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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


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