Hedge Fund Monitor
Risk Management
Hedge funds use numerous tools to mitigate counterparty risk, leverage risk, liquidity risk, market risk, and operational risk. Risk management metrics include stress tests, value at risk statistics, and portfolio management tools such as material restrictions on investor withdrawals, suspensions of investor withdrawals, and side pockets.
Hedge funds using value-at-risk or other risk metric (count)
Skip the ChartThe data are aggregated responses to SEC Form PF. Blank or null values are intentional to avoid potential disclosure of proprietary information of individual filers. Only responses from Qualifying Hedge Funds are included. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.
Counts are based on SEC Form PF questions 40(a) and 41. Reporting funds disclose in question 40(a) if they regularly calculate VaR, or value at risk. VaR is a statistic measure that estimates the maximum potential loss in value of an investment portfolio over a given time period, at a specified confidence level. Many reporting funds use risk metrics other than, or in addition to, VaR. This information is disclosed in question 41. The three categories displayed are mutually exclusive.
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Suggested CitationOffice of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).