Research

FoHF Returns vs Hedge Funds during
Covid-19

• By Laurent Favre

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.

Large Cap and Growth Funds’ Underperformance During Covid19

• By Laurent Favre

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.

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

• By Vincenzo Taddeo

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.

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

• By Laurent Favre

Source: 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.

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

• By Vincenzo Taddeo

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.

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

• By Vincenzo Taddeo

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.

Bearish Returns Opportunity

• By Vincenzo Taddeo

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.

Moves to long-only investing increase demands

• By Laurent Favre

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...

REDUCING DRAWDOWN USING ALTERNATIVES

• By Michael Melluso

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

Analysing 2018 Hedge Fund
Performance

• By Michael Melluso

“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?”

Fund Selection using Alternative
Statistics

• By Michael Melluso

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