- Advertisement -
- Advertisement -

Related

Hedgefonder gynnades av minskad marknadsoro

Report: Alternative Fixed Income

- 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

Beyond the Benchmark: Aktia’s Active Approach to EM Local Currency Debt

Passive strategies have reached nearly every segment of financial markets, including the more remote corners of emerging market (EM) local currency debt. While passive...

Standout Month for Symmetry: A Sign of Things to Come?

February of this year marked one of the best months in the nearly 12-year history of stock-picking hedge fund Symmetry Invest with an advance...

CTAs Struggle Amid Reversals, Non-Trend Strategies Hold Up

In February 2025, the NHX CTA index was down due to losses in soft commodities, energies, and bonds as markets reversed forcefully on gloomy...

Tidan Capital Launches Portable Alpha Product

Late last year, Tidan Capital introduced Nova, a market-neutral options and volatility arbitrage strategy designed to exploit anomalies in equity options markets. These inefficiencies...

NBIM Signals Interest in Long/Short Equity

Investor interest in long/short equity strategies appears to be making a comeback as market volatility and stock dispersion – driven in part by higher...

Protean Officially Rolls Out Third Fund: Active with Index-Level Fees

Stock-picking boutique Protean Funds is set to officially challenge passive investing with the launch of its third fund, Protean Aktiesparfond Norden, on April 1....

Allocator Interviews

In-Depth: Megatrends

Voices

Request for Proposal

- Advertisement -