Insights
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Pivotal Point of View – April 2024
The PivotalPath Composite Index rose 2.1% in March and is up 5.1% through Q1. The Index continues to generate positive alpha of 5.6% relative to the S&P 500 (S&P) over the last 12 months, even as equity markets soar.
Read Full article to learn about Hedge Fund Performance.
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Pivotal Point of View – March 2024
The PivotalPath Composite Index rose 2.1% in February, building on its January return of 1.1% and 2023’s return of 7.6%. The Index continues to generate positive alpha of 3.4% relative to the S&P 500 (S&P) over the last 12 months even as equity markets soar.
Read Full article to learn about Hedge Fund Performance.
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Pivotal Point of View – February 2024
The PivotalPath Composite Index rose 1.1% in January, building on the 2023 return of 7.6%
Read Full article to learn about Hedge Fund Performance.
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A Bias-Free Assessment of the Hedge Fund Industry
A New Evaluation of Total Assets, Alphas, and the Flow-Performance Relation.
We combine data from six leading commercial hedge fund vendor databases with confidential regulatory filings to provide a comprehensive evaluation of hedge fund industry size, performance, and investor flows.
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Managed Futures Exposure to Treasuries Historically Negative
The swift rally across the curve had a large negative impact on funds that were short Treasuries, including managed futures funds/CTAs. Of note is that February 2021 represents a turning point for the Managed Futures sector, which has been historically mostly long bonds, until then.
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The Volatility Effect on Hedge Funds
This is part three of a series in which PivotalPath parses hedge fund performance under macroeconomic regimes.
