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Hedge fund - benchmark

Hi,

Can anyone help me on issues involved in the use of Sharpe ratio to evaluate hedge fund performance?

Many thanks,

Lee
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Reading 36 - LOS s:
critique the conventions and special issues involved in hedge fund performance evaluation, including the use of hedge fund indices and the Sharpe ratio;

Issues involved in the use of indices:
- Bias in index creation
- Relevance of past data on performance
- Stale price bias
- Survivorship bias
- Backfill bias

HI all,

I've found the answer on P.87 of the CFA books.

Thanks,

Ricky

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