- Advertisement -

Related

Bridgewater All Weather Fund looses 7 percent in 2015

- Advertisement -

Stockholm (HedgeNordic) – Bridgewater Associates, the world´s largest hedge fund firm, faced challenging conditions in 2015 as their USD 70 billion All Weather Fund suffered losses of -7 percent on the year. The fund employs a so-called risk-parity strategy that tries to consistently generate positive returns by leveraging bond investments to balance portfolios.

Since its inception in 1996, the Bridgewater all weather fund has navigated markets successfully with annualis  ed net returns of 7.7 percent, however in recent years the fund has struggled. In 2013, the fund returned -4 percent net of fees. It rebounded in 2014 returning 8.6 percent only to fall back again in 2015.

It was not all negative numbers for Bridgewater in 2015 though. The asset managers huge flagship fund, Pure Alpha, returned 4.7 percent net of fees on the year, besting both the average hedge fund manager and the U.S. stock market.

Broader hedge fund indices also struggled throughout the year, HFRI Fund Weighted Composite Index declined by -0.85 percent in December, ending the year down -0.85 percent, according to a press release from the index data provider.

 

Picture: (c) wavebreakmedia—shutterstock.com

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

CABA Offers Another Roll Down the Curve

CABA Capital has launched the fourth iteration of its Flex strategy, a three-year closed-ended AAA-yield premium strategy designed to harvest roll-down and pull-to-par effects...

Even Steven for Nordic CTAs in Mediocre May

May was another month characterized by reversals and cross-asset volatility. Strong momentum in U.S. equities contrasted with directionless moves across other markets, creating a...

Rhenman Doubles Down on Smaller Healthcare Innovators with New Fund

Many of healthcare’s most transformative breakthroughs often originate not from established industry giants, but from smaller companies developing new technologies, therapies, and treatment approaches....

Always Opportunities Applies Traditional Credit to an Underserved Market

The origins of Always Opportunities can be traced back to a bond transaction involving mobility company Voi. What initially brought together founders, venture capital...

HSBC’s Three Decades of Building Hedge Fund Portfolios

Hedge fund investing has become increasingly institutionalized and resource-intensive, requiring access to specialized managers alongside deep due diligence, portfolio construction, risk management, and ongoing...

The Benefits of Multi-Manager Portfolios in CTA Investing

At first glance, CTA investing can appear deceptively homogeneous. Many managers trade the same liquid futures markets and rely on systematic, trendfollowing models that...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -