Asset-weighted hedge fund portfolio analysis helps investors judge market risk factors

Asset-weighted hedge fund portfolio analysis helps investors judge market risk factors

June 2, 2016 | Margie Lindsay
Tags: Credit, drawdowns, equity long/short, Europe, Europe Australia and Far East (EAFE), eVestment, exposure, fixed income, macro, multi-strategy, portfolio construction, risk, systematic risk, volatility

Understanding the current market exposures, risk factors, and performance expectations of the top 30 funds, especially if a crisis were to occur, offers a way to gauge the positioning of the broader hedge fund industry.

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