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.
Quarterly net returns by strategy (gross asset-weighted average 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.
Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds’ reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. We map reported strategies into one of eight broad strategies. Fund of funds are not shown in this chart.
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 ).