Ads
related to: hedge fund benchmark indexhedgelists.com has been visited by 10K+ users in the past month
Search results
Results from the WOW.Com Content Network
Keenan, C. “Mass Appeal It's Still a Niche Market, But More Assets Are Flowing Into Mutual Funds That Use Hedge Fund Techniques.” Institutional Investor, ( July 2004). Moran, Matthew. “Risk-adjusted Performance for Derivatives-based Indexes – Tools to Help Stabilize Returns.” The Journal of Indexes. (Fourth Quarter, 2002) pp. 34 – 40.
Pensions & Investments, (May 16, 2005), two developments have enhanced the interest in covered call strategies in recent years: (1) in 2002 the Chicago Board Options Exchange introduced the first major benchmark index for covered call strategies, the CBOE S&P 500 BuyWrite Index (ticker BXM), and (2) in 2004 the Ibbotson Associates consulting ...
However, summaries of individual hedge fund performance are occasionally available in industry journals [227] [228] and databases. [229] One estimate is that the average hedge fund returned 11.4% per year, [230] representing a 6.7% return above overall market performance before fees, based on performance data from 8,400 hedge funds. [70]
The ex-post Sharpe ratio uses the same equation as the one above but with realized returns of the asset and benchmark rather than expected returns; see the second example below. The information ratio is a generalization of the Sharpe ratio that uses as benchmark some other, typically risky index rather than using risk-free returns.
A recent advancement of the replication community is the introduction of a benchmark index, called the Hedge Fund Research Index, published by hedgefundresearch.com. This index represents all the main product providers, and analysis of this index shows that around 85% of all hedge fund returns can be replicated.
IndexIQ Announces February 2013 Performance of Its IQ Hedge Family of Investable Benchmark Hedge Fund Replication Indexes RYE BROOK, N.Y.--(BUSINESS WIRE)-- IndexIQ, a leading developer of index ...
Although absolute return funds are sometimes considered not to have a benchmark, there is a common one: the funds should do better than short-dated government bonds (e.g. T-bills in the United States). For example, if such "cash" instruments yield 15%, and the fund returns 5% in that same time period, the fund would be under performing the ...
When comparing hedge fund ETFs or private equity ETFs, pay attention to the fund’s strategy and its underlying investments. Also, consider the ETF’s performance, risk profile, and cost.
Ads
related to: hedge fund benchmark indexhedgelists.com has been visited by 10K+ users in the past month