Ken Griffin的《Citadel Up In Otherwise Turbulent May》

Ken Griffin的Citadel 5月扩大涨幅，成为今年迄今表现最佳的多策略对冲基金公司之一。Citadel的两家主要基金——Kensington和Wellington——在5月份上涨了约1.5%，使它们的全年收益超过了10%。有见地的消息人士说，没有哪一种策略占了大部分的回报。此外，史蒂夫•科恩(Steve Cohen)的SAC资本(SAC Capital)截至5月份上涨了9%。否则，大多数高调的多策略和宏观基金经理在5月份都出现了亏损，而少数基金经理则险些出现亏损。诚然，对全球市场来说，5月份是一个非常动荡的月份。但是，在这样的环境下，这些基金有望茁壮成长。然而，路易斯•培根的雷明顿投资策略有限责任公司(Remington Investment Strategies, LP)本月下跌了2.24%。其结果是今年下跌了0.49%。此外，截至5月27日(包括该月除一个交易日以外的所有交易日)，保罗·都铎·琼斯(Paul Tudor Jones II)的Tudor BVI股票下跌3.39%，今年以来累计下跌0.69%。 Bruce Kovner’s Caxton Global Investment was down 2.41 percent through May 27 and off 3.13 percent for the year. A couple of systematic traders also lost money in May. For example, MAN AHL lost 3.02 percent in May and is now down 4.50 percent for the year. David Harding’s Winton futures fund lost 2.17 percent in May. However, it is still up 2.62 percent for the year. On the other hand, Brevan Howard’s Macro fund managed to eke out a 0.63 percent gains for the month, bringing its full-year profits to 3.10 percent. And as I earlier reported this week, Dan Och’s OZ Master fund broke even in May and is up 4.12 percent for the year.