Скачать или смотреть Measuring Hedge Fund Performance: IRR, Sharpe, Drawdowns & Attribution

In this video, we dive deep into how hedge funds measure performance — from raw returns to risk-adjusted metrics and attribution analysis. Whether you’re an investor, analyst, or finance student, you’ll walk away understanding how professionals evaluate hedge fund success.

🧭 What You’ll Learn
• How hedge funds compute IRR, MOIC, and differentiate between them
• The role of risk-adjusted metrics (Sharpe, Sortino, Calmar)
• How drawdown and worst-case scenario measures influence investor decisions
• The decomposition via performance attribution (allocation / selection / interaction)
• Why benchmarks matter, and how to use them for comparisons
• Common biases & pitfalls (fees, survivorship, volatility drag)

✅ If you gained value from this, please like, comment your biggest takeaway or question, and subscribe for more insights on hedge funds, performance, and strategy. Hit the 🔔 to stay updated.

What metric surprised you the most? Drop it in the comments — I might cover it further in another video.

#hedgefunds #performancemetrics #IRR #sharperatio #financeeducation #ReturnAttribution