Risk Factors Feeding Hedge Fund Performance


In a recent conversation with Forbes’ Carrie McCabe, PivotalPath CEO Jon Caplis discussed 2019 YTD trends found within PivotalPath’s Composite Index, and how they relate to the long-term 2000-2019 time period.

Spoiler alert: the dispersion within top performing Equities sub-sectors such as Financials, and bottom-performing Energy/Utilities/Industrials is half the long-term average. The PivotalPath Composite Index also found that “average correlation among all hedge fund returns within PivotalPath’s Composite are also near multi-year highs as the current environment spawns ‘risk on/risk off’ market action.”

What can we expect in the future?


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