Hedge & Quant Comparison
Compare risk and return for funds using a hedged, quantitative, or tactical approach 

How to get this report

The Hedge & Quant Comparison report is included in the Advanced Subscription Package.

The Hedge & Quant Comparison is a 1-page report comparing 64 open-end funds and ETFs that use hedged, quantitative, or tactical strategies. Coverage includes 130-30, absolute return, multi-strategy, arbitrage, long-short, market neutral, macro, dynamic alpha, upgrading, and hedge replication.

Compare risk and return for open-end hedge, quant, and tactical funds

The Hedge & Quant Comparison contains 34 metrics for each portfolio, plus 3 scatterplots at the bottom of the page showing risk vs. return.

 How to use this report:
  • Identify the best risk-adjusted returns using the risk vs. return scatterplot chart
  • Compare portfolios head-to-head using 34 risk and return metrics, including 5-year total return, trends, alpha, and Modigliani risk-adjusted return.
  • Compare the correlation for each portfolio with five major asset classes
  • Compare the latest close with 50-day and 200-day moving averages
  • Find new ideas for investing in hedge-like funds and ETFs
Update frequency:  The Gold & Friends VizMetrics Comparison is updated daily.

How to subscribe:  This daily comparison is available as part of the Advanced Subscription, which includes 9 different in-depth, 1-page comparison reports. See the Pricing page for a comparison of subscription options.
Portfolio categories included on the Hedge & Quant Comparison 1-page VizMetrics report: 
  • 3 funds using a 130/30 strategy
  • 15 portfolios using an absolute return strategy
  • 5 funds using an arbitrage strategy
  • 15 funds using a long-short strategy
  • 7 funds using a market neutral strategy
  • 18 funds using other approaches (including multi-strategy, upgrading, macro, dynamic alpha, hedge replication, and quant strategies)
  • 1 benchmark

Portfolios types included on the Hedge & Quant Comparison:
  • exchange-traded funds (ETFs)
  • open-end funds (mutual funds)

Metrics included for each portfolio on the Hedge & Quant Comparison: 
  • daily return
  • 1-week return
  • 4-week return
  • return vs. 50-day moving average
  • return vs. 200-day moving average
  • 200-day trend
  • Year-to-date (YTD) return
  • recent yield
  • 1-year return
  • 3-year return
  • 5-year return
  • 60-month trend
  • calendar year total return (last four years)
  • standard deviation (1-year, 3-year, and 5-year)
  • maximum draw down during past 5 years
  • beta (vs. ACWI index)
  • R-squared
  • Modigliani risk-adjusted return % (1-year, 3-year, and 5-year)
  • Alpha % (1-year, 3-year, and 5-year)
  • correlation to All-Country World equities
  • correlation to S&P 500
  • correlation to broad commodities
  • correlation to total bond return
  • correlation to gold return

Graphical comparisons included on the Hedge & Quant Comparison
  • comparative graphs for all returns, across all portfolios
  • trend graph for 200-day adjusted closing price
  • trend graph 60-month adjusted closing price
  • bubble comparison for recent yield
  • bubble comparison for standard deviation (1-year, 3-year, and 5-year)
  • heatmap for correlations to global equities, S&P 500, commodities, bonds, and gold