Summary
LILLE, France (HedgeWorld.com) - Flat stock market returns, coupled with a level of volatility that was low by historical standards but relatively stable, were the main factors behind the generally indifferent returns on the Edhec alternative indexes for the month of June.
For the second consecutive month short-selling achieved the best returns, advancing 1.3%. In positive territory also were equity market neutral (0.88%), merger arbitrage (0.74%), emerging markets (0.49%) and relative value (0.47%).See the full content of this document
Extract
No Midsummer Cheer for Hedge Funds
In spite of Edhec's observation that "[c]ommodity prices increased significantly...
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