Hedge

Case Solution for The Dynamis Fund: An Energy Hedge Fund

Complete Case details are given below :

Case Name :      The Dynamis Fund: An Energy Hedge Fund
Authors :           Yiorgos Allayannis, Alec Bocock
Source :             Darden School of Business
Case ID :           UV0621
Discipline :        Finance
Case Length :    12 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
Fred Bocock was examining the performance of the Energy Hedge Fund and the Energy Portfolio, a hedge fund and a mutual fund respectively, that he manages. Bocock had become increasingly aware that absolute returns or relative returns (returns relative to a benchmark) may not adequately capture his performance and some measure of risk-adjusted performance was necessary. The Dynamis Energy Hedge Fund extends the discussion of performance evaluation into the hedge fund arena. (See “Zeus Asset Management,” UV0084, for an examination of performance evaluation techniques in the mutual funds arena.) More broadly, the case engages students in discussions on what hedge funds are, what investment strategies they use, and who their investors are. Since the portfolio manager of Dynamis manages both an oil sector equity mutual fund and an oil sector hedge fund, the case allows for a comparison between a hedge fund and a mutual fund. Students should consider the pros and cons of evaluating the performance of the oil stock mutual fund against a number of oil sector stock indices as well as against a number of generic indices, such as the S&P 500 Index. The use of futures, options, shorts, and leverage by hedge funds makes it a lot more difficult to measure their performance.
 
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Case Solution for Hedge Fund Due Diligence at Leman Alternative Asset Management Company

Complete Case details are given below :

Case Name :      Hedge Fund Due Diligence at Leman Alternative Asset Management Company
Authors :           Pedro Matos
Source :             Darden School of Business
Case ID :           UV6686
Discipline :        Finance
Case Length :    15 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
In early January 2008, a senior VP with LAAMCO, a fund of hedge funds known for alternative investments, was conducting due diligence on an equity market-neutral hedge fund. The hedge fund used an option strategy known as a collar (also known as a bull spread or split-strike conversion). The track record of the hedge fund had been stellar. The fund’s performance had not only beaten that of the S&P 500 Index over the same period but had done so with much lower monthly return volatility. As part of the due diligence, it was necessary to backtest the collar strategy and try to quantify how much value the manager, BLM Investment Securities, LLC, (BLM) had added. The case is a disguised representation of an actual hedge fund-the true identity of BLM is revealed to students at the end of the case discussion.
 
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Case Solution for ProShares Hedge Replication ETF

Complete Case details are given below :

Case Name :      ProShares Hedge Replication ETF
Authors :           Pedro Matos, Anil Demir
Source :             Darden School of Business
Case ID :           UV6939
Discipline :        Finance
Case Length :    31 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
At the start of 2014, Joanne Hill was preparing to present at a conference focused on alternative investments for financial advisers. Exhibit 1 provides selected slides from the presentation. Hill wants to showcase how Hedge Replication ETF (HDG) provided an exposure to hedge funds at low fees, with full transparency and providing daily liquidity. But she had to overcome some resistance in the audience because most hedge fund strategies had underperformed the overall stock market in recent years. Could 2014 be a comeback year for hedge fund strategies?
 
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