(Harvest) The key challenge for many global macros and managed futures managers (or any hedge fund combination) is showing their relevance during the post-Financial Crisis period when the simple combination of stocks and bonds seem to have been enough to generate a very effective Sharpe ratio. Hedge fund managers need to show their value-added in an environment where the negative correlation between stocks and bond has allowed the two-asset class blend to do an effective job of diversification.
Challenge and Reality For Hedge Funds – Beating The Stock-Bond Blend
This entry was posted in Syndicated. Bookmark the permalink.
