Exposure management detracts ~200 basis points annually from hedge fund returns
Basil Qunibi · Basil Qunibi - Moneyball for Allocators (Capital Allocators, EP.42) · Mar 5, 2018 · at 23:28
Basil Qunibi, CEO of Novus Partners, shares findings on hedge fund performance attribution based on portfolio data from 1,500 managers.
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“Exposure management, on average, that tracks approximately 200 basis points a year from a manager's performance.”
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