Lyxor Hedge Fund Index up 5.15 per cent in 2009
The Lyxor Hedge Fund Index was down 0.33 per cent in December, bringing its year-to-date performance to +5.15 per cent.
The top performing strategies over the month were L/S credit arbitrage index (+2.92 per cent), L/S equity long bias index (+2.33 per cent), and merger arbitrage index (+1.46 per cent).
The worst performing strategies were CTAs short term (-4.66 per cent) and CTAs long term (-3.35 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.
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