This report presents UGA’s Q3 2025 hedge fund strategy outlook, offering insights into performance drivers and allocation shifts across strategies.
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Macro funds benefit from volatility in rates, FX, and commodities, with opportunities in dislocations from tariff-related uncertainty.
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Equity long/short managers face challenges from concentrated market leadership but find relative value in sector and regional divergences.
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Credit and event-driven strategies gain traction as dispersion increases, with structured opportunities emerging in distressed and special situations.
For a deeper understanding of positioning and risk-adjusted opportunities, explore the full report.
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