Hi!
I am trying to analyse hedge funds risk-adjusted performance as my final thesis topic for my master degree in finance. In particular, I would like to analyse the impact of lockup periods and high-watermark performance fee structure on the overall risk profile.
Using the FSCREEN and ADVANCED SEARCH functions in LSEG Workspace I managed to create a sample of funds, but I do not manage to get information whether the fund calculates performance fee using high watermark criteria nor the presence of any lockup periods.
Is there a way to get this kind of information?
Thanks for your help