|
Hedge
Fund Strategy Indices
|
Returns
|
Volatility
|
Sharpe
Ratio
|
|
|
MTD
|
YTD
|
1-Year
|
1-Year
|
5-Year
|
|
DIRECTIONAL
|
|
|
|
|
|
|
Lyster
Watson Credit Fixed Income Index
|
0.37%
|
4.91%
|
13.39%
|
2.29%
|
0.91
|
|
Lyster
Watson Directional Macro Index
|
-1.57%
|
-0.70%
|
4.53%
|
4.45%
|
1.11
|
|
Lyster
Watson Long/Short Equity Developed Asia Index
|
-1.92%
|
-0.66%
|
10.43%
|
6.81%
|
0.39
|
|
Lyster
Watson Long/Short Equity Emerging Market Index
|
-2.34%
|
-0.14%
|
16.63%
|
7.99%
|
0.71
|
|
Lyster
Watson Long/Short Equity Global Index
|
-0.92%
|
2.90%
|
12.95%
|
6.48%
|
0.49
|
|
Lyster
Waston Long/ShortEquity North America Index
|
-0.69%
|
3.66%
|
14.50%
|
8.28%
|
0.48
|
|
Lyster
Watson Long/Short Equity Western Europe Index
|
-1.07%
|
0.21%
|
9.76%
|
5.14%
|
0.41
|
|
|
|
|
|
|
|
|
EVENT
DRIVEN
|
|
|
|
|
|
|
Lyster
Watson Distressed Investment Index
|
-0.71%
|
4.49%
|
14.77%
|
4.82%
|
0.50
|
|
Lyster
Watson Event Equity Index
|
0.11%
|
3.96%
|
12.11%
|
5.50%
|
0.57
|
|
|
|
|
|
|
|
|
RELATIVE
VALUE
|
|
|
|
|
|
|
Lyster
Watson Convertible Arbitrage Index
|
0.05%
|
2.74%
|
13.68%
|
3.51%
|
0.49
|
|
Lyster
Watson Market Neutral Equity Index
|
0.35%
|
1.75%
|
3.78%
|
1.49%
|
0.53
|
|
Lyster
Watson Volatility Arbitrage Index
|
2.27%
|
0.80%
|
9.84%
|
3.85%
|
1.66
|
|
|
|
|
|
|
|