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Printed: 20 September 2026 3:15 AM

19 Jun 2009 - DV01 up again in May, hits high water mark

By: Australian Fund Monitors
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DV01 Mechelle Pty Ltd gained +2.7% in May, following on from strong positive returns in March and April.

1 yr return: -11.73%. Annual (Aug 2006): +12.94%

The company also hit its high water mark in May, previously set in June 2008. Net long exposure has increased significantly from September 2008, from 12.2% to 73% currently. The company's 2009 return now stands at +18.16%, however this follows on from -21.23% in 2008 and with a current risk level (annualised standard deviation) of 22.05%.

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