On FactSet’s most recent podcast, we speak with Kenneth Heinz, President of Hedge Fund Research. Kenneth speaks on how hedge fund research and the composition of the major databases have been altered during and following the credit crisis, how Dodd-Frank will impact the accessibility of the overall hedge fund market, and more.
Highlights from our latest video podcast:
- During the financial crisis, investors saw a large increase in performance dispersion among hedge fund strategies; during the crisis the difference between the best performing hedge funds and the worst was extreme, as high as 100%
- Hedge Fund Research puts out, among other reference points, an important measure of the size of the hedge fund industry over time; competently and carefully assessing the size of the hedge fund industry can bring managers an increased understanding of performance measurement in different market conditions
- One of the most powerful things that has come out of the credit crisis is an understanding of the heterogeneous quality of the performance of the hedge fund industry; now more than ever there are as many strategies that are negatively correlated as those that are positively correlated, performance-wise
- The most powerful way to consider investing in the hedge fund industry is over the very long term; throughout the past 20 years, investing in a broad hedge fund industry composite has returned more than investing in the S&P 500
- The industry has achieved these gains with much lower volatility than investing in the traditional equity markets
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