Question #48
Reading: Reading 34 Hedge Fund Strategies
PDF File: Reading 34 Hedge Fund Strategies.pdf
Page: 20
Status: Correct
Correct Answer: A
Part of Context Group: Q48-49
First in Group
Shared Context
Question
Which claim made by APM is least accurate ?
Answer Choices:
A. Claim 3
B. Claim 2
C. Claim 1
Explanation
Claim 1 is inaccurate: global macro funds are likely to underperform in low-volatility
markets. Claim 2 is accurate; global macro funds also perform worse in mean-reverting
markets. Claim 3 is plausible; global macro funds generally apply significant leverage to
boost returns (often between 600%–700% of capital).