Sat, Jun 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Lyxor Hedge Fund Index records a negative performance of -0.44% in November 2011 (-6.26% YTD)

Wednesday, December 14, 2011
Opalesque Industry Update - The Lyxor Hedge Fund Index was down -0.44% in November. Year-to-date performance* as of November 2011 is down -6.26%.

The top performing strategies over the month were Lyxor L/S Equity Market Neutral Index (+0.77%), Lyxor CTA Long Term Index (+0.66%) and Lyxor CTA Short Term Index (+0.47%).

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.

 

Nov-11

YTD

Lyxor Hedge Fund Index

-0.44%

-6.26%

Lyxor L/S Equity Long Bias Index

-0.23%

-6.00%

Lyxor L/S Equity Market Neutral Index

0.77%

-0.93%

Lyxor L/S Equity Short Bias Index

-4.19%

-14.84%

Lyxor L/S Equity Statistical Arbitrage Index

-0.57%

-5.11%

Lyxor Convertible Bonds & Volatility Arbitrage Index

-1.37%

-2.89%

Lyxor L/S Equity Variable Bias Index

-0.25%

-3.93%

Lyxor Distressed Securities Index

-0.88%

0.21%

Lyxor Merger Arbitrage Index

-0.40%

-3.89%

Lyxor Special Situations Index

-1.36%

-15.33%

Lyxor L/S Credit Arbitrage Index

-0.72%

-5.24%

Lyxor Fixed Income Arbitrage Index

-0.32%

-1.37%

Lyxor CTAs Long Term Index

0.66%

-5.05%

Lyxor CTAs Short Term Index

0.47%

4.39%

Lyxor Global Macro Index

-1.20%

-8.34%

Lyxor Top 10 Index

-0.67%

-7.10%

Lyxor Credit Strategies Index

-0.64%

-4.84%


www.lyxor.com

BG

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. FinTech - Rise of robots: Inside the world's fastest growing hedge funds[more]

    From Bloomberg.com: Believe the hype. Quants have never been more popular. After doubling over the past decade, assets run by so-called systematic funds have hit a record $500 billion this year, according to estimates from Barclays Plc. In some ways, their meteoric rise is due to the same technolog

  2. Legal - Bond market concerns could scuttle Paulson's Fannie-Freddie plan[more]

    From Bloomberg.com: A hedge fund proposal for freeing Fannie Mae and Freddie Mac from U.S. control is poised to face stiff opposition from investors who say it risks wrecking the mortgage-bond market. The Moelis & Co. blueprint, which firms including Paulson & Co. and Blackstone Group LP sponsored,

  3. Other Voices: Are your pricing policies and procedures for less liquid instruments adequate?[more]

    Komfie Manalo, Opalesque Asia: The unrelated position mismarking incidents that quickly precipitated the closures of both Visium Asset Management and Marinus Capital have been recent focal points for market participants, but regulatory scrutiny of valuation choices for less liquid instruments is

  4. FinTech - AI hedge fund Numerai now live on Ethereum, Cryptocurrency hedge funds generate huge returns as bitcoin surges[more]

    AI hedge fund Numerai now live on Ethereum From Cryptoninjas.net: Back in February, Numerai announced numeraire (NMR), a cryptographic token to incentivize a new kind of hedge fund built by a network of data scientists. Earlier today, the Numeraire smart contract was officially deployed

  5. Investing - Advisors slash hedge fund positions, Theravance Biopharma is a top pick of investment guru Seth Klarman, As asset management industry grows a search for new revenue streams[more]

    Advisors slash hedge fund positions From Barrons.com: Financial advisors have cut wealthy clients' exposure to hedge funds by up to one third over the past 12 months, The Financial Times reports. Advisor firms in the FT's annual top-300 ranking have reduced their hedge fund allocation to