Beta Component of Returns Hits Absolute Return Funds – Fitch

Fitch_AR_March_lead

By Manuel Arrivé and Alastair Sewell of Fitch Ratings   Returns Reveal Beta Exposures in Absolute Return Funds Absolute Return (AR) funds showed their poorest performance since 2008, with average 12-month rolling returns sinking to – 5.2%, principally as a result of poorly managed drawdowns. Only 11% of funds showed positive performance over 12 months […] Read more »