(Hedgeweek) The latest monthly hedge fund brief from Lyxor highlights that hedge fund performance since the end of March has been flat, according to several benchmarks. The industry has deleveraged during the market turbulence in February and March and has thus not fully captured the market rebound in Q2 to date. From the perspective of hedge fund strategies, the outperformance of Event-Driven, Global Macro and Relative Value Arbitrage was offset by the underperformance of L/S Equity and CTAs.
Hedge Fund Returns Flat Since End Of March??
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