Hedge funds ' mortality

Luckyman · November 24th, 2004, 4:08 pm

Hi to all!Does anyone knows where I can find the hedge funds' rate of mortality? I am looking for monthly data. Years? as much as possible!Tks!!!

daveangel · November 24th, 2004, 4:23 pm

I think you will be hard pressed to fin dthis sort of information but my wild guess is avergae life of 24months and an sd of 6

exotiq · November 24th, 2004, 5:16 pm

I thought part of the trick to the survival of the hedge fund industry was relying on potential investors to not understand survivorship bias.

mikebell · November 24th, 2004, 5:45 pm

It's becoming very hard to manage a successful HF these days. I know quite a few, very successful, HF managers who decided to call it quits. As for stats, hmmm... contact some of the regulatory bodies and see if they can share this kind of info.

Luckyman · November 24th, 2004, 10:16 pm

tks for your help!I saw some months ago some data from Citi...impressive!!! I will try to find some data through some regulatory bodies!

zerdna · November 24th, 2004, 10:47 pm

go to SSRN, look up Goetzmann, he has classic article on hedge fund mortality up to 1995

Luckyman · November 25th, 2004, 11:46 am

zerdna,tks a lot!!!!!!!!!!!!!!!!!

tags · June 11th, 2015, 2:32 pm

Armajaro Said to Shut Commodity Hedge Fund After Assets ShrunkIt was some time ago now (sorry). Do you have details on this?

tags · July 27th, 2015, 3:26 pm

Armajaro Commodities Fund Said to Plan Closing at End-Julycomments on commodity funds (ags and energy) always welcome!

daveangel · July 27th, 2015, 3:32 pm

QuoteOriginally posted by: tagomaArmajaro Commodities Fund Said to Plan Closing at End-Julycomments on commodity funds (ags and energy) always welcome!its an excellent area to lose money in.

tags · July 27th, 2015, 3:33 pm

QuoteOriginally posted by: daveangelQuoteOriginally posted by: tagomaArmajaro Commodities Fund Said to Plan Closing at End-Julycomments on commodity funds (ags and energy) always welcome!its an excellent area to lose money in.Why?

daveangel · July 27th, 2015, 3:34 pm

QuoteOriginally posted by: tagomaQuoteOriginally posted by: daveangelQuoteOriginally posted by: tagomaArmajaro Commodities Fund Said to Plan Closing at End-Julycomments on commodity funds (ags and energy) always welcome!its an excellent area to lose money in.Why?high volatility, seasonality

tags · July 28th, 2015, 7:00 am

QuoteOriginally posted by: daveangelQuoteOriginally posted by: tagomaQuoteOriginally posted by: daveangelQuoteOriginally posted by: tagomaArmajaro Commodities Fund Said to Plan Closing at End-Julycomments on commodity funds (ags and energy) always welcome!its an excellent area to lose money in.Why?high volatility, seasonalityhummm ....

tags · July 28th, 2015, 7:01 am

Quote(...) a growing trend of investors treating agriculture separately from other commodity sectors.hello. can you comment on this "growing trend", please?

Traden4Alpha · July 28th, 2015, 11:29 am

QuoteOriginally posted by: tagomaQuote(...) a growing trend of investors treating agriculture separately from other commodity sectors.hello. can you comment on this "growing trend", please?Perhaps there should be three categorical sectors because, to a first approximation on scales of less than one year:1. Staple foods have constant demand but volatile supply2. Primary metals have constant supply but volatile demand3. Fossil fuels have volatile supply and volatile demand (probably growing more volatile under the influence of capricious renewables)