Need Help on Comparing Returns
So basically I am interning at a Family Fund and need some help
I have to compare returns of a long-short hedge fund the fund is invested in with other indices
- Compare Net returns of the fund versus exposure adjusted returns of various indices
- Compare gross Long exposure, which is over 100% most of the time, by an index that is grossed up to match the Gross long exposure each month.
- Compare Short exposure percentage multiplied by equity index returns to compare short attribution
Does anyone have an idea how to tackle this
thanks
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