The Lyxor Hedge Fund Index recorded a positive performance of 0.33 per cent in February 2010.
The top performing strategies over the month were fixed income arbitrage (2.09 per cent), CTAs long term (1.35 per cent), and credit strategies (0.67 per cent).
The worst performing strategy was equity short bias, which fell 4.68 per cent, followed by convertible bonds and volatility arbitrage, which fell by 1.12 per cent.
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