The BTG Pactual Rates Fund returned 0.64% in March, according to a copy of the firm's monthly investor update, which ValueWalk has been able to review. The fund seeks to achieve steady, long-term capital appreciation with low volatility by capitalizing on arbitrage opportunities across liquid US rate curves, including the Treasury and agency security markets.
The year to the end of March, the fund returned 2.26% net.
Since its inception in April 2016, the fund has produced an annualized return of 6.8% with a standard deviation of 2.1 and a Sharpe ratio of 2.56. The maximum drawdown since...
This content is exclusively for paying members of Hedge Fund Alpha
Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund Alpha
Don’t have an account?
Subscribe now and get 7 days free!This article is only available for Premium Members
Subscribe today and get :
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns Annually
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns Annually
