10 out of 13 Lyxor Indices ended the month of November
in positive territory, led by the CTA Long Term Index (+4.2%),
the L/S Equity Market Neutral Index (+1.7%) and the CTA Short
Term Index (+1.6%). The Lyxor Hedge Fund Index posted a
positive performance close to 1% in November (+5.8% YTD).
Fitch Ratings says in a new report that absolute return funds' performance has improved with over 70% of funds posting positive performance in 2012 and 2013, supported by more favourable market conditions. Returns have showed low volatility but have not always been independent of market conditions, notably volatility and correlation.
It is planned that a fund would provide institutional investors opportunities to invest in mezzanine debt with financial sponsors and in growth/expansion capital...
All Lyxor Strategy Indices ended the month of October in
positive territory, led by the CTA Long Term (+4.03%), the L/S
Equity Market Neutral (+1.77%) and the L/S Equity Long Bias
(+1.63%).
Unlike a traditional risk parity allocation investing in a single asset class, Natixis Global Risk Parity
can invest in a very broad investment universe.