The BTG Pactual Rates Fund is down -0.08% this year, according to a copy of the firm’s September investor update, which ValueWalk has been able to review. The $446 million fund seeks to achieve long-term capital appreciation and low volatility trading arbitrage opportunities across liquid US rate curves. While it is down for the year, the Rates Fund finished the third quarter up 0.93% net. Since its inception in April 2016, the fund has achieved an annual rate of return of 6.97% with an annual standard deviation of 2.12% and Sharpe ratio of 2.7. It has recorded a maximum drawdown…
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