Fact sheet: Lyxor Tiedemann Arbtrg Strat

Fund information

Fund name
Lyxor Tiedemann Arbitrage Strategy A EUR
Fund company manager
Lyxor Asset Management S.A.S
Fund type
SIB
Fund manager(s)
TIG Advisors LLC
since 01/06/1993
Fund objective
The Lyxor/Tiedemann Arbitrage Strategy Fund (the Fund) seeks to play arbitrage deals from both a long and a short perspective and focuses on 0-30 day events within the merger arbitrage process. The Fund invests in securities in North America, Europe, Australia, South America and Asia, that are or may become subject to a tender offer, merger, liquidation, recapitalization, spin-off, proxy contest, exchange offer, leveraged buyout or bankruptcy, and will trade primarily in connection with announced transactions.
Benchmark
-
Investment style
Arbitrage
Investment method
Equity

Quick stats

1 Year return

3.8 %

1 Year rank in sector

72/130

Sector

FO Hedge/Stru Prod - Equity

Yield

2.7668

Fund size

£ 792.3 m

FE Risk score

111

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %1.55 %3.8 %5.99 %0 %
Sector0.71 %3.86 %5.31 %8.6 %17.8 %
Rank within sector92 / 13696 / 14272 / 13052 / 77 /
Quartile th3 rd3 rd3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund3.64 %3.53 %-0.99 %-1.93 %0 %
Sector5.44 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector81 / 13325 / 10563 / 8355 / 67 /
Quartile th3 rd1 st4 th4 th th

Risk statistics

Alpha-0.82
Beta0.78
Sharpe-0
Volatility5.3
Tracking error4.78
Information ratio-0.29
R-Squared0.21

Price movement

52 week high105.5585
52 week low99.7963
Current bid price0
Current offer price0
Current mid price105.4526

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-