Smart Beta Hedge Fund Performance Benchmarking Tool
Smart Beta Hedge Fund Performance Benchmarking Tool
Enter Performance Data
Performance Benchmarking Results
Enter data and click 'Calculate Performance' to see results.
About This Tool
This Smart Beta Hedge Fund Performance Benchmarking Tool allows you to analyze and compare the performance of a hedge fund against a chosen benchmark.
It calculates key financial metrics, providing insights into risk, return, and risk-adjusted performance.
You can input historical return data for both your hedge fund and its benchmark. The tool will then compute various metrics including:
**Absolute Returns:** Cumulative and Annualized Returns.
**Risk Metrics:** Standard Deviation (Volatility) and Maximum Drawdown.
**Risk-Adjusted Returns:** Sharpe Ratio, Sortino Ratio, Alpha, and Beta.
**Relative Performance:** Information Ratio and Correlation.
The results can be downloaded as a professionally formatted PDF for easy sharing and record-keeping. This tool is designed for universal utility, focusing on financial calculations applicable globally, with the US Dollar ($) used as the default currency symbol for any applicable outputs.
