Hedge Fund Alpha Down For Fourth Straight Month in 2013 – ValueWalk Premium
Monthly Alpha Residual Performance of HFRI Equity

Hedge Fund Alpha Down For Fourth Straight Month in 2013

Morgan Stanley (NYSE:MS)'s alphascreener, the bulky and insightful report by Adam Parker notes some interesting changes in the stock market dynamics and hedge fund performance. The report shows that hedge fund alpha is down in 2013. This means that not only are hedge funds having a terrible year versus the market, they also are providing awful risk adjusted returns.

Hedge fund alpha negative in last four months

Parker has noted on several previous occasions that hedge funds' alpha generation capacity has

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