Equity market neutral managers remain positive despite difficult year

Rough ride

cowboy-neutral

Despite a legitimate claim to be the classic ‘all-weather’ hedge fund strategy, equity market neutral managers have had a tough time in 2010.

Although the strategy has generally succeeded in not losing too much money for investors, this year has seen it fail to gain ground when other equity strategies performed strongly. To the end of September 2010, equity market neutral hedge funds – as measured by the Hedge Fund Research indexes – gained just 0.9%. Over the same period, the HFRI composite

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here