Multi-strategy
Winner: Best performing in-house fund of hedge funds
Market rallies following policy announcements from the ECB and US Federal Reserve helped hedge fund performance in September, reports Eurekahedge. CTAs were the only strategy with negative performance....
Most hedge fund strategies had gains in August as markets were aided by announcements from the ECB and US Federal Reserve. CTAs/managed futures was the only strategy to record losses for the month.
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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The Eurekahedge Hedge Fund Index was positive in July. Despite the ongoing regional problems, Europe-focused managers led the gains. CTAs had a good month. Gains were seen across most other strategies.
Winner: Best multi-strategy hedge fund
Winner: Fund of hedge funds of the year
All hedge fund indexes had declines in June, although performance across sub-strategies was mixed. CTA/managed futures funds fared particularly badly. Equity long/short funds had a better month.
Hedge funds are on a run of losses, ending the quarter down 2.3%. Despite this, most regional mandates had flat to slightly positive returns in June and some strategies made gains for the month.
Investors are attracted to the strong returns and relatively low volatility of multi-strategy hedge funds. However, the complexity of the multi-strategy model means manager selection is a challenge.
Hedge funds experienced losses across almost all strategies during May as markets fell and risk aversion worsened. A few refused to follow suit, however, and had good performance and positive inflows.
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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