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What we do

Aurum is a hedge fund investment specialist focused solely on selecting hedge funds and managing fund of hedge fund portfolios. Our portfolios are designed to grow and protect our clients’ capital, while providing consistent and diversified returns.

Investing our clients’ capital alongside our own since 1994 across multiple market cycles.

Real inflation adjusted returns

Low volatility of returns

Capital protection during turbulent markets

Low correlation to equities and bonds

High consistency of positive performance

Get the latest Hedge Fund Data & Insights

Hedge fund performance by strategy – explore

17/03/2020

Click on the strategy you are interested in and you can then click through further into any sub-strategy of interest.

Quant deep dive – Aug 22

06/10/2022

Quant funds generated an average return of 12.8% in the 12 months to August 2022 Strategy AUM has grown by $42.8bn, net profits contributed $47.8bn of…

Monthly hedge fund performance review – August 2022

22/09/2022

Hedge fund performance was largely positive in August, whilst equities and bonds sold off, particularly in the latter part of the month. Hedge fund performance…

Back to basics series

14/09/2022

To help demystify and shed some light on the terms and topics covered in this series, please see the supplements below: Hedge fund jargonHedge fund strategy…

Summer content roundup

05/09/2022

We know that many of our readers like to take some time out over the summer, so we have gathered together some of our recently published insights for…

Monthly hedge fund performance review – July 2022

18/08/2022

Hedge fund performance was generally positive in July, albeit with some exceptions, with narrower dispersion than in June. Strategies with a higher beta…

Does structure matter? Hedge funds v alternative UCITS – H1 2022 update

08/08/2022

Earlier this year we wrote about the growing performance gap that has emerged between hedge funds and their alternative UCITS (“alt UCITS”) counterparts…

Hedge fund industry deep dive – H1 22

01/08/2022

Hedge fund performance was down 4.0% YTD. H1 2022 has been an extraordinarily challenging time period, not only for financial markets, but also for the…

Aurum’s quarterly review – Q2 2022

26/07/2022

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the second quarter of 2022. Performance for Aurum’s commingled fund…

Why manager selection is critical when building a hedge fund portfolio

21/07/2022

Manager selection is critical when it comes to investing in hedge funds or fund of hedge funds. In the latter part of 2021, we did a short note looking…

Equity long/short deep dive – May 22

06/07/2022

Equity l/s underperformed over the past year, with the strategy underperforming directional equities, as well as the broader hedge fund universe. Equity…

Monthly hedge fund performance review – May 2022

20/06/2022

Hedge fund performance was generally negative in May, with wider dispersion than in April. Macro was the only master strategy with positive returns. Strategies…

Multi-strategy deep dive – Apr 22

31/05/2022

Multi-strategy funds posted 12 consecutive months of positive returns during a period that provided a number of significant challenges across the hedge…

Is performance or asset gathering driving growth in hedge fund industry assets?

23/05/2022

In the wake of recent market volatility, even more investors are seeking downside protection from hedge funds, resulting in large inflows into the hedge…

Monthly hedge fund performance review – April 2022

19/05/2022

Hedge fund performance was mixed in April with slightly wider dispersion than in March. Strategies with a higher beta to equities remained weaker than…

Aurum’s quarterly review – Q1 2022

26/04/2022

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the first quarter of 2022. Performance for Aurum’s commingled fund…

Monthly hedge fund performance review – March 2022

20/04/2022

Hedge fund performance was generally positive in March; dispersion was slightly wider than in February. Strategies with a higher beta to equities remained…

Three top tips for designing an employee volunteering programme

08/04/2022

Emily Forsyth-Davies, Head of ESG, Aurum Research Limited, has recently revamped the Aurum Group’s UK employee volunteering offering. These are her three…

Monthly hedge fund performance review – February 2022

22/03/2022

Hedge fund performance was mixed in February; dispersion was tighter and losses were less severe than in January. Strategies with a higher beta to equities…

Event deep dive – Jan 22

07/03/2022

Event driven funds generated an average return of +9.1% in the 12 months to January 2022. AUM has grown by $28.5bn, 76% of this growth was driven by performance….

Monthly hedge fund performance review – January 2022

21/02/2022

Most hedge fund strategies finished 2021 with positive performance in December, with slightly tighter dispersion than was observed in November. Strategies…

Does structure matter? Hedge funds v Alternative UCITS

15/02/2022

Since their inception in 2007, alternative UCITS, a.k.a. alt UCITS, liquid alternatives, or UCITS hedge funds have been popular with investors. Over the…

Aurum’s quarterly review – Q4 2021

27/01/2022

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the fourth quarter of 2021. Performance for Aurum’s commingled funds…

Monthly hedge fund performance review – December 2021

25/01/2022

Most hedge fund strategies finished 2021 with positive performance in December, with slightly tighter dispersion than was observed in November. Strategies…

2021 hedge fund industry deep dive

21/01/2022

A combination of positive performance and marginal net inflows saw industry assets grow over the year by just over $243bn. From a growth perspective,…

Forget the hedge fund black box… welcome to the world of the green box

07/01/2022

People often associate hedge fund secrecy with quant funds and the so-called black box now welcome to the green box. Hedge funds are inherently private…

Seasonality of hedge fund returns

15/12/2021

Using the Aurum Hedge Fund Data Engine to analyse the seasonality of hedge fund returns over the last 10 years seems to clearly indicate that hedge fund…

Doing good and maximising returns

14/12/2021

Hedge funds that pay proper regard to ESG do exist, but at present, investors need to look ‘under the bonnet’ in order to fully understand, monitor…

Arbitrage deep dive – 2021

06/12/2021

Arbitrage strategies posted strong performance in the 12 months to October 2021, returning 8.3% net of fees. Yet the master strategy only ranks second…

Do ESG hedge funds really exist? Yes, but…

03/12/2021

ESG assets rose to $37.8 trillion at year end in 2020 and in 2021 (to 31st July), half of European ETF inflows have been to ESG funds. The disparate…

Aurum’s quarterly review – Q3 2021

28/10/2021

Risk assets advanced over the quarter, supported by the initial roll-out of COVID-19 vaccinations across much of the world and significant re-opening from…

Beating the beta bandits?

27/10/2021

An analysis of the returns of the hedge fund industry, such as that in Aurum’s latest hedge fund industry deep dive shows the large beta component of…

The (un) balanced portfolio – were hedge funds there to protect investors in September?

11/10/2021

In October last year, Kevin Gundle, Aurum Research Limited’s CEO, warned investors of the risks of relying on the traditional 60/40 portfolio whether…

Quant deep dive – 2021

08/10/2021

Whilst over the 12 months to August, quant funds saw positive performance, it has remained a challenging environment on a relative basis when benchmarked…

Aurum’s quarterly review – Q2 2021

28/07/2021

The majority of Aurum’s managed funds and bespoke accounts delivered positive returns in the second quarter of 2021. Performance for Aurum’s commingled…

Hedge fund industry deep dive – 2021

27/07/2021

Risk assets appreciated in H1, supported primarily by the continued roll-out of the global COVID-19 vaccination programmes as well as the announcement…

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