Hedge funds retrench on risk, fearful of increased volatility

With the market volatility last week, many allocators are wondering which hedge fund sectors were most affected.

As we shared with Reuters, our risk exposure model indicated losses between 1.5% and 2.5% between Aug. 1 and Aug. 5 for global macro quantitative funds, while hedge funds focused on the technology sector were down between 2.5% and 3.5%.

At PivotalPath, we are uniquely positioned to provide the context needed to understand the impact such events have on funds our clients allocate to.