Portfolio Adviser - Portfolio Adviser February 2019 v2
Absolute Return Funds
2019-03-13 04:40:16
For this section, we take the whole universe of absolute return funds that are Ucits-compliant. We then take only those with a threeyear track record. Then we select the most popular strategies – global macro, various forms of long/short and multi-strategy, and the top funds as filtered by three-year Sortino ratio – so it is volatility-adjusted returns, but only the downside volatility counts against the fund.
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