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.

Net assets with suspensions/withdrawal restrictions imposed (percent)

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The 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 data are the share of hedge fund net assets with investor withdrawals suspended or currently subject to material restrictions based on SEC Form PF question 49(d) and (e), respectively.

Series Used

Related Charts

Chart Name
Hedge funds using value-at-risk or other risk metric (count)
Hedge funds that report stress test scenarios (count)
Effect of risk-free rate changes on net assets (percent)
Effect of equity price changes on net assets (percent)
Effect of currency value changes on net assets (percent)
Effect of credit spread changes on net assets (percent)
Net assets by investor type (percent of total)
Net assets with suspensions/withdrawal restrictions imposed (percent)
Net assets that may be subjected to suspensions (percent)
Net assets that may be subjected to material restrictions on investor withdrawals (percent)
Net assets subject to side-pockets (U.S. dollars)
Quarterly gross returns by strategy (gross asset-weighted average percent)
Quarterly gross returns by strategy (net asset-weighted average percent)
Quarterly net returns by strategy (gross asset-weighted average percent)
Quarterly net returns by strategy (net asset-weighted average percent)
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Suggested Citation

Office of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).