Mixed Arbitrage & Multi-Strategy leads the way on year-to-date returns

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By Joseph Grilli

The Absolute UCITS Mixed Arbitrage & Multi-Strategy Index delivered the highest single manager year-to-date returns through to the end of July.

The index returned 2% for the first seven months of the year, and in the same period the AC Risk Parity 12 Vol Fund, which is one of the funds within the strategy, achieved a year-to-date return to July 2012 of 8%.

For the week ending 24 August 2012, the fund also returned 3% while the mixed arbitrage & multi strategy sector had a median loss of nine basis points during the same period.

Global equity