Hedge Fund Risk — Volatility & Capital Preservation Lens
Sortino, standard deviation, and beta discipline for manager selection.
as of Oct 15, 2024, 8:00 PM · published Oct 16, 2024, 12:00 PM
Part of Hedge Fund Risk
The Hedge Fund Risk subscore rewards managers with strong Sortino ratios, lower volatility, and beta near 1—a capital-preservation-aware view of hedge fund return streams. Formula: 0.50×z(sortino) − 0.30×z(stddev) − 0.20×|z(β−1)|. Higher is better. Allocators focused on downside protection use this pillar to filter managers who took outsized drawdowns for marginal alpha. Pair with performance and conviction scores—low risk alone can mean mediocre returns.
Rankings in this snapshot
| 1 | 93649 | AMALGAMATED BANK | 100 |
| 2 | 166119 | ALTA ADVISERS LTD | 98.4373667896506 |
| 3 | 358428 | AE WEALTH MANAGEMENT LLC | 95.1056766365549 |
| 4 | 392853 | ALTMAN ADVISORS, INC. | 94.9073182919662 |
| 5 | 512102 | ALAETHES WEALTH, LLC | 91.5815980721004 |
| 6 | 202095 | AMERICAN ASSET MANAGEMENT INC. | 91.3930352958322 |
| 7 | 463498 | 1776 WEALTH LLC | 90.5382608560763 |
| 8 | 1091 | ADVISORS ASSET MANAGEMENT, INC. | 90.3054977413729 |
| 9 | 258173 | ALPHA CUBED INVESTMENTS, LLC | 88.9988828507143 |
| 10 | 43469 | ALLIANCEBERNSTEIN L.P. | 88.6147221137431 |
This page is a point-in-time snapshot. Prefer the formula hub for the latest ranking and schedule. Not investment advice.
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