Poor performance puts strain on alternative risk premia funds

The coronavirus market sell-off has put extra pressure on alternative risk premia funds that had been performing poorly since 2018.
Photo: Thomas White/Reuters/Ritzau Scanpix
Photo: Thomas White/Reuters/Ritzau Scanpix

Popular alternative risk premia funds that seek to replicate hedge funds returns have lost about 6 percent in cumulative terms since the start of 2018, according to new research from investment consultancy MJ Hudson.

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