Relative value strategy fails to perform in 2008

Claimed to be designed to cope with market volatility, relative value strategies have produced disappointing performances throughout 2008. Hedge Funds Review discovers if the strategy has a future in 2009

Relative value hedge funds have taken a serious battering in 2008. It was one of the worst-performing strategies. Although designed to be one of the least volatile and safest strategies, capable of producing solid returns even in difficult and volatile markets, relative value has disappointed managers and many investors by posting negative returns.

A combination of factors has led to falling returns prompting redemptions among investors. Despite this, hedge fund managers using this strategy are

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here