AllBlue: BlueCrest Capital Management

Tenth European Performance Awards 2010

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The AllBlue investment process is driven by the goal of optimiseing allocation to seven underlying BlueCrest funds with a target performance of 10%-15% against a volatility of 6%-8%.

The underlying funds are the BlueCrest Capital International (mixed arbitrage), BlueCrest Emerging Markets, BlueCrest Multi Strategy Credit, BlueCrest Mercantile, BlueTrend (Systematic Trend Follower), BlueMatrix (Equity Statistical Arbitrage) and BlueCube (Equity Market Neutral).

Michael Platt, CEO, head of trading

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