Hedge Fund Data

[goodstudent]

Hey guys,

I am wondering if any of you know where I would be able to find past performance data on certain hedge fund managers? Or just simply fund managers?

Thank you very much.

 

[winstontj]

Bloomberg will probably have it.

 

[Joy Pathak]

BarclayHedge I think is a database I have heard of that has Hedge Fund data. I have heard of it pop up here and there in discussions. I don't know how good or bad it is.

 

[AlexandreB]

Morningstar Alternative investment Center

http://alternativeinvestments.morningstar.com/pandora/home/Standard.aspx

 

[goodstudent]

Thank you guys very much for the help!

 

[HedgeRisk]

HedgePlatform Community | RiskMetrics Group

You can get more granular information from Hedgeplatform offered by Riskmetrics. It is a good performance and risk aggregation tool for institutional manager and FoHF manager.

But different database has its own bias in terms of coverage. It is unlikely you will get a good aggregate overview of a particular strategy in any region anyway.

The more you pay, the higher the quality. If you are sovereign wealth fund, i am sure you can get full position transparency directly from any hedge funds.

 

[AlexandreB]

I just read this morning this article on biases in hedge funds databases by Malkiel & Saha:

http://neumann.hec.ca/pages/eric.jacquier/GdP/articles/MalSah.2005.Hedgerisk.pdf

Interesting read for anyone with stakes in the precision of hedge funds databases.

 

[Dibbs]

I just read this morning this article on biases in hedge funds databases by Malkiel & Saha:

http://neumann.hec.ca/pages/eric.jacquier/GdP/articles/MalSah.2005.Hedgerisk.pdf

Interesting read for anyone with stakes in the precision of hedge funds databases.

To complete alexandre's post, there is also a section on the hedge fund database's biases in the reading #73 of the CFA Level 1 curriculum.