The Credit Suisse Liquid Alternative Beta Index was down 0.64 per cent in October, according to Jordan Drachman, head of alternative beta strategies at Credit Suisse.
The event driven strategy was the sole contributor to performance, finishing up 0.94 per cent for the month, and continues to be the highest performing strategy year-to-date, up 9.12 per cent thus far in 2012.
The managed futures strategy was the most significant detractor from performance, finishing down 2.41 per cent for the month.
Yen carry trade risks mount
Hedge funds and other leveraged investors face renewed risks from the yen carry trade as Japan moves further away from decades of…
More
Valour launches first crypto hedge fund using Neuronomics AI strategy
Valour, the digital asset investment products subsidiary of DeFi Technologies, has launched its first hedge fund as it expands beyond…
More
SocGen targets strong prime brokerage growth
Societe Generale is planning to significantly expand its prime brokerage business as part of Chief Executive Officer Slawomir Krupa's…
More
