The risk of risk/return

patrick de gentile williams

There is a very large number of prospective and existing hedge fund managers, and while many of these are very talented managers, few have truly quantified what their own investment style means in terms of risk.

Many assume that because they think of themselves as skilful and prudent managers, they must consequently be low-risk managers. This is simply not the case. The risk of a portfolio is felt by investors solely in the shape of the volatility of the net asset value (NAV).

This volatility is a

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