Monday, July 6, 2009

Hedge Funds Continue to Outperform Equities



Source: Barclays Hedge

4 comments:

dblwyo said...

Is there any way to push back and get a time series. MS Money runs a Strategy Lab comparing different investment approaches. The problem is that it runs/ran for six months and tended to coincide with market cycles. You probably take the point - a single month in a bear rally would tend to favor hedge strategies. How do they do on longer cycles and against other asset classes ?

Jake said...

You can find a bunch of data here (click through on the strategy):

http://tinyurl.com/nkzq7w

I'll see if I can't whip something up with this for tomorrow...

dblwyo said...

Excellent, muchas gracias.

Jake said...

email me at econompicdata@gmail.com and i'll send you the data series...

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