Monday, 28 July 2014
Last updated 2 days ago
Mar 4 2009 | 11:41am ET
The Credit Suisse Inverse Long/Short Equity Replication Index was up 1.06% net in February, according to Jordan Drachman, head of research for alternative beta strategies at Credit Suisse.
Drachman noted that hedge funds showed relative decorrelation to the Standard & Poor’s 500 Index, which was down about 11% in February.
“In this challenging market environment, the Inverse AIR LOSHO Index was up 1.06%,” Drachman said. “By providing inverse hedge fund-like returns, the Inverse AIR LOSHO Index is able to offer investors insight into the performance of short exposure to the common factors driving the long/short equity sector of the hedge fund universe,” he said.
The AIR LOSHO Index tracks the long/short equity sector of the benchmark Credit Suisse/Tremont Hedge Fund Index.
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…