Hedge Fund Exposure & Tail Risk Report (Evestment)

October 2014

KEYWORDS:

Authors:

EVestment

Organizations:
  • EVestment

Summary:

The 30 largest hedge funds in the eVestment research database represent nearly $446 billion in assets. eVestment set out to understand the group’s current market exposures, risks factors and performance expectations, particularly if events similar to historical crisis scenarios or market shocks were to occur during the following month. If an institutional investor were to purchase a basket of the industry’s largest hedge funds, this report quantifies their exposures and the expected consequences from market shocks.