{"id":31851,"date":"2012-10-10T09:05:35","date_gmt":"2012-10-10T13:05:35","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=31851"},"modified":"2012-10-10T09:44:10","modified_gmt":"2012-10-10T13:44:10","slug":"new-whitepaper-managed-futures-and-hedge-funds-a-match-made-in-heaven","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/10\/2012\/new-whitepaper-managed-futures-and-hedge-funds-a-match-made-in-heaven.html","title":{"rendered":"New Whitepaper: Managed Futures and Hedge Funds: A Match Made in Heaven"},"content":{"rendered":"<p><a href=\"http:\/\/www.hedgeco.net\/news\/wp-content\/uploads\/2012\/10\/4149694511_741ff1ef97.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"alignright  wp-image-31863\" title=\"match\" src=\"http:\/\/www.hedgeco.net\/news\/wp-content\/uploads\/2012\/10\/4149694511_741ff1ef97-300x264.jpg\" alt=\"\" width=\"210\" height=\"185\" srcset=\"https:\/\/hedgeco.net\/news\/wp-content\/uploads\/2012\/10\/4149694511_741ff1ef97-300x264.jpg 300w, https:\/\/hedgeco.net\/news\/wp-content\/uploads\/2012\/10\/4149694511_741ff1ef97.jpg 407w\" sizes=\"auto, (max-width: 210px) 100vw, 210px\" \/><\/a>New York (HedgeCo.Net) &#8211; A newly released white paper featuring hedge funds,\u00a0<em><a href=\"http:\/\/www.sunrisecapital.com\/wp-content\/uploads\/2012\/09\/Revisiting-Kat-Rollinger-Sep-2012.pdf\" target=\"_blank\">Revisiting Kat\u2019s Managed Futures and Hedge Funds: A Match Made in Heaven<\/a>\u00a0<\/em>(pdf),\u00a0has been released by hedge fund risk management and research firm\u00a0Sunrise Capital Partners LLC.<\/p>\n<p>The whitepaper points out that adding allocations of hedge funds to traditional portfolios of stocks &amp; bonds &#8220;helps&#8221; &#8211; e.g. increases the return and reduces standard deviation of the overall portfolio. However, it also introduces a negative side effect &#8211; increased tail risk.<\/p>\n<p>Adding managed futures to stocks &amp; bonds helps more and quicker than do hedge funds. The best risk-adjusted numbers are actually found when combining all four asset classes, and the kicker is that managed futures actually helps to negate and correct the negative side effect brought on by hedge funds.<\/p>\n<p>Alex Akesson<br \/>\nEditor for <a title=\"hedge funds\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.net<\/a><br \/>\n<a href=\"mailto:alex@hedgeco.net\">alex@hedgeco.net<\/a><br \/>\n<a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.Net<\/a> is a premier <a title=\"hedge fund database\" href=\"http:\/\/www.hedgeco.net\">hedge fund database<\/a> and community for qualified and accredited investors only. Membership in <a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">HedgeCo.net<\/a> is FREE and EASY. We also offer FREE LISTINGS for <a title=\"hedge fund\" href=\"http:\/\/www.hedgeco.net\">Hedge Funds<\/a>!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>New York (HedgeCo.Net) &#8211; A newly released white paper featuring hedge funds,\u00a0Revisiting Kat\u2019s Managed Futures and Hedge Funds: A Match Made in Heaven\u00a0(pdf),\u00a0has been released by hedge fund risk management and research firm\u00a0Sunrise Capital Partners LLC. The whitepaper points out [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[919,3,16022],"tags":[],"class_list":["post-31851","post","type-post","status-publish","format-standard","hentry","category-hedge-fund-research","category-hedgeco-news","category-opinion"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/31851","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=31851"}],"version-history":[{"count":6,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/31851\/revisions"}],"predecessor-version":[{"id":31853,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/31851\/revisions\/31853"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=31851"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=31851"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=31851"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}