Davidson Kempner Capital Management, the 13th largest hedge fund management firm in the world, is having one of its best years in its International fund. It’s not the absolute returns that are so stunning – the 4.08% returns in its Class C Tranche 3 (USD) fund are tracking near the fund’s historical average return. What is perhaps most noticeable to professional hedge fund allocators is the unusually low volatility profile used to achieve those returns, a recent investor document viewed by ValueWalk reveals. Davidson Kempner Capital Management International fund running near 1% volatility at present [dalio] In the more than…
One Of The World's Largest Hedge Funds Off To Another Consistent, Strong Start In H1
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.