FoHF Returns vs Hedge Funds during

FoHF Returns vs Hedge Funds during Covid-19

Some investment funds have done better than others during Covid-19. From data aggregated using AlternativeSoft’s investment platform, we can see that easily the best performing investments in the period Feb 2020 to Aug 2020 were Growth Mutual Funds.

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Large Cap and Growth Funds’ Underperformance During Covid19

Large Cap and Growth funds managers

In this short article, I show that Large Cap and Growth funds managers, who should have performed well during the ongoing Covid-19 pandemic (Feb2020-Aug2020), have not performed well.

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Did hedge funds with historically high
Annual Sharpe Ratio outperform the HFRI
index post COVID-19 contraction
(Apr-Aug 2020)

Strategies of the Fund

In this second article, we found that the 32 hedge funds with an annual Sharpe ratio >4 during Jan2010-Feb2020, performed well in Mar2020 and badly during Apr2020-Aug2020.

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COVID 19: Why is the equity market
going up and where to invest?

Cumulative returns of domestic equity markets


COVID 19 has had an impact across economies and required a robust government response. In March 2020 the U.S. equity market S&P 500 lost -34% in 33 days and quantitative easing has been widespread.

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Berkshire Hathaway lost 1.1b from sales
of shares between March and April

Hedge fund delivery in March 2020

According to SEC filings, the fund lost $750M on Goldman Sachs $145M on Southwest Airlines, $124M on Delta Airlines, $45M on American Airlines and $80M on United Airlines by anticipating the liquidation of the assets.

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Did hedge funds with historically high
Annual Sharpe Ratio outperform the
average hedge funds during March 2020

Hedge fund delivery in March 2020

We selected 32 hedge funds with an Annual Sharpe Ratio greater than 4 during the period Jan2010-Feb2020and with at least $10M of assets under management.

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Bearish Returns Opportunity

Bearish Returns Opportunity

This analysis uses 836 CTA (Commodity Trading Advisor) Hedge Funds and compares their returns in March 2020 and for the year 2019. Data for these funds are provided by NilssonHedge, EurekaHedge and HFR.

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Moves to long-only investing increase demands

European Service Provider 2020 Insights

As the industry witnesses fading differentiations between long-only, private equity and hedge funds, investors are starting to purchase software and databases which combine all these investment types...

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“Does investment in an active manager provide better drawdown protection than investment in the market?”

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Analysing 2018 Hedge Fund

“Was 2018 really as bad a year for Hedge Funds as most market commentators have suggested and, if so, which strategies would have been best insulated from the turbulence?”

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Fund Selection using Alternative

‘Can we find outperformance using an algorithmic asset selection approach which focuses on lesser used risk and return statistics?’

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  • Calmar Ratio
  • Rachev Ratio
  • Sharpe Ratio
  • MVaR
  • Asset Selection
  • Hedge Funds
  • CTA
  • Long Short Equity
  • Optimisation
  • Alternative Investments
  • Fund Investment

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