Whether the Sharpe ratio is an appropriate performance index for ranking hedge funds remains a controversial question among both academics and practitioners. Eling and Schuhmacher compared the Sharpe ratio with other performance measures and found virtually identical rank ordering using hedge fund data. ...
Whether the Sharpe ratio is an appropriate performance index for ranking hedge funds remains a controversial question among both academics and practitioner... M Eling,S Farinelli,D Rossello,... - 《Journal of Derivatives & Hedge Funds》 被引量: 34发表: 2011年 The Impact of Illiquidity and High...
The strategies, performance and market impact of top hedge funds, as well as profiles of key fund managers and their decision-making processes.
20% Performance Fee →The 20% performance fee (or “carried interest”) is an incentive for hedge fund managers to achieve strong returns, i.e. “beat the market”. Once the GP has caught up and earned the 20% carry, all fund profits are split 20% to the GP and 80% to the LP....
This chapter examines the performance of portfolios of hedge funds when fund selection is based on the rank of a funds' alpha rather than on the estimated value of the alpha. It presents four different factor models to estimate the alpha of individual hedge funds. The base case model is the...
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Moreover, we characterise different economic states, classifying and ranking them from the most to the least desirable overlapping states (see empirical results section), showing that the relation between fund characteristics and fund performance is not static. The current study assists investors and ...
The TipRanks Star Ranking is based on a combination of the following factors: Expert Success RateThe percentage of an expert’s ratings resulting in a positive return Expert Average ReturnThe average return of an expert’s ratings Statistical SignificanceThe more transactions made, the more significa...
The Eurekahedge Hedge Fund Index (Bloomberg Ticker - EHFI251) is Eurekahedge's flagship equally weighted index of 2723 constituent funds. The index is designed to provide a broad measure of the performance all underlying hedge fund managers irrespective of regional mandate. The index is base ...
The funds with the best aggregate ranking made the long list that went before the panel of judges. "We are honored to be recognized for the performance and track record that we've built over the last decade," said Ray Nolte, co-managing ...