Hedge Funds Protect Against Major Market Losses

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Hedge Funds Protect Against Major Market Losses – PivotalPath Composite Index Outperformed BY 8.5% Relative To The S&P – The 8th Largest On Record Dating Back to 1998

PivotalPath has released their monthly report, the Pivotal Point Of View, which measures performance among more than 2,400 institutionally-relevant hedge funds, as well as 40+ different hedge fund strategies and $2.5T in total industry assets. The big takeaway so far: despite a sea of red, hedge funds continue to outperform the broad market indices and maintain a historically low beta to the S&P 500.

Q1 2022 hedge fund letters, conferences and more

  • The PivotalPath Composite Index continues to diverge from traditional asset classes. Its 12-month beta of 0.11 to the S&P 500 is the lowest since December 2017 and the 2nd lowest since November 2003.
  • The Composite’s monthly outperformance of 8.5% relative to the S&P 500 is the 8th largest on record dating back to January 1998 which spans 192 months.
  • Dispersion across all funds level remains elevated at 5.7%; prior to the volatility brought on by Covid in February of 2020, that would have been the highest print since the tail end of the financial crisis in 2009.

Hedge Funds

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