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Alternative Market Briefing

Fixed-income hedge fund for concerned investors up almost 5% in 2016

Monday, January 23, 2017

amb
Barry Allan
Benedicte Gravrand, Opalesque Geneva:

A Canadian fixed income manager has designed a low volatilty fund that could be used as either a fixed income or cash substitute, specially for those investors who are worried that interest rates will rise and create negative returns, or that rising interest rates will ultimately lead to lower equity prices. And the fund has done reasonably well.

The Marret Enhanced Tactical Fixed Income Fund, run by Marret Asset Management, was incepted at the end of 2014. It invests mainly in short duration North American corporate bonds, applies a hedging strategy and offers weekly liquidity. It has annualised 4.87% since inception (with annualised standard deviation of 1.75%), after returning 0.5% in December.

The Eurekahedge Fixed Income Hedge Fund Index returned 6.5% in 2016, after returning 0.9% in 2015. The HFRI RV Fixed Income-Corporate Index was up 11.2% in 2016 and down 1.78% in 2015.

According to Marret's president and CEO Barry Allan, financial assets are generally very highly valued right now. And we are at an inflection point in central bank policy where they are moving away from negative interest rates and qua......................

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