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.
Read MoreIn 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.
Read MoreIn 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.
Read MoreSource: alternativesoft.com,globalfinancialdata.com
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.
Read MoreAccording 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.
Read MoreWe 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.
Read MoreThis 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.
Read MoreAs 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...
Read More“Does investment in an active manager provide better drawdown protection than investment in the market?”
Read More“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?”
Read More‘Can we find outperformance using an algorithmic asset selection approach which focuses on lesser used risk and return statistics?’
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