Hedge Fund EvaluatorTM

The Hedge Fund Evaluator incorporates Standard & Poor’s securitization criteria for modeling performance, and allows users to more quickly and easily develop their own securitization scenarios.

Hedge Fund Evaluator uses a Monte Carlo simulation to forecast the performance of a hedge fund portfolio by identifying a public index with a high correlation to the portfolio under analysis, and projects potential performance.

Hedge Fund Evaluator is a valuable tool for clients who want to analyze: 

• Hedge fund investment risk; Cash-funded CFO securitizations;
• Synthetic hedge fund securitizations;
• Gap risk transactions; and
• CPPI transactions.

To learn more about Hedge Fund Evaluator, or other related products, please call 1-800-596-5323, OPTION #3, or e-mail SPHF@standardandpoors.com.