A Series of Fortunate Events (Credit Suisse)

March 2014

KEYWORDS: Hedge Fund Performance, Macro, CTA, equity hedge funds, European, event driven, long/short equity, managed futures, strategy

Authors:

Jon Kinderlerer

Organizations:
  • Credit Suisse

Summary:

In A Series of Fortunate Events, we look at year-to-date hedge fund performance and take a look at the Event space following our European Capital Services conference. In terms of hedge fund exposure we see a continued tempering in response to the more challenging geopolitical environment. The majority of our headline risk measures have declined; most notably our Macro/CTA equity index measure has receded back to the 10th percentile.

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