Saturday, October 27, 2012

Why the S&P Is Trashing Hedge Funds




Putting money into a Standard & Poor's 500-stock index fund would have gained you more than 12% so far this year, while investing in the average hedge fund would have generated just 4.8% in returns, net of fees, through September, according to hedge-fund performance tracker HFR. Even most strategies correlated with equity markets trail the S&P by a wide mark, reports Barrons. Put simply, alpha, or the value a manager adds to returns beyond his benchmark, just isn't there. And that's what the typical hedge fund promises investors, in return for its hefty fees.

Hedge funds typically lag behind broader indexes slightly during years with double-digit S&P gains—they do have to hedge, after all—but it's rarely by this much.

Managers across all strategies are concerned about another 2008-like market crash, but in the meantime, they've been hurt…..

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