Strong performance

Event strategies, including merger arbitrage and distressed securities, continue to show robust performance in the three years to the end of August, with an average gain of 43.4% during the period, according to Standard & Poor's Micropal. The worst average drawdown is now 18.9% over the three years.

Charles McNally of Lyster Watson says: "The event driven category is really an amalgam of several other sub-categories, including distressed securities, reorganisation, block positioning strategie

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