英国近十年对冲基金每年前50只对冲基金数据
数据收集后人工整理汇总。
HF_alpha_beta_sd数据样本:
Name | AHL Cayman SPC A1 Evolution USD | AHL Dimension Cayman Ltd A USD | Akamatsu Class A JPY | Albizia ASEAN Opportunities | AlphaGen Altair A USD Voting |
RIC | LP68323057 | LP68412228 | LP67015825 | LP68047468 | LP68415012 |
Alpha 1 Year | 0.00 | (0.12) | 0.35 | (0.14) | (0.24) |
Alpha 3 Year | 0.41 | (0.09) | 0.37 | 0.03 | — |
Alpha 5 Year | 0.52 | — | 0.22 | (0.25) | — |
Beta 1 Year | 1.63 | 1.04 | 0.70 | 0.39 | 0.78 |
Beta 3 Year | 0.64 | 0.73 | 0.49 | 0.91 | — |
Beta 5 Year | 1.22 | — | 0.41 | 0.97 | — |
Annualised Standard Deviation 1 Year | 7.56 | 7.12 | 7.20 | 8.54 | 7.03 |
Annualised Standard Deviation 3 Year | 6.86 | 6.91 | 9.62 | 12.19 | — |
Annualised Standard Deviation 5 Year | 8.81 | — | 8.86 | 11.58 | — |
HF_monthly_growth数据样本
Name | The Mulvaney Global Markets Ltd | Superfund Green Master | Amplitude Dynamic Trading Fund B |
RIC | LP67011106 | LP60070363 | LP68476729 |
Strategy | Hedge/Managed Futures/CTAs | Hedge/Managed Futures/CTAs | Hedge/Managed Futures/CTAs |
31-Jul-2008 | -18.405450 | -23.704641 | -0.085619 |
31-Aug-2008 | 1.299997 | -5.295093 | 4.858080 |
30-Sep-2008 | 14.177006 | 11.461547 | 15.866303 |
31-Oct-2008 | 60.505380 | 50.262878 | 8.728609 |
30-Nov-2008 | 12.636564 | 11.424277 | 5.614214 |
31-Dec-2008 | 12.378921 | 12.023963 | -5.472971 |
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