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Lyxor Hedge Fund Index up 1.14 per cent in September

Lyxor Hedge Fund Index up 1.14 per cent in September


The Lyxor Hedge Fund Index rose 1.14 per cent in September, bringing year-to-date performance to +5.40 per cent.

The top performing strategies over the month were L/S credit arbitrage (+5.15 per cent), convertible bonds and volatility arbitrage (+2.59 per cent), and equity long bias (+2.19 per cent).

Just three strategies posted a negative performance in September: L/S equity short bias (-4.21 per cent), distressed securities (-0.72 per cent) and L/S equity market neutral (-0.08 per cent).

The thematic Lyxor Emerging Markets Index fell by 0.35 per cent in September, bringing year-to-date performance to -7.25 per cent.

The Lyxor hedge indices are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform which covers all the major hedge fund strategies.

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