The Lyxor Hedge Fund Index was up 1.44 per cent in October, bringing its year-to-date performance to 4.30 per cent.
The top performing strategies over the month were Lyxor CTAs Long Term Index (3.21 per cent), Lyxor Global Macro Index (3.03 per cent), and Lyxor L/S Credit Arbitrage Index (2.16 per cent).
The worst performing strategy was Lyxor L/S Equity Short Bias Index, which fell by 2.21 per centt.
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.
