TY - JOUR T1 - Alternative Risk Premium Fund Analysis JF - The Journal of Portfolio Management SP - 195 LP - 207 DO - 10.3905/jpm.2022.1.356 VL - 48 IS - 7 AU - Stephen A. Gorman AU - Frank J. Fabozzi Y1 - 2022/06/30 UR - https://pm-research.com/content/48/7/195.abstract N2 - Diversified alternative risk premium (ARP) funds significantly underperformed expectations between 2018 and 2020. In this article, the authors use a proprietary family of statistical benchmarks to identify the principal drivers of this outcome and to highlight the important nuances accompanying performance evaluation in the ARP space. ER -