| Hedge Fund
Analysis |
| Some of StyleADVISOR’s
analytics are particularly useful when looking at Hedge Fund managers and Fund
of Funds. For a more detailed presentation you can download a workbook
for use in StyleADVISOR, or a PDF
of this workbook.
This first graph plots two fund of funds Maximum Drawdown versus the S&P 500. This is the maximum loss that the managers ever incurred during any subperiod of the entire time period. |
Figure 1: Hedge Fund Analysis - Two
fund of funds Maximum Drawdown versus the S&P 500
 |
| The Downside Table below shows some of the risk related statistics of the two fund of funds and the S&P 500 for comparison. |
Figure
2: Hedge Fund Analysis - Downside Table
 |
| Performance can be graphed versus stocks, in this case the S&P 500, or versus bonds, using the Lehman Aggregate Bond index. A table can be used to show any of the numerous statistics for making comparisons. |
Figure
2: Hedge Fund Analysis - Manager Vs. Stocks
 |
Figure
2: Hedge Fund Analysis - Manager Vs. Bonds
 |
Figure
2: Hedge Fund Analysis - General Statistics
 |
