Tag Archives: hedge fund performance

Forecasting Bridgewater All Weather Performance in November’s Bond Storm

November’s government bond sell-off resulted in one of the sharpest increases in Treasury yields in recent history and an uptick in fixed income volatility. While this may be particularly bad news for traditional fixed income funds, risk parity funds should, in theory anyway and to the extent that other asset classes have held their ground, […]

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Chart of the Week: Update on Bridgewater All Weather

In recent weeks risk parity[1] funds have been the focus of particularly unfavorable reports on their performance.  Bridgewater’s All Weather Portfolio, the original and most famous risk parity fund, is often held up as an example. The risk parity approach has performed particularly well over the past decade, minimizing losses during both the tech bubble […]

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A Hedge Fund Index – the Best Investment Ever?

The November 21 WSJ article “Hedge Funds Kiss Their Alpha Goodbye“ and a follow-up article look critically at the performance characteristics of hedge funds by presenting facts that, in authors own words, “aren’t exactly great PR for the hedge fund industry.” The article and its controversial conclusions got a lot of attention so we were […]

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