Rotation To Value Helps Hedge Funds Add AlphaRupert Hargreaves
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 . . .
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