Last year ended up being a relatively good year for equity market-neutral and quantitative strategies – certainly by comparison with their fundamental long/short counterparts – but the strategy still had its fair share of losses.
LMR Fund ended the year out in front, with a gain of 38.73%. OxAM Quant made 23.42% and ABCA Reversion rose 21.57%, while GSA Capital International returned 15.18% and Saemor Europe Alpha was up 17.87%. Abaco Financials gained 12.34% on the year and Quantmetrics Multi Strategy returned 10.58%.
There were also gains for GLG European Long/Short (up 6.57% for the year), Old Mutual