Tag: volatility

“Audentes fortuna iuvat”, Virgil Currency risk, volatility risk, downside risk, credit risk, liquidity risk, concentration risk, equity risk, key man risk, governance risk, geopolitical risk, duration risk, counterparty risk, disruption risk, opportunity risk, macro risk, regulatory risk, reputational risk, competitive risk …. And the list goes on…. Risk is inherent…

It has never been a better time to hedge your YTD performance! The S&P 500 Index is currently trading at all time high after being up +14.75% YTD and over +20.0% in the last 12 months. S&P 500 90-day realized volatility is now trading at the low range of the…

Following the Brexit vote, a Bloomberg article was published on June 27 titled “The USD 100 Trillion Bond Market’s Got Bigger Concern than Brexit”. The same day, and like every Monday morning, the Notz Stucki Team held its weekly investment meeting. While passionate debates over the consequences of Brexit were taking…

The news that Calpers in the States and PFZW in Europe were pulling out of hedge funds did not come too much as a surprise considering how their portfolios fared. There were clearly specific issues regarding these two investors but as large allocators and opinion leaders in the market, there…

2015 was challenging year for most asset classes. The InvestHedge Composite, which tracks the median performance of the funds of hedge funds that report to the InvestHedge database, was up by a minimal 0.3% - one of the lowest returns since InvestHedge began tracking FoHF performance in 1998. European markets…