Funds of hedge funds outperform hedge funds over 12 months

But typical FoHFs ‘more exposed to market risks now than in recent memory'

Co-simulation of risk factors in power markets

Funds of hedge funds (FoHFs) outperformed hedge funds on an equal-weighted absolute basis over the last 12 months ending May 2015, returning 6.65% versus 5.84%. Measured over the last five years, hedge funds have outperformed FoHFs by approximately 2% per annum.

FoHFs saw net investor allocations during the first half of 2014, but outflows in the second half forced financial year 2014 flows to be approximately flat. Net redemptions continued into Q1 2015, with investors pulling approximately $16

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: http://subscriptions.risk.net/subscribe

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

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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: