Caspian Capital
Announced-deal merger arbitrage, with a tilt to complex regulatory and cross-border situations.
| Quarter | Cum return | Sharpe | vs bench (pp) |
|---|---|---|---|
| 2022 Q1 | 8.2% | 1.71 | -2.36 |
| 2022 Q2 | 3.7% | 1.67 | -6.38 |
| 2022 Q3 | -0.5% | 1.62 | -6.05 |
| 2022 Q4 | -3.4% | 1.31 | -3.76 |
| 2023 Q1 | 0.1% | 1.63 | +1.74 |
| 2023 Q2 | 1.7% | 1.37 | -0.45 |
| 2023 Q3 | 4.6% | 1.32 | +2.60 |
| 2023 Q4 | 8.6% | 1.42 | +2.80 |
Monthly liquidity, 30-day notice.