Tag Archives: Hedge Fund Risk

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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When Measuring the Value of Hedge Funds, Don’t Forget Risk

Following the financial media’s reporting on hedge funds over the past few years, one could be mistaken for thinking that frustrating industry-wide returns – along with some high profile winning bets, frauds and serial insider trading – have dominated the industry. And yet money, particularly of the institutional variety, continues to flow towards these expensive […]

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