AlphaCentric Talks 3.68% Return In 2016 And 2.08 Sharpe Since 2011 Inception

This is part one of a two-part interview with AlphaCentric Hedged Market Opportunity Fund. The interview is part of ValueWalk’s Value Fund Interview Series.

Throughout this series, we are publishing weekly interviews with value-oriented hedge funds, and asset managers. All the past interviews in the series can be found here.

This interview is with Russell Kellites, portfolio manager of the AlphaCentric Hedged Market Opportunity Fund. The Fund, which was recently converted from a hedge fund to a mutual fund, uses an artificial intelligence-based algorithm to trade options against the S&P500. The Fund has performed very well since inception in 2011, and has generated a 2.08 Sharpe Ratio.

The fund returned 3.68% for 2016,...