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Is YTD 2019 Performance of ARP Funds a Mirror Image of 2018 or an Altogether Different Story?

16/05/19

LFIS’ decrypts the strong rebound of early 2019 of ARP industry and explores the drivers behind factor investing performance.

The alternative risk premia (ARP) industry delivered robust performance in the first quarter of 2019 (“Q1”), exactly like equity markets. A legitimate question, therefore, is if there is a causal link. Beyond assessing the market neutrality of the ARP industry, it is also interesting to ask if the same factors that penalized the ARP industry in 2018 were drivers of the rebound in Q1. This study is therefore a continuation of the research paper published in Risk.net earlier this year – titled “The common drivers behind alt risk premia’s difficult year”.

 

To access the full article, click here.

To access other white papers in the series, click here.

For more information about LFIS’ Absolute Return strategies, click here.

 

Unless otherwise stated, all information and views expressed are those of LFIS as of May 2019 and are subject to change.  There can be no assurance that strategies will perform in line with expectations.  This promotional document is for professional, institutional and/or qualified investors only and does not constitute, on LFIS’ part, an offer, solicitation, invitation to buy or sell, or investment advice regarding any vehicle, which may be managed and/or advised by LFIS and/or any security or financial instrument mentioned herein, or to participate in any investment strategy directly or indirectly.

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