Almost 60% of the underlying allocations in Aberdeen's Orbita Capital Return fund of hedge funds (FoHF) is to relative value.
The reason for this is closely tied to the fund's mandate to generate returns regardless of market movements and without significant beta exposure to the equity or bond markets.
Manager selection is driven by a combination of bottom-up and top-down analysis. The investment team uses Aberdeen's proprietary indicators to gauge what is happening across markets, looking in pa
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Industry hails potential US relaxation of margin timing rules