- Advertisement -

Related

Hedgefonder gynnades av minskad marknadsoro

- Advertisement -

I takt med att marknadens oro for Grekland minskat under senare tid har hedgefonder påvisat allt bättre avkastning, detta enligt Lyxors “weekly brief” rapport.

Enligt rapporten har såväl Global Macro som Long/Short Equity och Event Driven strategier gynnats av den senaste tidens ökade riskaptit. I fallet Global Macro har förvaltare tjänat på att ha vidhållit sin långa exponering mot europeiska aktier under den oroliga perioden. Event Driven och L/S Equity har gynnats av ökad riskaptit och beslut från kinesiska myndigheter att understödja aktiemarknaden via regulatoriska åtgärder.

Bland de strategier som inte lyckats ta tillvara på den senaste tidens mer positiva marknadsklimat hör kortsiktiga CTAs. Detta som ett resultat av korta positioner i europeiska aktier och råvaror. Stigande obligationsräntor har också tyngt resultaten.

Lyxor vidhåller sin preferens för Long/Short equity förvaltare med en “long bias” mot Europa och Japan. De är även fortsättningsvis neutrala till Event Driven strategier och rekommenderar en övervikt till långsiktiga CTAs och Global Macro.

Bild:(c) leungchopan—shutterstock

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

Our newsletter is sent once a week, every Friday.

Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

Latest Articles

Nordic CTAs Bounce Back as Trends Strengthen

The NHX CTA Index rebounded strongly in August, supported primarily by gains in currencies and equity markets. Most managers and sub-strategy groups finished the...

AI Isn’t the Transformation. Your Hedge Fund Operating Model Is.

By Ashish Shrestha, Senior Solutions Consultant at MAIA Technology: Artificial intelligence is moving quickly from experimentation towards implementation across the hedge fund industry. For...

Volt Diversified Alpha Posts Second-Best Month

Volt Diversified Alpha Fund delivered an estimated 5.8 percent gain in August, its second-best monthly performance since launching in early 2017, as its systematic...

The Lifecycle of a Trade: Where Nordic Managers Win or Lose Their Edge

Placing the trade is the easy part, but it is only as good as everything around it. The edge is rarely won at the...

Diversification is Easy to Buy, Hard to Get: The Liquid Alternatives Test

By Luc Dumontier, CIO Global Asset Management, iM Global Partner: Rarely have global portfolios carried such concentrated exposure to a single bet. US equities...

Unlocking a Third Active Lever

By Steven Braun at Newfound Research and Return Stacked® Portfolio Solutions: Long-only active management traditionally has two levers for generating excess returns. The first...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -