Lyxor HFI : Methodology

GLOBAL INDEX STRATEGY INDICES THEMATIC INDICES DOWNLOADS

ABOUT US LYXOR PLATFORM

Lyxor Hedge Fund Indices (LYXR) have been designed to offer an easy exposure to hedge fund strategies performance. The LYXR Indices currently consist of one asset-weighted global hedge fund index, 14 single strategy indices and two thematic indices. LYXR indices are investable hedge fund indices based on the Lyxor Platform to ensure weekly liquidity.


Range 1 composite index 14 strategy index 2 thematic index Constituents All Lyxor Platform Funds* * with a minimum of $3 M in assets for the Lyxor Platform Fund. Benchmark funds are usually considered from a minimum around $50 M in assets Weighting Asset weighted* *capacity constraints are taken into account Rebalancing Montlhy rebalancing	Publication Daily, by S&P Bloomberg, Reuters Liquidity Weekly Currency USD Trackers available in USD and EUR Inception December 11, 2007 Fee structure 0% calculation fee


Lyxor Investable Index Rules
Change in the Index Methodology