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Merrant skapar positiv avkastning med hög Sharpe-kvot och låg standardavvikelse

Powering Hedge Funds

Stockholm (www.HedgeFonder.nu) – Merrant Alpha Select har fortsatt att överträffa sina konkurrenter, enligt det globala fondanalysföretaget Morningstar.

Merrant Alpha Select har den näst högsta Sharpekvoten och den tredje lägsta standardavvikelsen av alla 2700 fonder-av-hedgefonder i Morningstar Directs globala databas.

“De (fonden) har en obruten historik av god avkastning och har visat sin förmåga att generera betydande alfa och utnyttja ineffektiviteterna på marknaden oberoende av riktningen på de globala aktie-och obligationsmarknaderna”, säger fondförvaltarna Ulf Sedig & Rolf Hagekrans i ett pressmeddelande med anledning av Morningstars analys.

Avkastningen i Merrant Alpha Select var +0,42% i april, med en Sharpekvot på 4,64 och har visat 100% positiva månader och 87% positiva veckor sedan starten. Fondens mål är en årlig avkastning på 8-14% med en standardavvikelse på 2-4%.

Alexis Åkesson
Redaktör på HedgeFonder.nu

Bild: (C) Gina-Sanders—Fotolia.com

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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