Man FRM

A mixed month for hedge funds as inflationary pressures continue to be felt.

Hedge fund managers generally posted losses in a choppy month for traditional risk assets.

We see attractive investment opportunities in the following strategies in the second quarter: quantitative strategies, convertible arbitrage and global macro. We have downgraded our outlook for event-driven strategies.

April was a mixed month for hedge fund managers, but continued to provide good diversification to traditional assets.

Hedge fund managers enjoyed a strong month in March, with gains coming from several strategies.

Hedge fund returns were mixed in February, as strategies reacted to the build up of tensions around the Ukraine invasion.

Strategies that we are positive on in the first quarter of 2022 are: quantitative strategies, convertible arbitrage and merger arbitrage. We are cautious on equity long-short and have a muted outlook on long-biased credit funds (such as distressed).

Wide-ranging returns for hedge fund managers during January left the industry down as a whole.

Hedge fund managers generally ended 2021 with a positive month, as risk assets rallied and quantitative strategies enjoyed positive returns. 

Higher volatility levels represents a real challenge for trend managers. Here’s how allocators can assess some of the different types of trend models managers use.

Hedge fund strategies, in aggregate, delivered negative returns in November.

The hedge fund industry saw gains across many strategies in October, as risk seeking assets in equity and credit rallied, with notably positive returns from quantitative strategies.