It has been a good decade for the Gems Low Volatility Portfolio. The diversified fund of hedge funds opened by Gems Advisors at the start of 1995 has $1 billion of assets under management (AUM). The fund has generated returns of 7.5% a year with annualised volatility of just 4.56%.
The fund is highly diversified. More than three-quarters of the assets are invested in macro, distressed, equity long/short, multi-asset and event driven strategies. It also has allocations to strategies such as manage
The week on Risk.net, February 10-16, 2018Receive this by email