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Mixade resultat för hedgefondstrategier under oktober

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Stockholm (HedgeFonder.nu) – Utvecklingen för hedgefondstrategier uteslutande exponerade mot aktierelaterade riskfaktorer var fortsatt positiv, trots den utmanande miljön för investeringar under oktober på grund av ”starkt dynamisk Alfa”, enligt Edhec-Risk Alternative Indexes.

Equity market neutral steg med 0,34% och Long/short equity med 0,25%.

Event driven-strategier, som gynnades av ytterligare kreditexponering, rapporterade en uppgång på 0,53%.

Convertible arbitrage-strategier (0,04%) var nästan oförändrade, med bidrag från sina huvudsakliga exponeringar (krediter och konvertibler) som i princip tog ut varandra och en svagt negativ ”dynamic alpha”.

CTA global (-3,22%)led ännu en idiosynkratisk förlust och är fortsatt den sämsta bland huvudstrategierna hittills i år (-2,95% till dags dato).

Fond-i-fonder, som fortsatt håller en låg övergripande marknadsexponering, tappade endast marginella 0,24%.

 

Bild: (c) Sergej Khakimullin-shutterstock.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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