The return on the Government Pension Fund Global in 2012 was 13.4 percent, the fund's second best performance ever.
The Lyxor Hedge Fund Index was up +0.15% in February,
bringing year-to-date performance to +1.73%. 8 Lyxor
Strategy Indices out of 14 ended the month in positive
territory, led by the Lyxor Fixed Income Arbitrage Index
(+2.06%), the Lyxor L/S Equity Market Neutral (+1.65%) and
the Lyxor L/S Equity Variable Bias Index (+1.59%)
Institutional investors continue to diversify their investment portfolios into alternative assets, increasingly via direct funds rather than funds of funds according to global data from Towers Watson.
Hedge funds have started 2013 on a high note; the Lyxor
Hedge Fund Index was up +1.6% in January. Twelve Lyxor
Strategy Indices out of 14 ended the month in positive territory,
led by the Lyxor L/S Equity Market Neutral Index (+5.1%), the
Lyxor L/S Equity Long Bias Index (+3.7%) and the Lyxor Special
Situations Index (+2.6%)...
Globally, in December, the Funds of Funds strategy (+1.09%) slightly outperformed the S&P 500 index. However, over the year, none of the hedge fund strategies could keep up with the stock market.