BTG Pactual Rates Fund Profits From Treasury Market Dislocations [Exclusive]

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Rupert Hargreaves
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Money Market Funds Kernow Asset Management Militia Capital US Corporate Bond Issuance

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 inception is…

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Sign up now and get our in-depth FREE e-books on famous investors like Klarman, Dalio, Schloss, Munger Rupert is a committed value investor and regularly writes and invests following the principles set out by Benjamin Graham. He is the editor and co-owner of Hidden Value Stocks, a quarterly investment newsletter aimed at institutional investors. Rupert owns shares in Berkshire Hathaway. Rupert holds qualifications from the Chartered Institute For Securities & Investment and the CFA Society of the UK. Rupert covers everything value investing for ValueWalk