The cost of money has big, and often overlooked, implications for hedge fund strategies and performance.
We calculated the impact and unique trends using our robust data and indices.Jon Caplis shared his takeaways from this analysis withJulie Segal ofInstitutional Investor.
In short, increases in the risk-free rate fundamentally change expected returns and benchmarks across all asset classes. In contrast to traditional equity markets, our data suggests that higher rates will actually be a tail wind for most hedge fund strategies with Managed Futures and Macro directly benefiting the most.
Check out the full article below for more details!