Friday, 25 July 2014
Last updated 15 min ago
Nov 17 2011 | 7:44am ET
The RBC Hedge 250 Index added an estimated 1.29% in October 2011, putting its year-to-date return at minus 2.22%.
The gain marks a return to the black for the index which lost 2.04% in September.
The Royal Bank of Canada index is non-investable and based upon a universe of 4,219 hedge funds (excluding funds of hedge funds) with aggregate assets under management of $1.047 trillion.
The best performing strategies in October were convertible arbitrage, up 3.83%; mergers and special situations, up 3.65%; and equity long/short, up 3.26%.
Equity market neutral funds gained 1.93%, multi-strategy funds were up 1.44% and credit funds up 0.88%.
October’s only losers were managed futures, down 3.77%; fixed income arbitrage, down 0.98%; and macro, down 0.49%
Jul 8 2014 | 10:48am ET
The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…