Similar to mutual fund performance analysis, hedge funds should be evaluated for both absolute and relative return performance. However, because of the variety of hedge fund strategies and the uniqueness of each hedge fund, it is absolutely crucial to understand the different types of funds and follow only those that can give you an accurate picture of developing market trends. We are using different performance metrics in order to evaluate the performance of a particular hedge fund. Among those metrics are standard deviation, value at risk (metric based on standard deviation and mean), skewness (shed additional light on the risk of a fund), omega ratio and calmar ratio.
When it comes to replicating hedge funds and their portfolios we are using sophisticated computer algorithms. We are always measuring the performance metrics of a fund and identify the winners among them. We aim to include funds that have at least a 3 year track record and at least 30% of their holdings in their top 10.
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Banks, hedge funds, insurance companies, registered investment advisers, CTAs, mutual funds, endowments and pension plans . Two sub-accounts for your employees are included.