The VIX is not broken says Taylor Lukof of ABR Dynamic Funds. “There was an opportunity for the VIX to break on the 5th of February and here we are two weeks later and the VIX is at 18, down from 50, the markets are back up and the world is fine.
Hedge funds as measured by the Greenwich Global Hedge Fund Index (GGHFI) navigated volatile markets to finish the month with a slight loss. The GGHFI shed 1.32% compared to global equity returns in the S&P 500 Total Return (-1.67%), MSCI World Equity (-1.73%), and FTSE 100 (-0.74%) equity indices. 28% of constituent funds in the GGHFI ended the month with gains.
As of 06/30/2011 the Salus Alpha Commodity Arbitrage VT heads the list of Salus Alpha Funds with 1.78% MTD-Return. The fund returned +1.78% in June to date and excellent +8.99% since the beginning of the year 2011.
SIG adds Index Arbitrage strategy to the Skandia Diversified Fund and the Skandia Alternative Investments Fund
Skandia Investment Group (SIG)’s flagship multi-asset fund, Skandia Diversified and its Skandia Alternative Investments Fund, have invested in the Aviva Investors Index Opportunities High Alpha Fund.
The Salus Alpha Commodity Arbitrage had a performance of +2.87% for the month to date.outperforming the Dow Jones UBS Commodity Index by 1.56% during the reporting period, which earned 1.31%. The performance of Salus Alpha Commodity Arbitrage was 2.15% better than the performance of HFRX Systematic Diversified Index.
Resolution Asset Management investment manager Stuart Thomson says the UK bailout blueprint for the financial sector that been adopted by the rest of the world, a combination of equity inj
US-based Ansbacher Investment Management plans to launch an equity index variance swap strategy in the third quarter of this year to take advantage of the persistent overpricing of broad-b
HSBC France has sold its issuer services business to CACEIS, enabling the latter to strengthen its market position in France.
Hedge fund assets managed out of London grew 18% in 2005 to USD 225 billion making the city one o
This Hedgeweek Special Report on Latin America surveys the views of hedge fund managers and service providers on economic and political