Opalesque – Fixed Income has seen steady inflows this year and remains one of the few bright spots amongst hedge fund strategies. In June performance, fixed income arbitrage is proving itself once again to have the best opportunity set in 2011.
Notching returns of +2.38% YTD (Dow Jones Credit Suisse Fixed Income Arb Index). And, although the BarclayHedge Index for fixed income arbitrage registered almost flat in June (-0.12% with fewer than half of the funds reporting in as of yet), that index has registered even stronger YTD performance at +5.03%.
