence, Top hedge funds reveal these best investing ideas, Hedge funds bet big on PetSmart price bump, Victory Park Capital increases investment in upstart to $500m[more]

    New hedge fund strategy: Dispute the patent, short the stock From WSJ.com: A well-known hedge-fund manager is taking a novel approach to making money: filing and publicizing patent challenges against pharmaceutical companies while also betting against their shares. Kyle Bass, head of Hay

  3. Tiger Global falls 2.9% in March, down 5.3% in Q1[more]

    From Reuters.com: Investment firm Tiger Global Management, one of the hedge fund industry's most closely watched players, told clients that its hedge fund lost 5.3 percent during the first quarter, an investor said on Wednesday. Much of the decline came in March when the fund lost 2.9 percent,

  4. It’s not just hedge funds—IMF study finds stability risks from ‘vanilla’ funds[more]

    From MarketWatch.com: Leveraged hedge funds and banklike money-market funds are the parts of the asset-management industry most associated with risks to financial stability. But a report from the International Monetary Fund suggests that “plain-vanilla” mutual funds and exchange-traded funds also ca

  5. Hedge funds gain 2.4% in Q1 driven by currency and commodity markets[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted positive results last March to conclude a strong first quarter, with performance driven by strong macro trends in currency and commodity markets, complemented by broad-based gains and positioning in event driven, equity hedge and fixed income-b

 

banner