Hedge fund correlation hits pre-crisis levels

clock

GLOBAL - The correlation between hedge funds and share markets has returned to highs not seen since before the financial crisis, causing potential concern for investors seeking diversification.

The one year rolling correlation of hedge funds to the S&P 500, Dow Jones Stoxx 50 and MSCI World is higher now than at any time since mid-2007. For each index, the correlation is above 85%. Hed...

To continue reading this article...

Join Professional Pensions

Become a Professional Pensions Lite Member today

  • Three complimentary articles per month covering the latest real-time news, analysis and opinion from the industry
  • Receive important and breaking news stories via our two daily news alerts
  • Hear from industry experts and other forward-thinking leaders

Join now

 

Already a Professional Pensions
member?

Login

More on Hedge Funds

FTSE 100 pension scheme surpluses remain strong

FTSE 100 pension scheme surpluses remain strong

LCP analysis of FTSE 100 pension positions shows IAS19 surplus stands at £130bn

Jasmine Urquhart
clock 04 January 2023 • 1 min read

The hedge fund edge: Picking winning managers

James Balcombe looks at how pension funds can find the best hedge fund managers in the market

James Balcombe
clock 25 May 2017 • 3 min read

Hedge funds: Are schemes heading for the entrance?

Aurum's Kevin Gundle explains why pensions are still committed to hedge funds

Kevin Gundle
clock 29 October 2014 •
Trustpilot