| 29.03.2010 Opalesque Exclusive: Long volatility overlay helps HEI fund to profit when investors become more risk averse |
| From Sagar Chakraverty, Opalesque Asia: Hedged Enhanced Income Fund (HEI), an $8.3m liquid multi-asset market neutral fund, was launched in March 2010 in an LP structure, after being a managed account between April-09 to Dec-09 and returning 12% then. In Jan-10, the managed account trading returned 0.7%, after which trading was terminated in order to liquidate securities so as to tran |