The Lyxor Hedge Fund Index was up +0.62% in March,
bringing year-to-date performance to +2.36%. 10 Lyxor
Strategy Indices out of 14 ended the month in positive territory,
led by the Lyxor Special Situations Index (+2.09%), the Lyxor
L/S Equity Long Bias (+1.41%) and the Lyxor Merger Arbitrage
Index (+1.14%).
Nomura Asset Management U.K. Ltd. today announced that it has seen strong inflows into its Japan Strategic Value Fund, enabling it to surpass $1 billion of AUM and become one of the biggest funds in the sector.
When Alan Greenspan spoke of "market exuberance" (i.e. the lightning-fast mood swings from optimism to an investment bubble popping) wasn't he referring to what we could call a "Dr Jekyll and Mr Hyde" syndrome?
Two years ago, Ossiam entered the European market with ETFs based on two innovative investment strategies offering an alternative to traditional equity market cap-weighted indices: The Ossiam Equal Weight ETFs and The Ossiam Minimum Variance ETFs. Back to smart beta concept at Ossiam…
An increasing number of pension funds are opting to invest in ‘alternative' or ‘smart beta' indices to supplement their passive management activities. Several competing methods currently exist, each with their own objectives. Analysing the risk contribution of each factor by type of approach gives investors a clearer picture of the various competing smart beta methodologies.