PerTrac's ninth annual research study "Sizing the 2011 Hedge Fund Universe", examines the composition and size of the single-manager hedge fund and funds of hedge funds (FoHFs) industry.  Key findings of the study include: 322 single-manager hedge funds reported having AUMs in excess of $1 billion in 2011, the number of reporting FoHFs managing $1 billion or more in assets climbed by nearly 18%, yet overall, the number of FoHFs declined 4.80% in 2011, the reported AUM of single-manager hedge funds and FoHFs was $2.245 trillion at the end of 2011, plus lots more. 

Join Tate Haymond, Managing Director of PerTrac, and Jon Carroll, CEO of Family Office Metrics, for a one hour interactive session on Risk Management for Family Offices.  This webinar provides an educational overview of three tiers of risk analysis.  Attendees will learn how to evaluate portfolio risk, and receive a practical explanation of key risk measures including the benefits and the shortcomings of each measure.  Topics discussed include:  Basic Analytics (Sharpe Ratio, Value at Risk (VAR), Monte Carlo Analysis, Expected Tail Analysis), Intermediate Analytics (Fat-tail Analysis, Factor Analysis, Market Shock and Stress Testing, Risk Budgeting), Advanced Analytics (Portfolio Liquidity Risk Management, Exposure Roll Ups) and more.

We invite you to join Randy Jones of PerTrac and Yana Vardarska of FinAnalytica for a live one-hour presentation and question session on analyzing risk in investor portfolios using returns-based and positioned-based risk analysis. We will discuss the myths and realities of each approach and show how they can be leveraged to model and manage the risk in real portfolios. You will learn about returns-based and position-based risk management including how fat-tailed analytics can transform risk management, choosing the best method for a particular investment portfolio and situation and unique insights that can be drawn from each approach.

This research study examines the Alternative UCITS funds industry and details which strategies are most popular, provides the performance of Alternative UCITS funds since 2002, includes overall trends in Alternative UCITS funds and much more.  The study includes an analysis of the performance and growth in Alternative UCITS funds, trends in Alternative UCITS funds AUM, popularity of various Alternative UCITS funds' investment strategies and domicile and the primary location of Alternative UCITS funds' management firms.  

This comprehensive guide provides investors best practices for measuring performance and analyzing risk using investment statistics. The guide discusses in clear, succinct language how to use key investment metrics to evaluate the quantitative aspects of a fund’s performance.  

PerTrac and Hedgeweek invite you to join Simon Gray, Managing Editor of Hedgeweek, to view a 40-minute presentation and Q&A session on challenges and choices facing allocators in turbulent times.  This webinar examines issues such as:  Do established measures of risk still provide meaningful information? What alternatives are there? Can alternative strategies consistently outperform traditional long-only investment? Is it time to rethink standard geographical allocation criteria? Are information and analysis tools used by allocators and investors up to the job? Is it time to rethink the whole investment decision-making process?

In this webinar, Randy Jones, Director of Product Management at PerTrac, will review the challenges that institutional investors face in selecting alternative investment managers and constructing resilient portfolios that balance risk and reward. 

In this webinar, which is the second in a series sponsored by PerTrac, you will hear the latest results from Infovest21’s research and learn about: Changes in traditional investments, Diversification of asset types (alternatives and more), trends with absolute return, and specific institutional investor case studies.

This study examines how size and age and affect hedge fund performance. This year’s study analyzes all of 2010 and the first half of 2011.  In particular, the study looks at whether young funds, mid-age funds or tenured funds generate the highest performance and how fund AUM impacts performance.   In addition the study provides a look at return/risk measures for funds by both size and age.

In this webinar, Lois Peltz, President and Founder of Infovest21 discusses developments and trends in the institutional space.  You will hear about pension underfunding and pensions' search for structural efficiency as well as the implications for  funds of funds, medium-sized hedge funds, multi-strategy funds, and managed accounts/funds of one.

In this webinar, we review a complete analytic framework for qualitative and quantitative screening along with patented fat-tailed risk analysis. We demonstrate why traditional statistics and tools of risk analysis are likely to miss red flags in your portfolio. It will use real world examples to discuss

Empirical evidence indicates that investing in alternative investments such as hedge funds can provide higher portfolio returns, lower portfolio investment correlations and some protection against down market losses. However, allocating to alternative funds introduces new challenges in the screening process, which typically are not encountered when screening more traditional funds. This paper uses a case study to demonstrate a new approach to screening alternative managers, which includes diligent manager research using a wealth of available data as well as more advanced risk analysis tools.

This paper updates research originally published in the February 2007 issue of the investment journal Derivatives Use, Trading & Regulation and the Spring 2009 Journal of Investing. The original papers and this update seek to discover whether smaller, younger hedge funds offer stronger performance than larger, more tenured hedge funds. Using indices created with six subsets of hedge fund data (small, mid-size, large, young, mid-age and tenured funds, as defined in the report), and Monte Carlo simulations, we examine the performance, volatility and risk profiles of each fund group.

This short paper updates research originally published in the February 2007 issue of the investment journal Derivatives Use, Trading & Regulation (re-titled of as May 2007 to Journal of Derivatives & Hedge Funds). The original papers and this update attempt to discover whether smaller, younger hedge funds offer stronger performance than larger, older hedge funds. Using indices created with six subsets of hedge fund data (small, medium, large, young, mid-age and older funds, as defined herein), and Monte Carlo simulations, we examine the performance, volatility and risk profiles of each fund group.