Some Thoughts on Alternatives
Performance of various hedge fund strategies during down equity markets
Click here or on chart to go to the most recent research on alternatives.
Although some alternative strategies can have positive returns during periods of poor equity performance, others may just be low beta, offering smaller losses but not necessarily negative correlations when needed most.
Hedge Fund Strategy Returns
The table shows the HFR hedge fund strategy index returns.
Sharpe ratio of 60/40 has been elevated since the financial crisis
High equity returns and low volatility have produced historically high sharpe ratios.