Despite a legitimate claim to be the classic ‘all-weather’ hedge fund strategy, equity market neutral managers have had a tough time in 2010.
Although the strategy has generally succeeded in not losing too much money for investors, this year has seen it fail to gain ground when other equity strategies performed strongly. To the end of September 2010, equity market neutral hedge funds – as measured by the Hedge Fund Research indexes – gained just 0.9%. Over the same period, the HFRI composite inde
The week on Risk.net, December 2–8, 2017Receive this by email