Sussex Data Analysis

FoHF

Performance, fund of hedge funds (FoHF), classification

We use risk analysis tools to classify hedge funds into BR, BL, TR, TL and remainder - a total of five categories.

We then study the performance over time of the selected FoHF, consisting of hedge funds in the groups of BR, BL, TR, TL using equal weights against the index of FoHF.

 

The perfromance of BR, BL, UR and UL classifed hedgefunds against index of FoHF