Short funds’ moment in the sun is over
DSB funds are in the red year-to-date after a spectacular performance through March
It’s no surprise that dedicated short bias (DSB) funds performed spectacularly through the financial panic triggered by the coronavirus crisis. Most, though, gave up these gains in the weeks since the bear market’s nadir, and only a handful were up for the year by May 31.
Risk Quantum analysed returns data on almost 27,000 US mutual and exchange-traded funds provided by Refinitiv Lipper. Between
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Unseasonal Q1 surge lifts US G-Sib scores to record highs
Latest systemic risk scores for JP Morgan, Citi, Goldman and Morgan Stanley could lead to extra 50bp to their respective capital surcharges
CME suffers longest op failures in seven years
Outages totalled over 13 hours in 12-month period
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
Volatility fuels record growth in CDCC’s default fund
Skin in the game increase overshadowed by member contribution spike in Q1
Ice US incurs $644m hypothetical stress loss shortfall
Double-member default in worst-case scenario would have overwhelmed CCP’s default fund
Wells Fargo’s seven-year freeze sees rivals surge ahead
Risk density and loan growth lagged as Fed enforced asset cap
Repo facility preferred over discount window, SFOs say
Bank officers shun Fed lending facility amid persistent stigma
Norinchukin trims slotting approach reliance, expands A-IRB scope
Bank’s models recover ground after Basel III curtailing
