Opalesque Industry Update - Lyster Watson Hedge Fund Strategy Indices are a series of
non-investable benchmarks designed to be representative
composites of randomly generated portfolios of hedge fund
strategy peers, factoring in both volatility and return. The
performance of these indices are not reflective of
discretionary fund-of-funds portfolios, nor are they intended
as benchmarks for fund-of-funds portfolios. Full press release and performance table: Source
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