RALPH

In the hedge fund industry leverage and short selling are commonplace, so in order to correctly measure alpha (or manager skill) for a particular hedge fund; returns must be risk-adjusted for both the leverage and any risk reduction effects due to short positions in the portfolio.

dh provides innovative and cutting-edge solutions for investors who wish to have their hedge fund investments and asset allocation decisions assessed on the basis of risk-adjusted alpha (or RALPH).

To find out more about RAPLH please email: