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
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.
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* 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.