Panel: Volatility and tail-risk strategies

May 24, 2012  


Profiting from volatility and tail-risk events


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Jerry Haworth, Lee Robinson, Paul Sansome, Claire Smith, Neil Wilson
After a relatively positive start to the year, fear has returned to the markets in the last few weeks. The potential for shocks remains high as volatility persists and the macroeconomic outlook remains far from clear – and investors are increasingly anxious to protect themselves against the tail events that could do such damage again to their portfolios.

It seemed particularly timely, therefore, that this year’s EuroHedge Summit ended with a panel session devoted to discussing the benefits and various approaches of volatility and tail risk strategies – including those that are specifically designed to...

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Data

April 2013 European regional fund

Composite
Index Composite
EuroHedgeApr 13YTD%
Composite0.62%3.34%100%
Convertible & Equity Arbitrage EUR2.28%5.22%100%
Convertible & Equity Arbitrage USD0.90%3.54%100%
Credit EUR1.09%4.42%100%
Credit USD0.64%3.73%100%
Currency-1.00%-0.56%100%
Emerging Market Debt USD1.05%1.65%100%
Emerging Market Equity USD-0.01%2.99%100%
Equity Market Neutral & Quantitative Strategies EUR0.59%3.21%100%
Equity Market Neutral & Quantitative Strategies USD0.44%2.92%100%
European Equity EUR-0.02%3.36%100%
European Equity GBP0.01%5.56%100%
European Equity Nordic1.04%5.29%100%
European Equity USD0.22%4.46%100%
Event Driven EUR0.24%2.62%100%
Event Driven USD0.42%0.36%100%
Fixed Income EUR0.51%1.36%100%
Fixed Income USD0.33%1.04%100%
Global Equity EUR0.53%3.92%100%
Global Equity USD0.50%4.68%100%
Macro EUR0.75%2.12%100%
Macro USD1.07%3.10%100%
Managed Futures EUR2.28%5.45%100%
Managed Futures USD2.70%6.16%100%
Mixed Arbitrage & Multi-Strategy USD1.28%4.03%100%

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