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Recent Research

Some Thoughts on Alternatives

Hedge Fund Strategy Returns

The table shows the HFR hedge fund strategy index returns.

Performance of various hedge fund strategies during down equity markets

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.

Sharpe ratio of 60/40 has been elevated since the financial crisis

High equity returns and low volatility have produced historically high sharpe ratios.