(Harvest) All macro hedge funds are not alike. Macro/CTA’s have had modest performance this year, but specialty managers have generated stronger gains. There are wide differences in performance of managers who specialize by asset class or style of trading. This has led to offsetting performance that has dampened returns for those managers who trade multiple styles, time-frames, and asset classes. Diversification with mixed performance can force returns close to zero.
Macro Hedge Funds – Dispersion In Asset Classes And Style
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