Quant equity strategies keep the returns coming


Equity market-neutral and quantitative strategies finished the month roughly flat overall, reflecting a month of varying fortunes for individual funds.

Old Mutual's Global Statistical Arbitrage Fund added a 3.50% gain in June for a year-to-date return of 5.91%, bringing its 12-month return to 15.70%. The firm's Old Mutual Gem Plus Fund added 2.60% in June, although it is negative for the year at -8.69%.

BlueCrest's BlueMatrix gained 2.31% in June for a year-to-date showing of 11.79%, while the AlphaSquare Fund was up 1.80% for a year-to-date return of 8.75%. GSA Capital International rose 1.38% for a year-to-date gain of