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.
