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Ray Dalio's flagship hedge fund is reportedly down 6% this year as other macro managers flourish

Aug 30, 2019, 20:49 IST

Ray Dalio talks at the Alpha Exchange panel at the CNBC Institutional Investor Delivering Alpha conference September 13th in NYCHeidi Gutman / CNBC

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  • Ray Dalio's primary hedge fund shed 6% of its value this year as of August 23, according to a new report from Bloomberg.
  • Dalio's Pure Alpha fund, which invests in macroeconomic trends, took significant losses from bearish bets on global interest rates.
  • While Dalio's funds are struggling, other macro managers are capitalizing on investment opportunities sprouting from geopolitical uncertainties.
  • Visit the Markets Insider homepage for more stories.

One of Ray Dalio's main hedge funds is struggling this year.

The Bridgewater Associates founder's Pure Alpha fund lost 6% of its value through August 23, according to a new report from Bloomberg.

The fund invests based on macroeconomic trends and has experienced losses from bearish bets on global interest rates, Bloomberg reported, citing a person familiar with the matter. An offshoot of the flagship fund, dubbed Pure Alpha II, invests with higher leverage and had lost about 9% of its value as of August 23.

While Dalio's macro funds appear to be struggling, competing firms are capitalizing on opportunities stemming from geopolitical uncertainties. According to data from Bloomberg, macro funds have risen 4.7% this year through July.

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Bridgewater's Pure Alpha Major Markets fund has seen even bigger losses this year, falling about 18% through August 23. The All Weather Fund, which invests about half of the firm's capital in wide range of stocks, bonds, and currencies to buffer against volatile markets, is up about 12.5% this year, according to Bloomberg.

Dalio said in a recent LinkedIn post that he's concerned monetary policy might be ineffective in preventing the next recession because interest rates are already so low.

Bridgewater Associates is the world's largest hedge fund with around $160 billion in assets.

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