What’s in the box? Bad year reveals alt premia’s gaps

Average fund is down almost 5%, but gap between best and worst performers is 14%

Alternative risk premia managers are struggling to make sense of a year from their nightmares – a period that has exposed big differences between funds, even though they carry similar labels and employ the same well-known rules-based strategies.

Portfolios across the sector have shed nearly 5% on average since January through a series of month-on-month convulsions – the Vix blowup in February, a value-stocks slide in the early summer, emerging market turmoil in August, and market reversals in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: