Sun, Mar 26, 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. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He