There is a noticeable ratio differential occurring on the HSBC Hedge Weekly performance list. Hedge funds on the losing end of the scale are more pronounced on a year over year basis, with the Worst drawdown fat left tail nearly 20% larger. With hedge funds reporting the best performance since January, according to data from Hedge Fund Research, what’s going on? [dalio] Worst Drawdown by category – Energy funds are 1 & 2 losers in 2017 year to date after 1 & 2 winners in 2016 The top five hedge funds in the HSBC performance rankings are down, on average,…
Biggest Hedge Fund Losers Down More In 2017 Than 2016
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.