Hedge Funds Review - May 2012
What factors are driving volatility in the equity markets?
Hedge funds were flat to slightly negative in March. CTA/managed futures and macro hedge funds had the worst returns for the month, while relative value and fixed income had better performances.
Non-financial risks raised by AIFM rules
Asian credit possibilities
Time to rethink strategy
Domicile debate persists
Hedge funds have mixed performance in March after starting the year on an upward trend. Most strategies had marginal moves up or down. The only combined index to increase was Dow Jones/Credit Suisse.