London firm reveals its capital ideas
London & Capital has never shied away from launching products the market wants. Magnus Olsson, head of funds at the London firm explained to David Walker the thinking behind the company's European fund of hedge funds, which won Hedge Funds Review's recent award for the best-performing diversified FoHF over one year on a risk-adjusted basis
Since its launch April 2004, the manager of London & Capital's European Fund of Hedge Funds has woven the product's portfolio between strategies to produce an annualised average annual return of 9%, to 31 January 2006.
Presently, the $102m portfolio is most heavily allocated to equity long/short, with 17%. This was closely followed, however, by distressed debt (16%), macro (15%) and equity market-neutral (14%). Other beneficiaries from Olsson's outlook are fixed-income relative-value (12%) and
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