Huh? Moderately Active Hedge Fund Managers Outperform Passive, Says Fed Study – ValueWalk Premium
Active managers
03Oct

Huh? Moderately Active Hedge Fund Managers Outperform Passive, Says Fed Study

Do active fund managers outperform passive fund managers?

The answer depends on how you define performance, a recent study from the U.S. Federal Reserve concludes. If you define performance based on absolute returns, then yes, active funds outperform passive funds. If you define performance based on measures of risk adjusted returns, then no, active funds do not outperform passive funds.
Active managers vs passive managers: The battle of profit and returns
In their recently released study, Returns to Active Management: The Case of Hedge Funds, authors Maziar . . .

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Author

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.

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