Consistent Performers: Why the top 50 hedge funds outperform by 7% p.a.
Feb 26 20211 Comment
Eric Uhlfelder's 2020 Survey on the Top 50 Hedge Funds found that the average 5-year annualized net return was over the surveyed 5 year period was more than 7 percentage points a year greater than the hedge fund industry average return. The group's average 5-year annual Sharpe Ratio was 1.84 versus the market's 0.89, and their average worst drawdown over the same period was -9.1% versus -13.5% for the market.
In addition, the 50 funds' returns virtually matched the market over the past five years and did so with less risk: an average annual standard deviation of 7.8% versus the market's 11.88%.
In this Opalesque.TV BACKSTAGE video, Eric explains:
What makes for a Consistent Performing manager?
How distorted media perceptions about hedge funds can also negatively affect investors
The Consistent Performers' AUM sweet spot. Why also large allocators should not overlook smaller or mid sized asset managers
How are the 50 consistent performers different from the typical hedge fund?
Do the 50 Consistent Performers run diversified or concentrated portfolios?
You can also meet Eric Uhlfelder at the upcoming Opalesque Investor Workshop "In Search of PERSISTENT ALPHA" with Alexander Ineichen (CFA, CAIA, FRM) of "In Search of Alpha" fame with institutional investors Panayiotis Lambropoulos (CFA, CAIA, FRM) from the Texas Employees Retirement Systems and Dave Finstad (CFA) of the British Columbia Investment Management Corporation:
Eric Uhlfelder's 2020 Survey on the Top 50 Hedge Funds found that the average 5-year annualized net return was over the surveyed 5 year period was more than 7 percentage points a year greater than the hedge fund industry average return. The group's average 5-year annual Sharpe Ratio was 1.84 versus the market's 0.89, and their average worst drawdown over the same period was -9.1% versus -13.5% for the market.
In addition, the 50 funds' returns virtually matched the mark ...more
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