New Risk Metrics for a New World

There was an increased demand for alternative investments with low correlations after the 2007-09 financial crisis. With that came unclear direction with how to measure an alternative fund's performance and risk.

If an alternative fund is supposed to behave differently than the market, then does comparing it to the S&P 500 index make much sense?

We propose that alternative funds should be measured and compared with different risk and performance metrics that will reveal whether an they are doing the job they're supposed to be doing. 


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