Wed, Oct 1, 2014
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   |   

Banner

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. Legal - Court throws out lawsuits related to Fannie Mae, Freddie Mac profits, Insider case by SEC is a step removed from Herbalife itself, SEC grants Citigroup waivers, easing hedge-fund curbs[more]

    Court throws out lawsuits related to Fannie Mae, Freddie Mac profits From WSJ.com: A group of Wall Street investors on Tuesday suffered a blow in their attempts to sue the federal government over their treatment of the shareholders of mortgage finance giants Fannie Mae and Freddie Mac af

  2. Launches - Goldman Sachs Asset Management launches GS Long Short Fund, Western & Southern launching international hedge fund, Lansdowne Partners plans energy hedge fund, RBC Global Asset Management launches new RBC Funds (Lux) - Asia Ex-Japan Fund, PVE Capital latest credit strategy to launch on the Sciens managed account platform[more]

    Goldman Sachs Asset Management launches GS Long Short Fund From Marketwatch.com: Goldman Sachs Asset Management has announced the launch of the Goldman Sachs Long Short Fund, which pursues high conviction investment ideas in global equity markets through a fundamental, bottom-up approach

  3. CalPERS’ move might alter hedge fund fees for good[more]

    Benedicte Gravrand, Opalesque Geneva: When CalPERS, the California Public Employees’ Retirement System, announced on September 15th that it was unwinding its hedge-fund portfolio, it was seen by many as is a significant blow to the sector’s appeal. The Fund is

  4. Opalesque Exclusive: Institutions eye private credit over traditional fixed income[more]

    Bailey McCann, Opalesque New York: Investing in private insurance, realty tax receivables, or investment-grade short-term accounts receivable may not spring to mind as a means of mitigating risk in a portfolio, but one firm, New York-based BroadRiver Asset Management is out to change all that. Th

  5. Short-term trading quant fund beats S&P since '09[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A relatively new multi-strategy, market-neutral quantitative hedge fund has managed to outperform the S&P500 and the HFRX Global since 2009. New Jersey-ba