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 more muted and driven more by beta than by alpha, although returns to Value factors performed positively globally.
Trade frictions primarily between US and China are having an impact across markets.
Geopolitical risks continued to unnerve investors and drive dispersion between regional markets in May.
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
With so many quantitative strategies available, how should investors choose the right one for them?
With valuations elevated across asset classes, we ask how government bonds may be used to provide an element of protection in the context of market crises.
Michael Turner, Chief Executive Officer at Man FRM, talks in HFM Week about the control benefits offered by Managed Accounts.