Browsing: hedge fund performance

Posts Tagged ‘ hedge fund performance ’

What Do Day-One/Early-Stage Investors Want?

Mar 12th, 2012 | Filed under: Hedge Fund Industry Trends, Hedge Fund Strategies, Institutional Investing, Alpha Strategies, Seeding/early-stage

Funds of funds dominate the world of institutional investors in Day 1 or early stage (D1/ES) hedge funds, and they do so for a simple reason. That is their business model. They exist to invest in hedge funds, and their goal is to be fully invested at all times, not to have a lot of money sitting around as cash. Read More


PwC on Public Pension Managers Who ‘Do’ Hedge Funds

Mar 5th, 2012 | Filed under: Hedge Fund Industry Trends, Hedge Fund Strategies, Institutional Investing, Alpha Strategies, Fees

The question in 2012 is not whether hedge funds (and other alternative investment vehicles) can attract pension funds, but how they should go about it. Alternatives managers will benefit most from the heightened interest of pension funds if they address the continuing concerns of their pension fund colleagues. For example, pension fund managers are well aware that investment in exotic and illiquid products is something hedge funds do, and they know that these products can help make a quick exit impossible. Read More


Conviction Versus Clarity—A Difference With a Distinction

Mar 4th, 2012 | Filed under: Hedge Fund Industry Trends

Emerging managers want and need investors and investors reputedly are sitting on cash looking for opportunities. So why aren't the two managing to get together?Read More


Alix Capital: Market Neutral Up, Fixed Income Down

Feb 29th, 2012 | Filed under:

After a survey of recipients of the UCITS Alternative Index, the UAI Industry Survey Q1 2012, Alix Capital reports that majorities expressed satisfaction with the current level of allocation for certain strategies: commodities, emerging markets, forex, and macro global strategies. But there was a lot of interest in increasing allocations to CTAs, equity market neutral, and volatility-based strategies. The strategy that receives the largest negative response (largest intended reduction in portfolio allocation) is fixed income. Read More


The Shifting Hedge Fund Landscape: Operations and Due Diligence

Feb 28th, 2012 | Filed under: Hedge Fund Industry Trends, Institutional Investing, Alpha Strategies

One crucial takeaway from SEI's latest is that "the quality of operations is a major consideration in institutions' screening and evaluation of hedge funds." Eighty percent of respondents agreed with the observation that "operational strength is a hallmark of an institutional-quality hedge fund." One quarter of those say they agree "strongly." Only three percent disagree.Read More


Do Hedge Funds Work?

Jan 26th, 2012 | Filed under: Hedge Fund Industry Trends, Alpha Strategies

"...If all the money that's ever been invested in hedge funds had been put in treasury bills instead, the results would have been twice as good..." This is the astonishing finding of Simon Lack in his book "The Hedge Fund Mirage".Read More


What up with the Hedge Funds of Funds Index last year? Theories abound.

Feb 15th, 2010 | Filed under: Performance, Analytics & Metrics

Academics and researchers who study the hedge fund industry sometimes say that the best way to gauge the average performance of hedge funds is to look at an index of funds of funds (FoFs), not an index of hedge funds themselves.  The funds of funds, the argument goes, contain manyRead More