Long/short equity hedge fund strategies attracted the highest inflows by segment, seeing third quarter net inflows of $5.9 billion. Tass believes this demonstrates an increasing desire by investors to participate in the equity market rebound this year while also gaining exposure to non-correlated absolute return strategies.
The next most popular strategies were event driven and global macro, which attracted net inflows of $5.6 billion and $3.1 billion respectively.
Tass Research’s quarterly study polls 5,400 hedge funds managing $429.6 billion of assets.
The week on Risk.net, July 7-13, 2018Receive this by email