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Alpha generating strategies boost Macquarie fund in May

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The MQ Asia Long Short Fund was up 4.26 per cent in May, driven by alpha generation as the fund’s correlation to the MSCI Asia Pacific Index sat at -0.01 per cent, according to Australi

The MQ Asia Long Short Fund was up 4.26 per cent in May, driven by alpha generation as the fund’s correlation to the MSCI Asia Pacific Index sat at -0.01 per cent, according to Australian Fund Monitors.

Although most Asian equity markets performed strongly for the month, given the fund’s observed beta was almost zero in this period the manager has attributed the fund’s performance to their own alpha generating strategies.

This result also puts the fund back in the black for 2009 (+0.96 per cent).

The manager is looking to gradually increase gross exposure in the months ahead as volatility declines and there are indications that the fund’s investment processes are generating alpha again.

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