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New Risk Metrics for New World - horiz spread
White Paper
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?

There are a handful of little known risk metrics that can be very helpful in assessing investment choices, especially those involving alternative funds.

This white paper explores these risk metrics and how they can be used to measure the effectiveness of strategies that are fundamentally different than a capital market index.