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.
Effect of risk-free rate changes on net assets (percent)
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.
The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds’ portfolios for a hypothetical change in risk-free rates. Solid and dashed lines are 50th (median) and 5th percentiles, respectively.
Series Used
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Suggested CitationOffice of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).