The Lyxor Hedge Fund Index recorded a positive performance of 2.12 per cent in March 2010.
The top performing strategies over the month were CTAs long term (+4.84 per cent), L/S credit arbitrage (+3.85 per cent) and fixed income arbitrage (+2.73 per cent).
The worst performing strategy was L/S equity short bias, which fell by 6.58 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.
