Thursday, February 19, 2009
Market Risk of Equity Long-Short and Market-Neutral Hedge Funds
The topical study from the February 2009 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
How much risk did hedge fund investors expose themselves to when they bought so called “market neutral" funds? Has the market risk of Equity Long-Short and Equity Market Neutral strategies increased with the sell-off? Did some Equity Long-Short funds anticipate the sell-off and reduce their market exposure? If so, did they achieve superior returns and gather assets?
Market risk of Equity Long-Short and Equity Market Neutral funds increased significantly over past two years.
We studied the returns and flows of 597 Equity Long-Short funds and 143 Equity Market Neutral funds from 2000 to 2005 and 2006 to 2008. Our findings . .
How much risk did hedge fund investors expose themselves to when they bought so called “market neutral" funds? Has the market risk of Equity Long-Short and Equity Market Neutral strategies increased with the sell-off? Did some Equity Long-Short funds anticipate the sell-off and reduce their market exposure? If so, did they achieve superior returns and gather assets?
Market risk of Equity Long-Short and Equity Market Neutral funds increased significantly over past two years.
We studied the returns and flows of 597 Equity Long-Short funds and 143 Equity Market Neutral funds from 2000 to 2005 and 2006 to 2008. Our findings . .
Accredited investors can read the entire article for free.
From the February 2009 issue of The Hedge Fund Flow Report. The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category.
To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.
Labels: Hedge Fund Flow Topical Study, hedge fund risk, hedge funds
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