Distressed
Hedge funds were flat to slightly negative in March. CTA/managed futures and macro hedge funds had the worst returns for the month, while relative value and fixed income had better performances.
Hedge funds have mixed performance in March after starting the year on an upward trend. Most strategies had marginal moves up or down. The only combined index to increase was Dow Jones/Credit Suisse.
Capital is flowing into hedge funds investing in structured credit markets where dislocations, inefficiencies and supply and demand imbalances provide opportunities to earn attractive returns.
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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The continuing market rally benefited hedge funds during February. Nearly all strategies had positive returns with equity-based strategies in particular taking advantage of strong markets.
Hedge funds had a second month of good performance in February, with positive returns across all strategies. Equity-focused hedge funds led the gains with assets flowing into CTAs and global macro.
As the European distressed cycle begins, Gertjan (GJ) Koomen, chief investment officer at Sothic, believes there will be many opportunities in distressed corporates over several years.
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
Shortlist: Best performing specialist fund of hedge funds over 10 years
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This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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