Monday, July 6, 2009

Hedge Funds Continue to Outperform Equities

Source: Barclays Hedge


  1. 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 ?

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

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

  3. email me at and i'll send you the data series...