11.01.11 bloomberg brief hedge funds
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11.01.11-Bloomberg-Brief_Hedge-Funds.pdfTRANSCRIPT
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Performance Snapshot: Multi-Strategy 11.01.11 A look at some of the best-performing multi-strategy hedge funds that report to Bloomberg data. Only funds that have reported performance through at least Aug. 31 with assets of $50 million or more are included. For questions please contact Anibal Arrascue at [email protected]
By Year-to-Date Returns
Firm
Fund
Manager
Inception Date
Sharpe Ratio
Return%
FCMI Financial Services Cayman Ltd
Friedberg Global-macro Hedge Fund
Albert D Friedberg
11/30/2001
1.54
54.4
Titan Capital Group II LP
Titan Asia Volatility Fund
Russell H Abrams
8/1/2001
1.08
28.79
Capital Fund management SA Stratus Fund Limited-CI C-US$ Double Leverage Fund
Marc Potters
12/1/2003
4.21
28.05
InCentive Asset Management Ltd InCentive Funds Cayman sPC- GoldCen- tive seg Port-d
Christoph Buchmann
5/22/2007
3.23
22.32
Platinum Management NY LLC Platinum Partners Value Arbitrage Fund LP
Mark Nordlicht
1/1/2003
6.34
18.37
JGP Global Gestao de Recursos Ltda
Brax Fund - Real Class II-G
Arlindo Vergacas
10/30/2009
3.52
13.54
FCMI Financial services Cayman Ltd
Friedberg asset allocation Fund Ltd
Albert d Friedberg
6/22/2009
1.23
9.85
Partners Group Guernsey Ltd Partners Group Absolute Return Investments-USD
Roberto Cagnati
1/21/2003
4.01
9.19
Pine River Capital Management LP
Pine River Fund LP
Aaron Yeary
6/1/2002
3.26
8.49
Kawa Capital Management LLC
The Kawa offshore Feeder Fund ltd
Daniel Ades
8/31/2007
4.56
8.41
By Five-Year Annualized Returns
Firm
Fund
Manager
Inception Date
Sharpe Ratio
Return%
FCMI Financial Services Cayman ltd
Friedberg Global-macro Hedge Fund Ltd
Albert d Friedberg
11/30/2001
1.27
29.59
Phalanx Capital Management llC Phalanx Japan AustralAsia Multi- Strategy (U.S.) Fund LP
Christopher McGuire
3/31/2005
1.58
25.13
Platinum Management NY LLC Platinum Partners Value arbitrage Fund international ltd
Mark Nordlicht
1/1/2003
3.78
24.08
JGP Global Gestao de Recursos Ltda
Brax Fund-real Class-A
Arlindo Vergacas
7/5/2006
1.29
23.11
Phillips Hager & North Investment Management ltd
Phillips Hager & North Absolute Return Fund
Hanif Mamdani
9/30/2002
1.91
18.7
Constellation Capital management LLC
Andromeda Global Credit Partners LP
Shahriar Shahida
8/31/1999
1.01
18.36
Pine River Capital Management LP
Pine river Fund LP
Aaron Yeary
6/1/2002
1.21
17.46
Pureheart Asset Management
Pure Heart Value Investment Fund
Team Managed
1/16/2003
0.91
16.86
Capital Fund Management SA Stratus Fund limited-Class C-US$
Marc Potters
12/1/2003 Double Leverage Fund
1.18
15.87
Titan Capital Group III LP
Titan Asia Volatility Fund
Russell H Abrams
8/1/2001
1.34
15.37
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