The difference between the two models in terms of how risk is defined and managed is more subtle. Defining risk relative to a benchmark means that the risk-neutral position of the manager is the benchmark and risk is perceived as deviations from the benchmark. Alpha measures the difference between a fund’s actual and expected returns, based on beta, and is generally used as a measure of a manager’s added value over a passive strategy.. The beta of a market is 1.00 by definition. Absolute Return Index: A stock index designed to measure absolute returns. The absolute return index is actually a composite index made up of five other indexes.
Global and major stock market indices quotes in real time, broken out by location and sector. The profit (or loss) from short selling is the difference between the amount the manager originally sold the stock for and the amount paid to buy it back. See all ETFs tracking the HFRI Fund of Funds Composite Index, including the cheapest and the most popular among them. Compare their price, performance, expenses, and more. But the HFRI Index’s enviable long term performance masks an unflattering trend: The rolling ten-year returns have been in a very significant decline since the launch of the HFRI Index.
Beta measures a fund’s sensitivity to market movements. Track the movement of the 11 Sector SPDRs as well as the 500 component stocks. The primary difference between the two is a regulatory one.
HFRI - Marke von Hedge Fund Research, Inc. aus IL 60606 Chicago
Risk Statistics Definitions.
Sovereign debt A country's own government-issued debt, priced in its native currency, that can be sold to investors in other countries to raise needed funds.
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