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January 30, 2007 12:00 AM

U.K. commingled hedge funds of funds beat the performance of...

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    U.K. commingled hedge funds of funds beat the performance of traditional U.K. and non-U.K. commingled equity funds over the five years ended Sept. 30, according to data compiled from the manager databases of Mellon Analytical Solutions. The median return of the MAS commingled hedge fund-of-funds universe was an annualized 10% over the period, compared with 9% for pooled U.K. equity funds and 7.5% for non-U.K. equity funds. According to a report from MAS, hedge funds of funds outperformed long-only equity investments with "much lower risk." Researchers calculated that the median standard deviation of its hedge fund-of-funds universe was an annualized 5.3% over the five years, compared with 14.8% for pooled U.K. equity funds and 16.1% for non-U.K. equity funds.

    However, U.K. commingled real estate funds outperformed hedge funds of funds, with a median return for the five years ended Sept. 30 of an annualized 14.2% and standard deviation of 3%, according to the report.

    "The results from our analysis indicated that over the five-year period, a reduction in overall equity weightings in favor of an allocation to funds of hedge funds would have reduced risk levels and boosted performance within a balanced or multiasset structure," Daniel Hall, publications and statistics manager, said in the report.

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