Man FRM

Hedge funds were dealt a sharp blow in the last week of October, despite generally positive returns in the first half of the month.

The environment for hedge funds remains broadly attractive in credit, specialised equity long-short, quantitative and equity arbitrage strategies.

Mixed month for hedge fund performance, with risk-off positioning in equities and FX increasing volatility across asset markets.

In the first webinar of our CIO Agenda series, Sandy Rattray, Adam Singleton and Peter van Dooijeweert investigate the core arguments underlying the case for owning gold and whether gold might be the bond replacement investors are seeking.

Hedge funds enjoyed their third straight month of positive returns as Relative Value spreads normalised and generally positive returns to equity markets continued.

Why we have a positive outlook on credit, equity long-short, statistical arbitrage and macro strategies.

Hedge funds enjoyed positive performance during July, with returns supported by positive returns to equities, credit and government bonds.

June saw generally positive returns from discretionary equity and credit strategies, with mixed performance from relative value and quantitative strategies.

May was a mixed month for hedge fund performance, with positive returns from risk-on exposure in credit and equities offset by generally negative returns from systematic strategies, particularly in Managed Futures.