Dispersion tests hedge fund managers

By Michelle D’Souza, research Robin Armitage

Thursday, March 05, 2020

Credit hedge funds with the ability to go long and short the market were the top performers last year. But dispersion made it possible for fund managers to eke out value across many sectors

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TAGS: Direct lending Emerging markets Europe High yield bonds Investment grade credit Structured credit CLO BlackRock Distressed debt Shenkman Leveraged loans Capital Four Marketplace lending Performance Cheyne North America Selwood Carmignac Blueglen Synthetic/SRT ABL Financing

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