Where Do Hedge Funds Have Their Big Exposures

Video
October 23, 2020
Navneet Kumar and Juan Sampieri Hedge funds play a large role in global capital markets. There is limited information about their portfolio holdings, however. As of October 2022, hedge funds in aggregate held the following positions, according to the MSCI Hedge Fund Crowding model:
  • In developed markets, they were long information-technology and industrials sector
  • In emerging markets, they were long financials and consumer-discretionary sector
  • In global markets, they were long growth and momentum factors and short yield.
Select a factor group and universe at the bottom of the chart. Hover over the left graph to select a date and observe the net exposure in the bar chart on the right. Click on the right chart to highlight one or more time series.
Loading chart...
Please wait.
Global equity markets are represented by the MSCI ACWI Investable Market Index (IMI), developed markets by the MSCI World IMI and emerging markets by the MSCI Emerging Markets IMI. North America is represented by the MSCI North America IMI, Europe by the MSCI Europe IMI, Asia-Pacific by the MSCI Pacific IMI and the U.S. by the MSCI USA IMI.

Subscribe today
to have insights delivered to your inbox.

Tools and Insights for Hedge Funds

Helping to fortify the hunt for alpha while minimizing risk
Explore More

How Hedge Funds Navigated the Start of COVID-19 Volatility

We used MSCI's Hedge Fund Intel data to examine the positioning of hedge funds leading up to and during the initial part of the COVID-19 crisis
Read Blog

Anatomy of Hedge Fund Portfolios

Measuring hedge funds' positioning and potential crowding around stocks is of interest to many investors, given these funds' reputation for outperformance
Access Report

The content of this page is for informational purposes only and is intended for institutional professionals with the analytical resources and tools necessary to interpret any performance information. Nothing herein is intended to recommend any product, tool or service. For all references to laws, rules or regulations, please note that the information is provided “as is” and does not constitute legal advice or any binding interpretation. Any approach to comply with regulatory or policy initiatives should be discussed with your own legal counsel and/or the relevant competent authority, as needed.