The rebound in equity and credit benefitted some hedge funds but negatively affected Trend following strategies.
The outlook for alpha driven alternatives looks more attractive in our view as we enter the increasing uncertainty of 2019.
The rise in risk free rates, higher ambient volatility and increased stock bond correlation have created a new complex environment
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.
Hedge fund performance was more muted and driven more by beta than by alpha, although returns to Value factors performed positively globally.
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 Q1 2019.
Read the latest Man FRM Investment Strategy update from Q4 2018.
Read the latest Man FRM Investment Strategy update from Q3 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.