Yield Curve Opportunity Fund continued to deliver returns not correlated to the stock or bond markets, and uncorrelated with all hedge fund styles and strategies. The Fund gained 0.66% during September 2008. The strategy is up 17.27% YTD through the end of September. Since inception in July 2005, the strategy has gained 175.98% with only one losing month, compared to the S&P 500 which was down 2.10% and the Lehman Aggregate Bond Index which gained 12.21%. The manager reported, in the investor report received by Opalesque, that September had brought the most volatile market conditions of his trading career. His team has maintained high risk control and have had to adapt to conditions previously unseen in the history of U.S. credit markets.
He said: "We continue......................
Source:
Yield Curve Opportunity Fund up 0.66% in September....
Recent Hedge Fund News:
- http://www.opalesque.com/AMB2008/47654gave_4_stars_to_Aussie_quant.html
- http://www.opalesque.com/AMB2008/47658Altesque_Events_presents_2008_Hedge_Fund.html
Posts
No comments:
Post a Comment