BlueCrest Capital Management has issued an overview of the various elements contributing to positive first-half performance by AllBlue, the multi-strategy vehicle that allocates across the firms single-manager hedge funds.
The publicly-listed feeder vehicle for the fund, BlueCrest AllBlue Fund Limited, returned 1.99% in its US dollar share class over the six-month period to 30 June. The largest single contributor to performance was BlueCrest Capital International,...