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Investing in Hedge Funds

The document contains 4 figures showing the performance of hedge funds and Berkshire Hathaway-A (BRK-A) over time. Figure 1 shows the cumulative wealth relative on a logarithmic scale from 1997 to 2007. Figures 2-4 show the monthly/annual rate of return and cumulative percentage change of various funds over the same period.

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86 views4 pages

Investing in Hedge Funds

The document contains 4 figures showing the performance of hedge funds and Berkshire Hathaway-A (BRK-A) over time. Figure 1 shows the cumulative wealth relative on a logarithmic scale from 1997 to 2007. Figures 2-4 show the monthly/annual rate of return and cumulative percentage change of various funds over the same period.

Uploaded by

TraderCat Solaris
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLS, PDF, TXT or read online on Scribd
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Cumulative Wealth Relative

(log scale) 10.0

1.0
Jan-1997
Apr-1997
Jul-1997
Oct-1997
Jan-1998
Apr-1998
Jul-1998
Oct-1998
Jan-1999

B
R
Apr-1999
Jul-1999
Oct-1999

F
Jan-2000

S1
Apr-2000
Jul-2000
Oct-2000
Main Group

S2
H1
Jan-2001
Apr-2001
Jul-2001
Oct-2001

W
J1
Jan-2002
Apr-2002
Jul-2002

L1
Oct-2002
Jan-2003

BRK-A
Apr-2003
Jul-2003
Oct-2003
Jan-2004
Figure 3. HEDGE FUND PERFORMANCE

Apr-2004
Jul-2004
Oct-2004
Jan-2005
Apr-2005
Jul-2005
Oct-2005
Jan-2006
Apr-2006
Jul-2006
Oct-2006
Jan-2007
Apr-2007
Jul-2007
Oct-2007
Cumulative Percent Change

20%
40%
60%
80%

0%

-20%
100%

Jan-1997
Apr-1997
Jul-1997
Oct-1997
Jan-1998
Apr-1998

D1
Jul-1998
Oct-1998
Jan-1999
Apr-1999

D2
Jul-1999
Oct-1999
Jan-2000
Apr-2000

D3
Jul-2000
Oct-2000
Jan-2001

H2
Apr-2001
Secondary Group

Jul-2001
Oct-2001
Jan-2002

H3
Apr-2002
Jul-2002
Oct-2002
Jan-2003

J2
Apr-2003
Jul-2003
Oct-2003

L2
Jan-2004
Figure 4. HEDGE FUND PERFORMANCE

Apr-2004
Jul-2004
Oct-2004

S3
Jan-2005
Apr-2005
Jul-2005
T

Oct-2005
Jan-2006
Apr-2006
Jul-2006
Oct-2006
Jan-2007
Apr-2007
Jul-2007
Oct-2007
0%

-20%
-10%
10%
20%
30%
Jan-1997
Feb-1997 40%
Mar-1997
Apr-1997
May-1997
Jun-1997
Jul-1997
Aug-1997
Sep-1997
Oct-1997
Nov-1997
Dec-1997
Jan-1998
Feb-1998
Mar-1998
Apr-1998
May-1998
Jun-1998
Jul-1998
Aug-1998
Sep-1998
Oct-1998
Nov-1998
Dec-1998
Jan-1999
Feb-1999
Mar-1999
Apr-1999
May-1999
Jun-1999
Jul-1999
Aug-1999
Sep-1999
Oct-1999
Nov-1999
Dec-1999
Jan-2000
Feb-2000
Mar-2000
Apr-2000
May-2000
Jun-2000
Jul-2000
Aug-2000
Sep-2000
Oct-2000
Nov-2000
Dec-2000
Jan-2001
Feb-2001
Mar-2001
Apr-2001
May-2001
Jun-2001
Jul-2001
Aug-2001
Sep-2001
Oct-2001
Nov-2001
Dec-2001
Jan-2002
Feb-2002
Mar-2002
Apr-2002
May-2002
Jun-2002
Jul-2002
Aug-2002
Sep-2002

Hedge Fund Portfolio


Oct-2002
Nov-2002
Dec-2002
Jan-2003
Feb-2003
Mar-2003
Apr-2003
May-2003
Jun-2003
Jul-2003
Aug-2003
Sep-2003
Oct-2003
Nov-2003

BRK-A
Dec-2003
Figure 2. Monthly Rate of Return

Jan-2004
Feb-2004
Mar-2004
Apr-2004
May-2004
Jun-2004
Jul-2004
Aug-2004
Sep-2004
Oct-2004
Nov-2004
Dec-2004
Jan-2005
Feb-2005
Mar-2005
Apr-2005
May-2005
Jun-2005
Jul-2005
Aug-2005
Sep-2005
Oct-2005
Nov-2005
Dec-2005
Jan-2006
Feb-2006
Mar-2006
Apr-2006
May-2006
Jun-2006
Jul-2006
Aug-2006
Sep-2006
Oct-2006
Nov-2006
Dec-2006
Jan-2007
Feb-2007
Mar-2007
Apr-2007
May-2007
Jun-2007
Jul-2007
Aug-2007
Sep-2007
Oct-2007
Nov-2007
Dec-2007
Cumulative Wealth Relative
(log scale)

0.1
1.0
10.0
Jan-1997
Apr-1997
Jul-1997
Oct-1997
Jan-1998
Apr-1998
Jul-1998
Oct-1998
Jan-1999
Apr-1999
Jul-1999
Oct-1999
Jan-2000
Apr-2000
Jul-2000
Oct-2000
Jan-2001
Apr-2001
Jul-2001
Oct-2001
Jan-2002
Apr-2002

Hedge Fund Portfolio


Jul-2002
Oct-2002
Jan-2003
Apr-2003
Jul-2003
Oct-2003
Jan-2004
Apr-2004
Jul-2004
Figure 1. Performance of Hedge Funds and BRK-A

Oct-2004
Berkshire Hathaway-A

Jan-2005
Apr-2005
Jul-2005
Oct-2005
Jan-2006
Apr-2006
Jul-2006
Oct-2006
Jan-2007
Apr-2007
Jul-2007

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