目录
一、模拟对冲基金的产品发展现状..............................................................3
欧洲......................................................................................................3
美国......................................................................................................4
模拟对冲基金ETF................................................................................5
小结......................................................................................................5
二、基准指数...............................................................................................6
HFRI对冲基金指数..............................................................................6
高盛绝对回报跟踪指数(Goldman Sachs Absolute Return Tracker
Index).................................................................................................6
IQ多策略对冲指数(IQ Hedge Multi-Strategy Index)........................7
三、模拟对冲基金的产品业绩表现..............................................................8
SGAM采用T-Rex策略的基金............................................................8
Goldman Sachs Absolute Return Tracker Fund(GJRTX)..............10
IQ Hedge Multi-Strategy Tracker ETF(QAI)...................................11
四、发展前景.............................................................................................12
国际发展前景......................................................................................12
国内发展前景......................................................................................13