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Lyxor Hedge Fund Index Up 0.3% In December

Lyxor Asset Management published its monthly hedge fund barometer today, continuing the positive news this week regarding hedge fund performance in 2017. Some particular notes from the report include: - The Lyxor Hedge Fund Index was slightly up +0.3% in December, with 4 out of 8 Lyxor indices recording positive results. - CTAs finished on strong gains due to high diversification within portfolios. Long allocations to energy, DM equities and their stance on USD (short JPY, long EM FX) provided them with tailwinds. - L/S Equity Neutral managers lagged due to sector rotation and their sensitivity to momentum stocks. - Long materials and energy positions boosted...