As reported in our recent research, volatility during the COVID crisis resulted in some prominent volatility-trading fund blow ups with Allianz Structured Alpha posting a $4 billion loss in client assets. Although tail risk-hedging strategies are designed to protect investors in a market sell-off, it appears that some of these products actually amplified losses in a tail risk event.
Our webinar will examine how MPI’s Dynamic Style Analysis can efficiently evaluate complex hedge fund strategies, expose hidden risks, and better uncover the sources of alpha.
In this webinar, we will discuss how to:
- Screen a universe of complex products to identify quantitative outliers
- Demonstrate how common risk analytics can underestimate loss potential
- Identify factor exposures that best explain a fund’s underlying behavior
- Determine the source of any actual alpha
For your convenience, we are offering to host the webinar on two dates. Please select the session you would like to attend: