The Lyxor Hedge Fund Index gained 1.53 per cent in January, with the top performing strategies being fixed income arbitrage, special situations and CTAs short term.
The Lyxor Hedge Fund Index gained 1.53 per cent in January, with the top performing strategies being fixed income arbitrage, special situations and CTAs short term.
Fixed income arbitrage gained +4.19 per cent, special situations +4.08 per cent and CTAs short term +3.30 per cent.
The Equity Long Bias Index was down -2.06 per cent, while the Equity Market Neutral Index was down -0.16 per cent and the Equity Short Bias Index down -2.32 per cent.
The thematic Lyxor Emerging Markets Index was down -2.99 per cent in January.
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 and benefits from a high level of transparency and risk control, while ensuring weekly liquidity.