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Alternative Market Briefing

Lyxor believes hedge funds will continue to outperform traditional asset classes this year

Monday, October 19, 2015

Komfie Manalo, Opalesque Asia:

While the market selloff continued through September, particularly in the second half of the month, the hedge fund sector displayed some resilience, said Lyxor Asset Management.

In its Hedge Fund Briefing, Lyxor said that the MSCI World fell almost 4% last month, following a near 7% fall in August, i.e. an cumulated loss over 10% in August and September. In this risk off environment, 10y Treasury yields fell to around 2% by the end of September and equity volatility spiked.

"In this environment, hedge funds were not totally immune but still managed to pare losses," Lyrox said in the Brief, "In September, the Lyxor Hedge Fund Index is down 1% (-0.7% YTD), on par with the performance of a diversified portfolio of traditional assets. Year to date however, hedge funds have outperformed traditional asset classes and we believe they should continue to do so."

Hedge fund performances in September saw CTAs outperforming and event-driven managers underperforming. Meanwhile, L/S Equity and global macro funds were flat. Such performances are in line with expectations in such adverse market environments.

In its Weekly Briefing released last week, Lyxor said that hedge funds started the fourth quarter on a strong foo......................

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