Hedge Fund Data
Arbitrage strategy deep dive
26/11/2020
1 min read
12-month review to October 2020
Arbitrage strategies generated an average return of 7.1% over the last 12 months; this figure is in line with the broader equity markets over the time period, but realising a fraction of the volatility, thus producing a significantly higher Sharpe, consistency, and with a more favourable drawdown profile.