Risk assets experienced a strong rebound in recent weeks, which benefitted Directional L/S (+3.8%) and Special Situation (+2.7%) strategies on a month-to-date basis, said Lyxor.

CTAs also posted solid returns during the same period, up +3.1%. On a negative note, Market Neutral L/S keep underperforming and was only up +0.6%.

"In recent months, Market Neutral L