Macro managers wrong-footed in whipsawing markets

Mon Jul 23, 2012

Most macro managers were wrong-footed in June, and while the majority of funds have made money on a six-month basis, the strategy set is showing very wide dispersion of returns again so far this year.

Harmonic Alpha Plus Macro is out in front, with a punchy first-half gain...

ISSN: 2151-1845 / CDC10004H

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