Insights
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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.
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The Inflation Effect on Hedge Funds
Inflation has occupied the minds of the Federal Reserve and U.S. consumers since the term “transitory” admittedly became out of step almost 1.5 years ago as noted in this Reuters report. And rightfully so, as inflation directly affects everything from consumer purchasing power to company profit margins. Additionally, policy responses to persistent inflation, such as […]
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Historic Rally in Treasuries and the Effect on Managed Futures
In addition to monthly stats, in this edition we reflect on performance and discusses the month's events that drove the various underlying sub-index results.
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Banking Turmoil Implications for Hedge Funds
In view of the recent banking turmoil we just wanted to show to our clients how to use PivotalPath tools to quantify banking sector exposure in the hedge fund industry. Using the KBW Index (MTD -24% as of Mar 16,2023) as proxy of the banking sector in our correlation tracker, we can screen for the […]
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The Dramatic Effect Of Interest Rates On Hedge Fund Performance
In addition to monthly stats, in this edition we reflect on performance and discusses the month's events that drove the various underlying sub-index results.
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What’s In your Index? Part 4 of the 4-Part Series
Read Part 4 of our 4-Part series.
What’s in Your Index?
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What’s In your Index? Part 3 of a 4-Part Series
Read Part 3 of our 4-Part series.
What’s in Your Index?
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How Do Hedge Funds Perform in Times of Divided vs. Unified Government?
How could Georgia’s upcoming run-off election, which will determine control of the Senate, affect hedge funds over the next congressional term?