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.
Yen carry trade risks mount
Hedge funds and other leveraged investors face renewed risks from the yen carry trade as Japan moves further away from decades of…
More
Valour launches first crypto hedge fund using Neuronomics AI strategy
Valour, the digital asset investment products subsidiary of DeFi Technologies, has launched its first hedge fund as it expands beyond…
More
SocGen targets strong prime brokerage growth
Societe Generale is planning to significantly expand its prime brokerage business as part of Chief Executive Officer Slawomir Krupa's…
More
