Deutsche Bank uses replication to track hedge fund beta


Deutsche Bank has become the latest investment bank to launch an index that tracks hedge fund beta. The DB Absolute Return Beta Index does not invest in any hedge funds or funds of funds, but replicates the performance of funds of hedge funds through a proprietary algorithm that calculates the appropriate asset weighting, long or short, across a number of liquid asset classes.

Deutsche Bank says the index outperforms other beta replication indexes and other investable fund indexes because it

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