Equity market neutral managers remain positive despite difficult year

Rough ride


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

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 indvidual account here: