PERFORMANCE ANALYSIS

Insightful. Multidimensional. Sophisticated.


Greenwich Alternative Investments employs comprehensive Performance Analysis to evaluate hedge funds and construct portfolios. This is an essential component in fund selection and helps ensure the hedge fund portfolio will be complimentary to the rest of the client’s portfolio. Performance Analysis uses many of the same sophisticated data query and reporting tools on the Greenwich Platform , custom-designed by GAI for internal use, but which is now available to institutional clients.

Peer Group Analysis
Tapping into more than 5000 active funds on the Greenwich Alternative Investments’ research database provides an excellent screen for identifying funds worthy of closer scrutiny. GAI’s Peer Group Analysis helps investors evaluate funds against comparable funds and to the respective Greenwich Hedge Fund Strategy Index. This analysis seeks to confirm the selected fund has demonstrated an ability to generate consistent top quartile return/risk performance against its peers over multiple time periods.

  • Risk/return scatter diagram
  • Quartile analysis of risk and return
  • Consistency of return
  • Correlation to indices
  • Drawdown and time to recover

 

Factor Analysis
When constructing a hedge fund portfolio, it is important that it be complimentary to the investor’s existing portfolio. Some hedge fund strategies are driven by many of the same market factors (market return, credit spreads, market volatility) as traditional stock and bond investments while other strategies are little affected by these same variables. GAI’s Factor Analysis helps investors gain better insight into the factors that drive a fund’s performance and how hedge funds considered for the portfolio performed in markets most adverse for the existing portfolio.