Rotation To Value Helps Hedge Funds Add Alpha – ValueWalk Premium
Value Hedge Funds Alpha

Rotation To Value Helps Hedge Funds Add Alpha

 the long awaited return of value? well for now at least some good news for value hedge funds

Donald Trump winning the US presidential election has saved hedge funds this year. According to research from Morgan Stanley, in the days after the election result became known, long/short hedge funds’ alpha spiked but has since settled.

According to the research, in November the HFRX Equity Hedge Index (long/short index) gained 9 basis points of alpha relative to Morgan’s proprietary six-factor risk model. In . . .

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