Thu, Apr 24, 2014
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   |   
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. …And Finally – Flight attendant has passengers rolling in aisle[more]

    From Orange.co.uk: A video of a US flight attendant turning her safety talk into a comedy routine is proving a huge hit online. More than five million people have watched the clip of Marty Cobb which has her passengers rolling with laughter on a Southwest Airlines flight to Salt Lake City.

  2. Niche Investing – Wealthy investors flock to fine art funds[more]

    From Clickorlando.com: Wealthy investors looking to diversify beyond stocks and bonds are now turning to an unusual money-making vehicle -- the art investment fund. The name says it all: These funds invest in fine art and seek returns by acquiring and selling high-end pieces for profit. Growth

  3. Opalesque Exclusive: Rainwater and Blue Sky - an Australian water fund emerges[more]

    Bailey McCann, Opalesque New York: Financial reporters often tout new funds and investments as uncorrelated investments, but few can say they are uncorrelated to everything but weather. Enter Blue Sky Alternative's water fund which invests in the permanent rights to Australia's water. Sev

  4. University of Michigan allocates $242m to six managers[more]

    From PIonline.com: University of Michigan, Ann Arbor, invested or committed a total of $242 million to one traditional equity manager and five alternative investment funds from its $9 billion endowment. University regents approved the hire of Mittleman Investment Management to run $35 million in act

  5. Performance – Odey flagship hedge fund suffers brutal March as shorts rise, Blackstone first-quarter profit rises 30% on higher fees[more]

    Odey flagship hedge fund suffers brutal March as shorts rise From Valuewalk.com: The tide has turned for the worse for one of Europe’s best performing hedge funds. Crispin Odey’s flagship hedge fund, Odey European has suffered a 4.63% decline for the year after slipping 7.2% in March, ac