Morningstar CISDM

Company · UN · 1 documents

Key number

396.773 million USD

Average Fund AUM. Journal of Financial and Quantitative Analysis p.7

Are the Hedges of Funds Green?

Research paperJournal of Financial and Quantitative AnalysisNovember 202633 pages

The sample hedge funds report an average monthly AUM of $396.773 million, a average monthly rate of return of 0.564%, and a monthly 7-factor alpha of 0.144%.