Hedge Fund Strategy Performance April 2009
Thursday, 04 June 2009 | 1:54 pm
As investors agonized over whether markets were in a bear of bull rally, money continued to be made by hedge funds. Let’s look at the 1 month numbers. Equity long short returned a strong 5.74% on the back of rising equity markets. They captured roughly half of the upside in equity markets. That’s not the
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To chase or not to chase?
Thursday, 04 June 2009 | 8:20 am
You’re performance is lagging the market. Maybe you are only up single digits or mid teens, ytd. The (MSCI Asia-ex Japan) market is +35%.
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Convertible Bond Arbitrage 2009 and Beyond
Thursday, 28 May 2009 | 8:38 am
Convertible arbitrage has been one of the best performing hedge fund strategies year to date in 2009, up 17.9% while the HFRI general index has gained 4%. Recall, however, that convertible bond arbitrage was one of the worst performing strategies in 2008 losing 33% while the HFRI general index lost 19%.
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Convertible Bond Arbitrage 2009 and Beyond
Thursday, 28 May 2009 | 8:36 am
Convertible arbitrage has been one of the best performing hedge fund strategies year to date in 2009, up 17.9% while the HFRI general index has gained 4%. Recall, however, that convertible bond arbitrage was one of the worst performing strategies in 2008 losing 33% while the HFRI general index lost 19%. The losses came from
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Capitalism 2.0 : Convexity.
Wednesday, 27 May 2009 | 10:06 am
Should not a capitalist system punish as well as reward? We saw the devastation left by Lehman when it filed and concluded that some banks are too big or too interconnected to fail. But we had a sample size of 1. Are we sure that no other banks should be allowed to fail? An un-named
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