Lyxor negative performance: November

15 Dec 2011
The Lyxor Hedge Fund Index has recorded a negative performance of -0.44% in November 2011, with year-to-date (YTD) performance as of November 2011 down -6.26%.

The strategies which made the most returns over the month were Lyxor L/S Equity Market Neutral Index (+0.77%), Lyxor CTA Long Term Index (+0.66%) and Lyxor CTA Short Term Index (+0.47%).
The lowest performing strategies were Lyxor L/S Equity Short Bias Index (-4.19%), Lyxor Convertible Bonds & Volatility Arbitrage Index (-1.37%) and Lyxor Special Situations Index (-1.36%).

The Lyxor Hedge Fund Index (Global Index) reflects the average performance of 14 strategy indices, which are based on Lyxor’s managed account platform, covering all the major hedge fund strategies.