PerTrac has published the latest version of its Investment Statistics: A Reference Guide. This comprehensive guide provides investors best practices for measuring performance and analysing risk using investment statistics.
Many qualitative factors go into selecting a hedge fund – the manager’s experience, the quality of back-office operations and the funds overall compliance standards to name a few. Equally important are the quantitative factors. The guide discusses in clear, succinct language how to use key investment metrics to evaluate the quantitative aspects of a fund’s performance.
PerTrac’s Investment Statistics: A Reference Guide is intended for investment professionals and explains such concepts as:
How to use statistics to understand historical performance
How to interpret different investment risk statistics
How to leverage correlation and regression analysis for investments
The key characteristics of peer group analysis and its usefulness in the fund search process
Fat-tail risk analysis, risk budgeting, factor analysis and stress testing
“As we look to help investors make allocation decisions, we want to make sure that they have access to comprehensive and clear explanations of investment analysis techniques. Investment Statistics: A Reference Guide provides investors with the foundations and advanced techniques they require to make investment decisions,” says Brendan Dolan (pictured), co-president at PerTrac.
