Absolute Returns Not Always Above Volatility Management In Hedge Fund Allocation Decisions – ValueWalk Premium
volatility management Brexit volatility

Absolute Returns Not Always Above Volatility Management In Hedge Fund Allocation Decisions

Is volatility management a key statistic to pay attention to above absolute returns?

When making allocation decisions there is a definite disadvantage to filtering hedge fund performance from the standpoint of highest absolute returns, which is often the criteria for many of the "best" performer lists compiled by brokerage and industry award programs. Sophisticated algorithmic methods to determine hedge fund allocation decisions, however, often don't consider absolute return as the top factor. Some methods are based on a fund’s noncorrelation to several strategic and market factors such as the fund’s upside and downside deviation levels . . .

SORRY!

This content is exclusively for paying members.

If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.


X
Saved Articles
X
TextTExtLInkTextTExtLInk

0