Lyxor Asset Management

2017 Top 400 Ranking: 112http://www.lyxor.com

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2017, So Far a Good Vintage for Hedge Funds

The Lyxor Hedge Fund Index was up 0.8%, with 6 out of 9 Lyxor indices in positive territory.

Global Macro funds recovered with all portfolios contributing to the performance. CTAs underperformed, hit by rising bond yields and the strengthening of the USD.

“While 2015/16 proved challenging for active investors, 2017 is offering a much better vintage for the hedge fund industry.

Market drivers were less speculative (fading influence from politics and monetary decisions), which led assets to trade closer to their fundamentals. Firming global growth momentum spurred more directionality. Economic divergences widened across regions, offering more relative opportunities. Major central banks confirmed they will start normalizing their policies. It could lift a key barrier for alpha generation.

This better backdrop helped hedge funds produce more sustainable alpha throughout the year. They rank favorably against most of their multi-strategy peers in risk-adjusted performance and offered more diversification with less correlation vs. mainstream asset classes and across hedge fund strategies.”

The Lyxor Hedge Fund Index was up 0.8%, with 6 out of 9 Lyxor indices in positive territory.

Global Macro funds recovered with all portfolios contributing to the performance. CTAs underperformed, hit by rising bond yields and the strengthening of the USD.

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Head Office
Tours Société Générale
17 Cours Valmy
Paris La Défense
F-92987
France
Company website:
http://www.lyxor.com
Parent Company:
Société Générale
Year Founded:
1998
No. of investment offices worldwide:
12

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