Fri, Oct 28, 2016
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. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  2. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  3. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso

  4. Barclay CTA Index down 0.40% in September (+0.10% YTD)[more]

    Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date. “The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHe

  5. Opalesque Exclusive: Meet Emma, your friendly A.I. helper[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Shaunka Khire, who co-designed an artificial intelligence (AI) robot called EMMA/MANSI, talks to Opalesque