Scalability is Main Driver Behind CalPERS’ Hedge Fund Decision

DailyAlts refers to MPI’s research on scaling hedge fund programs at pensions in a story on CalPERS’ reasoning for terminating its ARS program, noting that a 10% allocation “can improve the overall risk, return and Sharpe ratio of a portfolio” but that manager selection is crucial in the outcomes.

October 30, 2014

DailyAlts refers to MPI’s research on scaling hedge fund programs at pensions in a story on CalPERS’ reasoning for terminating its ARS program, noting that a 10% allocation “can improve the overall risk, return and Sharpe ratio of a portfolio” but that manager selection is crucial in the outcomes.