Algebris Macro Credit Fund

Investment Objective

The Algebris Macro Credit Fund aims to generate attractive risk-adjusted returns across sovereign, bank and corporate debt globally, hedging macro risks and optimising diversification and liquidity. The Fund targets +6% to +7% annualised returns with ~5% volatility over an investment cycle. It adopts a multi-strategy, flexible approach, and has the ability to take long and short positions, employ prudent leverage and use derivatives where appropriate.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2018 0.2 0.9 0.6 0.5 0.8 0.1 0.5 1.0 0.7 0.4 0.3 1.0 0.8
2017 0.7 0.6 0.7 0.6 0.3 0.7 0.5 0.6 0.6 0.0 0.6 0.1 0.9

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