Laurent Favre - AlternativeSoft AG
This report questions whether the hedge funds industry is slowly moving towards using outperformance like long only funds. It finds that there is no convergence in tracking error for each hedge fund Vs its HFR strategy index and the out/underperformance for each hedge fund Vs its respective HFR strategy index has had the same dispersion for the past 7 years.
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Disclaimer: The figures published here are for information purposes only and are not to be construed as investment advice.