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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

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