Friday, 24 October 2014
Last updated 13 hours ago
Jul 15 2013 | 12:12pm ET
The RBC Hedge 250 Index was down 1.09% in June, bringing its year-to-date return to 3.84%.
Equity market neutral were the only strategies tracked by RBC to end the month on a positive note: up 0.47% (up 1.71% year to date).
Managed futures funds were the biggest losers, down 2.42% on the month (and 3.26% YTD). Macro funds lost 1.91% on the month month (and 1.24% YTD), mergers and special situations funds were down 1.76% on the month (but up 8.86% YTD), credit funds were down 1.13% on the month (up 5.66% YTD) and fixed-income arbitrage funds were down 1.10% on the month (but up 2.32% YTD).
Multi-strategy funds were down 0.61% in June (up 6.61% YTD) and convertible arbitrage funds were down 0.23% (up 5.94% YTD).
Sep 22 2014 | 4:15pm ET
"I tell people that everybody likes good news and so if you have good performance that’s wonderful,” explains Mike McKitish of Peddie School's endowment, “but it’s the people that want to talk about the bad news or where they drifted and how they came back and how they stayed to their discipline…” that he wants to hear from. Read more…
Most traders agree that proper risk management is the key to successful trading. However, many traders depend on the deeply flawed measure of standard deviation as a benchmark of risk. Here we put it ...