The Lyxor Hedge Fund Index was down 0.78 per cent in November and is up 3.49 per cent year-to-date.

The top performing strategies over the month were Lyxor Distressed Securities Index (+1.17 per cent), Lyxor Fixed Income Arbitrage Index (+0.78 per cent), and Lyxor L/S Equity Long Bias Index (+0.45 per cent).

The worst performing strategy was Lyxor L/S Equity Short Bias Index, which fell by 4.53 per cent in November. It is down 21.54 per cent year-to-date.

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.