Largest funds face more equity and credit risk six months on

But industry sees less interest rate risk and inversely exposed to volatility

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eVestment’s exposure and tail risk report is an analysis of many of the largest hedge funds in the industry and what an asset-weighted portfolio of these funds would expose investors to in terms of market risks, potential gains and how the portfolio might perform in periods replicating historical market stresses. This includes how a portfolio of the largest hedge funds would perform should actual historical stress test scenarios, including the global financial crisis, recur.

The 30 hedge funds in

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