Abstract
This short article updates research originally published in the February 2007 issue of the investment journal <i>Derivatives Use</i>, <i>Trading & Regulation</i> (re-titled of as May 2007 to <i>Journal of Derivatives & HedgeFunds</i>). The original article and this update attempt to discover whether smaller, younger hedge funds offer stronger performance than larger, older hedge funds. Using indices created with six subsets of hedge fund data (small, medium, large, young, mid-age, and older funds), and Monte Carlo simulations, we examine the performance, volatility, and risk profiles of each fund group. <b>TOPICS:</b>Performance measurement, volatility measures, risk management
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