Mixed bag of numbers from equity market-neutral and quant strategies


Results were mixed among equity market-neutral and quantitative strategies in May, with about as many funds gaining ground as losing it.

Reyl Absolute Return did notably well, producing a 7.40% gain for the month, and Abaco Financials was up 2.80%. ABCA Reversion gained 2.01%, Anaxis Sabre Style Arbitrage was up 1.56%, GLC Gestalt Europe made 1.45% and AlphaSquare returned 1.18%.

Sabre Style Arbitrage gained 0.89%, Sector Healthcare was up 0.78%, Victory Arcadia returned 0.26%, GSA Capital International advanced 0.19% and BlackRock Eos was up 0.18%. Meanwhile the LMR Fund was flat on the month.

Talentum Activedge dropped 0.12%,