The Return Potential of UCITS Funds of Hedge Funds
An Analysis of their Investment Universe
Florian Haberfelner∗, Iliya Kutsarov∗, Thomas Maier∗ and Marcus Storr†, ∗Senior Investment Manager, Feri Trust GmbH Haus am Park, Bad Homburg, Germany, †Head of Hedge Funds, Feri Trust GmbH Haus am Park, Bad Homburg, Germany
Chapter Outline
8.1. Introduction
8.2. Descriptive Comparison of the UCITS versus the Offshore Hedge Fund Universe
8.2.1. Number of Funds Over Time
8.2.2. Comparison Strategy
8.2.3. UCITS AUM Over Time
8.2.4. Fee Structures
8.3. Performance Comparison of Simulated UCITS FoHFs versus Offshore FoHFs Portfolios
8.3.1. Methodology: Construction of Randomly Simulated FoHFs Portfolios
8.3.2. Returns, Risk, and Diversification Characteristics ...
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