Hedge Fund Performance in 2007

In a context of moderate performance in the stock and bond markets in 2007, Funds of Hedge Funds, which are often taken to give an aggregate view of the industry's performance, returned 10.07% on average for the year, compared to 3.53% for the S&P 500 and 4.14% for the Lehman Global US Treasury Bond index.

Author(s):

Veronique Le Sourd

Senior Research Engineer at the EDHEC Risk and Asset Management Research Centre.

In Hedge Fund Performance in 2007, Véronique Le Sourd, Senior Research Engineer with the EDHEC Risk and Asset Management Research Centre provides a strategy-by-strategy account of the performance of each hedge fund strategy included in the EDHEC Alternative Indexes. While all hedge fund strategies posted positive returns, a majority saw a slight fall-off in performance compared to 2006. Only five of the thirteen strategies obtained higher returns than in 2006: CTA Global, Emerging Markets, Equity Market Neutral, Global Macro, and Short Selling.

Type: EDHEC Publication
Date: le 20/02/2008
Research Cluster : Finance

See Also

THE FIGHT AGAINST SEXUAL AND GENDER-BASED VIOLENCE, A CORE COMPONENT OF THE START TO THE ACADEMIC YEAR FOR PRE-MASTER STUDENTS
News
- 20-09-2022
As part of the programme organised at the start of the academic year for EDHEC Business...
The EDHEC Global MBA ranked 14th in Europe in the Bloomberg Best B-School 2022-23 list
News
- 19-09-2022
The EDHEC Global MBA has been featured once again in the prestigious Bloomberg...
The new EDHEC PhD in Finance cohort ready to embrace challenges of doctoral studies
News
- 16-09-2022
A new cohort of 12 PhD executive  track participants and 2 residential track...
Green finance sector initiative for decarbonization: new paper out by Irene Monasterolo with The World Bank
News
- 15-09-2022
  Does greening the financial sector have real world impact? Green financial sector...