PerTrac Financial Solutions (http://www.pertrac.com), the leading provider of analytic, reporting and communications software to the investment industry, today released its fourth annual study examining hedge fund performance, volatility and risk as they relate to the size and age of a fund. The analysis of 2009 hedge fund performance reaffirms the existing trend of less tenured funds outperforming older ones and reverts to findings from earlier studies indicating that small to mid-sized funds outperform larger ones.
“Coming off the worst calendar year losses in history in 2008, the hedge fund industry provided investors with a strong comeback in 2009. According to our research, the rally was led by the younger funds,” said Jeff Hendren, Co-President of PerTrac. “When we looked at performance according to the size of a fund, our research revealed that the small and mid-sized funds achieved the highest performance. These two findings are likely related because fund size tends to correlate with fund tenure.”
As in past studies, PerTrac conducted two different analyses: one based on a fund’s asset size, and the other based on a fund’s age. Monthly hedge fund returns were compiled from leading hedge fund databases and analyzed using the capabilities of the PerTrac Analytical Platform. This software provides comprehensive access to manager performance data as well as statistical performance and simulation tools that, among other things, analyze and report returns across large indices.
The whole study is on :
http://www.prweb.com/releases/2100/01/prweb4715634.htm
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment