Certain absolute return multi-asset strategies which offer all-weather return profiles have withstood the recent market turbulence, delivering “impressive” capital preservation which bodes well for future investor appetite, according to Bfinance. Multi-asset absolute return funds lost some 2.1 per cent on
In a context where risk assets bottomed on 23 March, most alternative strategies rebounded in recent weeks, according to the latest Weekly Brief from Lyxor’s Cross Asset Research Team.Global Macro and Event-Driven strategies benefitted the most from the fall in
Hedge fund managers were down 4.40 per cent in March, outperforming the MSCI AC World Index IMI (Local) by 9.59 per cent during the month – a level of outperformance unseen since October 2008. Long volatility-focused strategies, CTA/managed futures and AI
Dispersion reigned among different hedge fund strategies during a turbulent March, with global macro and trend-following funds posting positive returns while equity-focused managers tumbled sharply. A deepening of Covid-19 fears across the global economy sparked unprecedented losses in markets and
RISE Wealth Technologies announces best ever monthly performance for its flagship systematic strategy: Volatility Special Opportunities Program (VSOP)While major financial markets have dropped, RISE Wealth Technologies, a Munich-based AI investment technology firm, has reported the best ever monthly performance for
Hedge fund managers ended May in the green, with the Eurekahedge Hedge Fund Index up 0.18 per cent over the month, trailing behind the 0.84 per cent gain posted by the MSCI AC World Index over the same period.
Exchange turnover in investment products and leverage products on Europe’s financial markets were up at the end of the first quarter of 2018, according to an analysis by Derivative Partners AG of the latest market data collected by the European
Hedge funds delivered healthy performances last week, with beta-driven strategies outperforming. L/S Equity funds extended their gains in line with their underlying markets, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. Special Situations benefitted from
Energy hedge funds soared in May to the best monthly gain since April 2016, leading the performance of the broad-based HFRI Fund Weighted Composite Index, with strong complementary contributions from Healthcare, Energy Infrastructure, and Technology exposures. The HFRI EH: Energy/Basic
Hedge fund managers were down 1.70 per cent in February as the development of the COVID-19 outbreak outside of Mainland China weighed on risk assets throughout the month, according to Eurekahedge.
