The Lyxor Hedge Fund Index was up 1.97 per cent in September, taking its year-to-date performance to 2.82 per cent.
The top performing strategies over the month were special situations (4.00 per cent), l/s equity long bias (3.91 per cent), and global macro (2.47 per cent).
The worst performing strategy was L/S equity short bias, which dropped 7.96 per cent.
The Lyxor Hedge Indices are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform which covers all the major hedge fund strategies.
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