Event Driven Hedge Funds Shine Year To Date

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Mark Melin
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credit suisse hedge funds returns july

The top performing hedge funds strategies year to date struggled in July, as the stock market exhibited a difficult month and commodities indexes were over 5 percent lower on the month. Event driven hedge funds up 6.23% YTD Event driven distressed strategies, up 6.23 percent year to date, were down slightly, -0.19 percent, in July, according to a Credit Suisse hedge fund returns study. The leading hedge fund strategy year to date in the Credit Suisse survey was closely followed by the Event Driven Multi-Strategy category, which is up 4.64 percent year to date but was down -0.77 in July. As…

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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.