Hedge Funds Portfolios Are Becoming More Concentrated

HFA Padded
Rupert Hargreaves
Published on

At the beginning of November Société Générale, the French investment bank published the world’s first single measure of hedge fund risk.

Called the SG multi-asset risk indicator (MARI), this measure merges single indicator measures of hedge fund positioning across equities, bonds, currencies, and commodities, to help understand just how optimistic or cautious current positioning is in the hedge fund industry compared with history.

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HFA Padded

Sign up now and get our in-depth FREE e-books on famous investors like Klarman, Dalio, Schloss, Munger Rupert is a committed value investor and regularly writes and invests following the principles set out by Benjamin Graham. He is the editor and co-owner of Hidden Value Stocks, a quarterly investment newsletter aimed at institutional investors. Rupert owns shares in Berkshire Hathaway. Rupert holds qualifications from the Chartered Institute For Securities & Investment and the CFA Society of the UK. Rupert covers everything value investing for ValueWalk