The Lyxor Hedge Fund Index was up 0.94 per cent in August, bringing year-to-date performance to 4.21 per cent.
The Lyxor Hedge Fund Index was up 0.94 per cent in August, bringing year-to-date performance to 4.21 per cent.
The top performing strategies over the month were L/S credit arbitrage (+4.43 per cent), special situations (+2.25 per cent), and convertible bonds and volatility arbitrage (+1.81 per cent). Merger arbitrage also performed well, up 1.08 per cent in August and 4.95 per cent YTD.
The thematic Lyxor Emerging Market Index was down 2.31 per cent in August, while the L/S Equity Short Bias Index was down 3.27 per cent.
The Lyxor Hedge Indices are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform that covers all the major hedge fund strategies.
