The Lyxor Hedge Fund Index was up 0.05 per cent in August, bringing its year-to-date performance to 0.84 per cent.
The top performing strategies over the month were Lyxor CTA Long Term Index (3.86 per cent), convertible bonds and volatility arbitrage (1.95 per cent) and L/S equity short bias (1.25 per cent).
The worst performing strategies were L/S equity long bias (-1.48 per cent) and L/S equity statistical arbitrage (-1.40 per cent).
The Lyxor Hedge Indices are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform.
