For the second month in a row the best performing strategies and funds in the Australian Fund Monitors index were some of the worst performers of 2008.
For the second month in a row the best performing strategies and funds in the Australian Fund Monitors index were some of the worst performers of 2008.
Equity long, equity income and equity long/short all posted gains of over five per cent for the month.
Year to date all but three of the 16 strategies have produced positive returns, with equity long and equity long/short both leading the pack.
Overall, the index returned 3.05 per cent in April. Equity-based funds returned 4.17 per cent, while non-equity based funds returned 1.03 per cent and single funds 3.33 per cent. Fund of funds returned -0.39 per cent in April.
The figures compare with a 5.54 per cent return on the ASX 200 and a 9.39 per cent return on the S&P 500.
Exploiting the volatility premium through systematic strategies
With over $2bn in AUM just two years after launch, Empureon is leveraging volatility premiums, portfolio hedging and portable alpha to…
More
Alternative Views Ahmet Peker and Daniel Lucke
In Alternative Views Hedgeweek®,goes behind closed doors with those in the know to get the latest on hedge funds. Today, we speak to Ahmet…
More
Removing human bias from an concentrated market
Mast Investments outline how systematic investment processes seek to reduce behavioural biases while identifying opportunities created by…
More
