Spreading the net: in search of the best fund managers
RMB International's Global Spread Capture Fund, a fund of hedge funds, has added value by taking significant decisions about which market to be in at particular times.
RMB International's Global Spread Capture Fund (GCSF) is one of the more innovatively named hedge funds in the industry, and it has captured for its investors a return of 93.68% between its 1999 launch and January 2004 on standard deviation of 3.12%. About half of the 34 funds in the $160m portfolio are closed to new investors, and the team on Global Spread Capture undertakes quantitative, then qualitative, assessment of hedge funds both in its portfolio and of those yet to join it. Asset
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