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Lyxor Hedge Fund Index rises 1.05 per cent

Lyxor Hedge Fund Index rises 1.05 per cent

The Lyxor Hedge Fund Index was up 1.05 per cent in November, bringing year-to-date performance to 5.49 per cent. 

The top performing strategies over the month were CTAs long term (+3.55 per cent), special situations (+2.62 per cent) and L/S credit arbitrage (+2.07 per cent).  

Strategies posting negative performances for the month included L/S equity short bias (-7.43 per cent), L/S equity statistical arbitrage (-0.56 per cent) and convertible bonds & volatility arbitrage (-0.33 per cent).

The Lyxor Hedge Indices are investable, asset-weighted hedge fund indices.

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