Sat, Aug 19, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Lyxor Global Hedge Fund Index records negative performance of -2.15% in June (-1.85% YTD)

Wednesday, July 13, 2011
Opalesque Industry Update - The Lyxor Hedge Fund Index was down -2.15% in June. Year-to-date performance* as of June 2011 is down -1.85%. The month of June was quite volatile and recorded negative performances for the majority of Hedge Fund strategies, while some of them still remain positive year-to-date.

The top performing strategies year-to-date are Lyxor L/S Equity Variable Bias Index (+2.03%) and Lyxor L/S Equity Market Neutral Index (+2.01%).

The Lyxor Hedge Indices are investable, asset-weighted indices, designed to offer investors straightforward access to hedge fund performance. The indices are based on Lyxor’s managed account platform that covers all the major hedge fund strategies and benefits from a high level of transparency and risk control, while ensuring weekly liquidity. The Lyxor Hedge Fund Index range comprises 17 indices ranging from global to mono-strategy or thematic indices. The Lyxor Hedge Fund Index (Global Index) reflects the average performance of all 14 strategy indices, thereby offering direct exposure to the global hedge fund universe.

Lyxor Hedge Fund Indices Jun 2011 YTD

Performance* Performance*



Global Index

Lyxor Hedge Fund Index -2.15% -1.85%



Strategy Indices

Lyxor L/S Equity Long Bias Index -2.29% 0.29%
Lyxor L/S Equity Market Neutral Index -1.46% 2.01%
Lyxor L/S Equity Short Bias Index 1.12% -15.16%
Lyxor L/S Equity Statistical Arbitrage Index -1.01% 0.50%
Lyxor L/S Equity Variable Bias Index -0.95% 2.03%
Lyxor Convertible Bonds & Volatility Arbitrage Index -0.61% 1.05%
Lyxor Distressed Securities Index -1.17% 1.01%
Lyxor Merger Arbitrage Index -1.27% 1.72%
Lyxor Special Situations Index -3.72% -4.10%
Lyxor L/S Credit Arbitrage Index -0.87% 1.32%
Lyxor Fixed Income Arbitrage Index -2.21% -1.61%
Lyxor CTA Long Term Index -2.72% -5.87%
Lyxor CTA Short Term Index -1.15% -1.35%
Lyxor Global Macro Index -2.93% -4.45%



Thematic Indices

Lyxor Top 10 Index -2.96% -2.70%
Lyxor Credit Strategies Index -1.66% -0.46%

Corporate website: Source

* 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, 2010 through June 30 2011.

- FG

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. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. Comment: "Long-Term Investing": What managing drawdown risk can do to your long-term returns[more]

    Matthias Knab, Opalesque: Real Investment Advice writes on Harvest Exchange: Last week, I was having lunch with a prospective portfolio management client discussing the curre

  3. Jasper Capital International joins Hedge Fund Standards Board[more]

    Komfie Manalo, Opalesque Asia: Diversified and systematic investment firm Jasper Capital International has become the second China-based signatory to the Hedge Fund Standards Board (HFSB), an organization that brings hedge fund managers and investors together to set standards for the hedge fund i

  4. Investing - Hedge-fund honchos including David Tepper are loading up on Alibaba, Billionaire hedge fund manager Stanley Druckenmiller is betting big on the Chinese consumer, Big-name U.S. hedge funds shed healthcare stocks during the rally in second-quarter, U.S. hedge funds bearish on FAANG stocks in second-quarter, Hedge fund titan Viking Global made a $680 million bet on scandal-plagued Wells Fargo[more]

    Hedge-fund honchos including David Tepper are loading up on Alibaba From CNBC.com: David Tepper's Appaloosa Management and three other he ge funds took new stakes in Chinese e-commerce giant Alibaba in the second quarter, according to the latest quarterly filings. Appaloosa disclos

  5. FinTech - Danger: Crowdfunding on the wrong platform could force you to go public[more]

    From LinkedIn.com: Some equity crowdfunding platforms are putting startups at serious risk. Working with a platform that doesn't structure your deal appropriately could jeopardize your ability to raise future capital or worse, force you to become a public reporting company. The emergence of eq