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Hedge Fund Strategies Experienced a Symmetric Move in January

(Opalesque) Hedge fund strategies experienced a symmetric move as market conditions switched swiftly from panic mode to exuberance mode over the recent weeks. Those who suffered in December rebounded last month (L/S Equity, Special Situations) while those who were resilient at the end of 2018 lagged behind, Lyxor said in its monthly report.

“Looking at the performance over the past two months, Event-Driven stands out as the outperforming strategy and Macro/ CTAs as the underperforming one according to broad benchmarks,” Ferreira Philippe, Senior Strategist, Cross Asset Research – Lyxor Asset Management said.

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