Fri, May 22, 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. Comment - Top hedge fund managers talk about how easy their jobs have gotten, BlackRock to Schroders warn of Argentina’s $20bn bond glut, The 35-year “investment supercycle” is drawing to a close, says Bill Gross, Gundlach: When the Fed starts hiking rates, 'GET OUT' of this asset class[more]

    Top hedge fund managers talk about how easy their jobs have gotten From Businessinsider.com.au: Time was, before the financial crisis hit, corporate boards treated multi-billion dollar hedge fund managers like Jehovah’s Witnesses pounding on their doors and flashing bibles. But no more.

  2. T Rowe's challenge to Dell deal may fuel critics of 'appraisal'[more]

    From Reuters.com: An increasingly popular tactic used by hedge funds and others to extract more money from buyouts could soon face a major courtroom test when a big investor in Dell Inc may argue that it should be paid a higher price for the 2013 acquisition of the PC maker. The strategy, known as "

  3. News Briefs - Ergen says LightSquared plan unfairly favors hedge funds, Why hedge fund managers make good advisory clients, I learned a lot about dad-bros after spending 4 days in Vegas with 2,000 hedge funders[more]

    Ergen says LightSquared plan unfairly favors hedge funds LightSquared Inc.’s bankruptcy plan gives hedge funds that invested in the broadband company a leg up while blocking telecommunications firms from competing with it, a fund owned by Dish Network Corp. Chairman Charles Ergen said in

  4. Opalesque Exclusive: Ovation Partners targets opportunities where few "natural lenders" participate[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Changes in financial regulations post-2008 (Dodd-Frank and Basel III) are forcing banks to significantly alter their core lending businesses. And as mid-sized

  5. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging

 

banner