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Frequently
Asked Questions
1.
What is a hedge fund?
Hedge funds are often categorized as alternative investments, focusing
on wealth creation. Hedge funds use the opportunity to hedge a high risk,
through leverage or a low risk, through hedging. A hedge fund has the
ability to go short, as well as long. This ability to go short enables
the fund to hedge its investment exposure. Therefore, the fund is able
to make money in a falling market, unlike a conventional long-only investment
vehicle, such as a unit trust or mutual fund.
2.
Which hedge strategies are there?
Hedge funds are mainly divided into three categories:
= Relative-value: convertible arbitrage,
fixed income arbitrage and equity market neutral.
= Event driven: risk arbitrage and distressed
securities.
= Opportunistic: macro,short selling, managed
futures and long/short equity.
3.
What are the risks, when investing in a hedge fund?
This depends on the strategy of the fund. A hedge fund with an equity
market neutral strategy has a lower risk than a fund with a more opportunistic
strategy.
4.
What is the performance of a hedge fund against for example the MSCI
Europe index?
The average return of hedge funds in 2000 was 20% (MSCI Euro: -3.6%) and
in 2001 4% (MSCI Euro: -16.9%) source: Financieel Dagblad & Bloomberg.
The average return of hedge funds in the period 1990 - 2000 was 14%, while
the S&P 500 had a return of 15%. But the average standard deviation
for hedge funds was 6.9% and for S&P 500 13.9%. This means that the
risks of investing in hedge funds is subsequently lower than investing
in equities and comparable to a 10-year T-Bond (Source: CSFB)
5. What
is the difference between an offshore hedge fund and a Dutch domiciled
(onshore) hedge fund?
On-shore hedge funds are regulated by national institutions such as Central
Banks, Security and Exchange Commissions etc. and are subject to capital
tax whereas offshore hedge funds often do not have to comply with rules
set by these regulators.
6.
What are the charges involved when investing in hedge funds?
Most hedge funds charge 1% management fee and 20% performance fee. But
this fee structure may vary from fund to fund. There are many variations,
some fairly common. For instance, most funds observe a "high-water
mark". This means that when a fund loses part of its investor's money
during a certain performance fee period, the investors will not be charged
in later periods until the losses have been recovered.Another common variation
is the "preferred return". This means that a fund will not collect
a performance fee until a certain return is achieved. This is often fixed,
say at 10%, or 'floats' along with some risk-free interest rate indicator.
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