Posts Tagged ‘Credit Suisse Liquid Alternative Beta Index’

Replicator Beats Managers

October 25, 2010

An index that tracks reproducible hedge fund performance had significantly higher return than actual hedge funds in the period that started January 2008. Boris Arabadjiev, chief investment officer of the Credit Suisse fund of hedge funds group, found that this replicator outperformed underlying hedge fund strategies by as much as three to five percentage points.

What does it mean? (more…)