Hedge fund bracketology and other tidbits in new DB report
| Mar 24th, 2009 | Filed under: Hedge Fund Industry Trends, Today's Post | By: Alpha Male |
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With college basketball’s “March Madness” consuming the United States this week, Deutsche Bank’s release of the results from its 2009 Alternative Investment Survey could not have been better timed. The 90 page report (available here via our friends at Opalesque) contains a number of interesting tidbits drawn from survey responses from over a thousand end-investors and funds of funds representing, as the firm says, over $1.1 trillion of hedge fund assets (i.e. most, but maybe not all, of the global industry if you assume they may be double-counting fund of funds assets.)
Buried deep in the report are the collective predictions of survey respondents on the all important topic of which hedge fund strategy will win this year’s performance championship. The survey asked about 19 strategies ranging from Asset Backed Securities to Volatility Arbitrage (click thumbnail at left).
Naturally, you’re probably wondering right now “What would this ranking look like if it were a tournament like the NCAA basketball championships?” Well, for those of you who have trouble understanding anything that does not take the form of a “bracket” this month, the chart below should clear things up (click to enlarge). More…
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Brilliant to find and present this particular item, Chris. Your colors are showing… nevertheless, Nice Work!
TP