Largest hedge funds vulnerable to 2008 repeat

Biggest 30 would lose 4.6% in one month

Hedge fund exposures and tail risks

The portfolio of the 30 largest hedge funds would stand to lose 4.6% of its value in a month, if market stresses similar to those during the heart of the 2008 financial crisis were to repeat, far surpassing losses seen in other historical stress scenarios. The decline is similar to what the industry felt in each peak month of the crisis (September/October 2008), an indication that even this large slice of the industry is not immune to a meaningful decline.


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