"There is a large and growing universe of UCITS funds targeting absolute returns. We want to help investors understand this universe better, and enable proper comparisons between different funds."
Georg Reutter
Register for free
- Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
- Build and monitor your portfolio.
- View the latest research.
- Please note we are not able to accept registrations from personal email accounts.
Access is free but is restricted to Professional Investors only.
Register (free)
Please Log in or Register for free access to all of our content.
Latest Research
Our monthly performance report highlights the ten best and worst performing funds in each strategy, both for the prior month and the year to date. Featured funds this month include:
SWMC European
Man AHL TargetRisk
Portland Hill Catalyst Driven
Odey Odyssey
For the full report, please download below:
The AQR Global Macro Opportunities fund combines opportunistic and systematic trading strategies into a single integrated macro approach to deliver consistent risk-adjusted returns across varied economic environments. The core belief behind the product is that markets embed trending behaviour because they are slow to adjust to changes in economic fundamentals, but occasionally show extreme over-reactions leading to large dislocations. In this regard, the fund seeks to profit from both phenomena by combining the systematic trading of fundamental macro trends with opportunistic discretionary trading of extreme dislocations, which are broadly defined as two-sigma deviations from historical means (based on long term valuations).
After a challenging 2018 for many alternative strategies, one cohort of managers that were able to buck this trend were those employing Merger Arbitrage strategies. This fact has not gone unnoticed by the market with Event Driven strategies proving popular with investors during the first half of 2019. To help create a better top down view of the strategy, we have developed a two-stage framework to better classify and understand these funds. In this research note we review the Event Driven space in its entirety, including a full review of performance, flows, and individual managers while giving an outlook for the strategy going forward.
Our monthly performance report highlights the ten best and worst performing funds in each strategy, both for the prior month and the year to date. Featured funds this month include:
Odey Swan
Cyril Systematic
Banor Greater China Equity
For the full report, please download below:
|
Monthly Fund Performance Report - June 2019
Industry Research
AQR Global Macro Opportunities
Fund Research
Strategy Research - Event Driven
Strategy Research
Monthly Fund Performance Report - May 2019
Industry Research
|
Factsheet
Volatility Arbitrage