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Evaluating Hedge Fund Performance by VINH Q. TRAN

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Index

Absolute return strategies, 51, 169172

Accounting practices, 143145, 209

Accredited investor, defined, 245246

Ackermann study, 2728, 3031

Agarwal, Vikas, 95, 132

Age of fund, evaluation and, 125127, 153, 202204

Aggregate Hedge Fund index, equity risk exposure, 115

Alpha and beta, 5153, 8789

Alpha generation strategy, in fund evaluation, 132140

consistency of performance and, 132133, 134

funds of funds and, 62, 224226

manager talent and, 140141

risk and, 133134

Amenc, Noel, 126, 129, 135136

Amin, Gaurav S., 37, 94, 155, 156, 157, 158159

Anderson, Richard E., 911, 15

Andor Capital, 208209

Ashbury Capital Partners, 198

Asness, Clifford, 114, 205

Asset allocation, 150151, 153157

Audited financial statements, due diligence and, 144145, 209

Backfill bias, 9192, 136

Balanced portfolio, 170172

Barclay/GHS Hedge Fund Index, 90

Barclay/Global Fund of Funds index, 103

Barclay/Global Hedge Source, 219

Barclay/Global Macro index, 103

Barclay Long-Biased Equity index, 103

Barry, John, 199

Beacon Hill Asset Management, 104, 160, 198200

Bear markets, fund performance in, 6465

Benchmarks, for performance evaluation, 50, 189190

Berger, Michael W., 144, 237

Beta, see Alpha and beta; Alpha generation strategy

Bied, S. El, 132

Bonds, return of versus equity returns, 1416, 1920

Bridgewater Associates, 105, 141

Brooks, Chris, 31, 81

Brorsen, B. Wade, 128

Brown, Stephen J., 222, 232

Bull markets, fund performance in, 6566

Capital asset pricing model (CAPM), 52, 88

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