Sudden losses show MBS no longer a free ride

Mortgage funds split into winners and losers; GS Gamma, Metacapital, Napier Park, SPM, West Side Advisors lag.


Celebrating 10 Years of Absolute Return


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Data

May 2013 Absolute Return fund

Composite
Index Composite
Absolute ReturnMay 13YTD%
Composite0.73%3.72%81%
Commodities0.38%-4.69%100%
Convertible & Equity Arbitrage0.83%2.36%53%
Credit1.13%4.98%72%
Distressed2.04%8.04%64%
Event Driven2.36%7.27%86%
Fixed Income0.62%3.70%84%
Global Equity0.86%4.23%86%
Latin American Debt-1.25%-0.27%71%
Latin American Equity-0.88%3.34%52%
Macro-0.02%2.00%79%
Managed Futures-1.41%-0.32%90%
Mixed Arbitrage0.15%2.54%80%
Mortgage Backed Securities0.56%4.68%93%
Multi-Strategy1.27%4.87%77%
Technology1.40%3.14%90%
U.S. Equity1.64%4.77%82%

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