The Credit Suisse Liquid Alternative Beta Index was up 1.11 per cent in April, according to Dr Jordan Drachman, head of alternative beta strategies at Credit Suisse.
Drachman is the author of a new whitepaper, Flex Ability: The Diversification Potential of Managed Futures.
Drachman says: "The Credit Suisse Liquid Alternative Beta Index, which aims to reflect the performance of the overall hedge fund industry, finished up 1.11 per cent in April. Managed futures was one of the top performing strategies for the month and is the best performing strategy year-to-date.
"The unique risk/return profile of managed futures can make it a good portfolio diversifier, which could help stabilise returns and reduce overall portfolio risk. In our new whitepaper, Flex Ability: The Diversification Potential of Managed Futures, we examine the potential benefits of managed futures and explain LAB’s systematic approach to the strategy."