Classic hedge fund trade is a winner in China’s two-speed market

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By Henry Ren & Charlotte Yang Chinese stocks have been among the world’s worst performers over the past year, but they are beating their major peers based on one hedge-fund strategy.

Chinese stocks have been among the world’s worst performers over the past year, but they are beating their major peers based on one hedge-fund strategy.

“A market where you have reasonably high retail participation, combined with low institutional participation, and also low analyst research coverage, naturally lends itself to creating more structural inefficiencies,” said Bernard Ahkong, CIO for global multi-strategy alpha at UBS O’Connor in London. “China ticks all those boxes.”

UBS O’Connor’s China long-short fund returned 15 percent this year through July 12, data compiled by Bloomberg show. The performance was boosted by gains in PetroChina Co. and China Shenhua Energy Co. as Beijing urged state-owned-enterprises to improve shareholder returns, according to a fact sheet from the firm published at the end of May.

“It’s almost like you get told ahead of time, and actually in the US and other developed countries, you don’t even have that level of certainty and visibility,” Ahkong said.China last week beefed up efforts to combat short selling with some of its strictest measures yet.

Another challenge facing China-focused long-short funds is how to raise assets from new investors amid dwindling foreign interest in Chinese markets. Despite superior performance this year, many are still struggling to expand, said Gwyn Roberts, head of manager relations at PivotalPath.

 

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