Davidson Kempner Shutting Down Flagship Distressed Fund

https://www.reuters.com/business/finance/hedge-fu…

Another traditional distressed HF capital pool bites the dust. YTD returns of ~5% is lagging the HY and leveraged loan index pretty heavily, not to mention the CCC indices which are a much better benchmark and seems like annual returns over the past decade were ~5% so not too surprising that this is shutting down.

Still feels like a big deal given the reputation DK had in the space.

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DOF was relatively tiny compared to their AUM now and did outperform HY / CCC indices for most of last several years. Think outperformance under evergreen HF structure just wasn’t high enough relative to other products / what they can achieve from drawdown hence why they’re shutting it. 

 
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