Friday, May 31, 2013

How Fear of Risk Puts Hedge Funds Behind S&P 500





From Bloomberg: Hedge funds are paying a price for being too hesitant to buy stocks in the midst of a four-year bull market, according to Barry Ritholtz, FusionIQ’s CEO.

Hedge Fund Research Inc.’s broadest fund index fell out of sync with the Standard & Poor’s 500 Index in 2011 and has yet to recover. The HFRX Global Hedge Fund Index had a 4.8 percent advance for the year through last week, while the S&P 500 was 16 percent higher.

Many fund managers have been “overly timid and suffering from risk aversion” because of the magnitude of the losses that preceded the current advance, Ritholtz said yesterday during an interview. The S&P 500 tumbled 57 percent from its October 2007 high to its March 2009 low. Federal Reserve policy has worked against managers with a macro strategy, which focuses on political and economic events, he said…


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