Since its launch April 2004, the manager of London & Capital's European Fund of Hedge Funds has woven the product's portfolio between strategies to produce an annualised average annual return of 9%, to 31 January 2006.
Presently, the $102m portfolio is most heavily allocated to equity long/short, with 17%. This was closely followed, however, by distressed debt (16%), macro (15%) and equity market-neutral (14%). Other beneficiaries from Olsson's outlook are fixed-income relative-value (12%) an
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