- Advertisement -

Related

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

- Advertisement -

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

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

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

Latest Articles

The Illusion of Longevity: Why Averages Mislead in Hedge Fund Survival

Longevity is not a defining feature of the hedge fund industry. Wide performance dispersion, impatient capital, and a high fixed-cost base create a fragile...

Elo’s Slow-Moving Hedge Fund Portfolio Built Around Access

Soon after Kari Vatanen joined Finnish pension insurer Elo as Head of Asset Allocation and Alternatives, he praised the team behind the firm’s hedge...

The New Coda: From Intuition to a Unified Investment Process

Peter Andersland is best known in the Nordic hedge fund space as the co-founder of Sector Asset Management, where he remains a shareholder. While...

When Diversification Fails: Qblue’s Case for Alternative Risk Premia

The notion that a traditional 60/40 portfolio offers meaningful diversification has long been questioned by practitioners. When implementing the Total Portfolio Approach at Danish...

Tidan NOVA Profiting from Volatility Skew as Market Participants Seek Protection

Tidan Capital’s evolution into a multi-strategy platform reflects a broader effort to deliver complementary sources of alpha, with its NOVA strategy serving as a...

Extracting Alpha from the Factor Zoo Through Systematic Investing

There are multiple ways to approach equity investing and, ultimately, the pursuit of alpha. While many strategies rely on market direction or discretionary stock...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -