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Hedgefonder gynnades av minskad marknadsoro

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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

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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

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