Market-neutral funds lay some golden eggs in summer
Those who felt unleveraged funds were for chickens found leverage's chickens came home to roost in summer, ruffling more than a few geared managers' feathers. Solomon Teague sought out some leading market-neutral funds who found summer's markets anything but foul
Many market-neutral funds did exactly what they said on the tin in summer, achieving true market neutrality when much of the industry was displaying beta correlation in August, defying markets that fell and took hedge returns down with them.
Augustus Capital's Augustus MJK Fund was just one such example. It is beta-neutral and trades global equities long and short, predominantly utilising a
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