The Dynamis Fund: An Energy Hedge Fund Harvard Case Solution & Analysis

Fred Bocock was to study the energy of the Fund and hedge energy portfolio, hedge funds and mutual funds, respectively, which it controls. Bocock became increasingly aware that the absolute or relative returns returns (return compared with the standard) can not adequately capture his performance and some measures risk-adjusted performance was necessary. Hedge fund Dynamis Energy continues the discussion on the evaluation of the effectiveness of the hedge fund arena. (See "Zeus Asset Management," UV0084, to review the effectiveness of assessment methods in the arena of mutual funds). More broadly, the case involves students in discussions about what hedge funds, investment strategies that they use, and who their investors. Since the portfolio manager manages as capital Dynamis oil industry mutual funds and hedge funds, the oil sector, the case allows comparison between hedge funds and mutual funds. Students should consider the pros and cons of assessing the effectiveness of oil a mutual fund in respect of a number of oil, the stock sector as well as on a number of common indices such as the S & P 500 Index. The use of futures, options, shorts, and use of hedge funds makes it much more difficult to measure their performance. The case comes with a spreadsheet that contains data about the energy mutual fund, hedge fund Dynamis, and several relevant indices.
This Darden study. "Hide
by Giorgos Allayannis, Alec Bocock Source: Darden School of Business 12 pages. Publication Date: July 16, 2001. Prod. #: UV0621-PDF-ENG

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