Hedge fund database CogentHedge has reported that investment managers who comprise its fund community generally experienced losses for the month of May and with nearly two thirds of the alternative investments reporting results for the month, 64% are showing losses.
The firm has divulged that returns for the month were generally negative across most strategies and whilst eleven sub-strategies posted positive results for the month, with a few exceptions, returns for all strategies were flat to slightly negative.
The top 5 investment strategies in May are as follows: Regulation D (2.36%), Options Strategies (1.04%), Options Arbitrage (1.03%), Credit Spread Arbitrage (0.71%) and Market Timing (0.64%). The greatest average loss was experienced by the funds following an Emerging Markets Equities strategy (-2.37%).
Interestingly, the fund of funds category posted a greater loss on average than single-manager funds with an average loss for the month of -0.91%. The average monthly performance for all single-manager funds was -0.43%, or -0.34% if futures strategies are excluded.
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