Analysing exposure and risk in the 30 largest hedge funds

Risk most dispersed, but most extreme, in macro funds

sine wave

Analysing an asset-weighted portfolio of the 30 largest reporting hedge funds shows what market exposures, risk factors and performance expectations this institutional portfolio would create for an investor. Understanding the current market exposures, risk factors and performance expectations of these funds, especially if a crisis were to occur, offers a way to gauge the positioning of the broader hedge fund industry.

The 30 hedge funds in the analysis reported $450.51 billion in assets under

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

Sign up here


This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: