There is presently a significant spike in risk factor correlations above the historic highs of 2007/2008. Not surprisingly, correlation among hedge fund returns are also near multi-year highs as the current environment spawns "risk on/risk off" market action.
There is presently a significant spike in risk factor correlations above the historic highs of 2007/2008. Not surprisingly, correlation among hedge fund returns are also near multi-year highs as the current environment spawns "risk on/risk off" market action.
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