The rise in risk free rates, higher ambient volatility and increased stock bond correlation have created a new complex environment
Higher inflation, positive correlation and poor market liquidity are still a concern.
US growth remains robust as third Fed rate hike for 2018 is announced.
Hedge fund performance was extremely varied, with Managed Futures and Equity focused strategies struggling most.
Hedge funds continued to struggle to make much headway with quantitative strategies struggling again with reverting markets.
Hedge funds generated mixed returns in August, but in general alpha was better in Europe than the US and Asia.
Man FRM provides a strategic outlook on global financial markets and broad hedge fund performance for the previous quarter.
Read the latest Man FRM Investment Strategy update from Q4 2018.
Read the latest Man FRM Investment Strategy update from Q3 2018.
Read the latest Man FRM Investment Strategy update from Q2 2018.
Articles and Videos
Michael Turner, Chief Executive Officer at Man FRM, talks in HFM Week about providing Managed Account solutions for investors.