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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.

At Aurum, we believe investors ought to have access to best in class hedge fund managers and solutions that can deliver the returns they are seeking and we have over a quarter of a century of building knowledge of the industry and listening to investors’ concerns.

Aurum provides a trusted and repeatable investment and operational due diligence process, with a proven and consistent investment philosophy. Investors need to feel secure in their choice of provider.

We have delivered results to clients with five clear investment needs.

To access the Aurum range of funds please register here

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 industry 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.

Monthly hedge fund industry performance review – May 2024

20/06/2024

Hedge fund performance was generally positive in May; most strategies, particularly those with a higher beta to equities, had positive performance. The…

ESG policy outlook – where are we now?

14/06/2024

Current ESG policy  |   Impact on competitiveness  |   Regulatory challenges   |   Risk of political change   | International harmonisationIntroduction…

Monthly hedge fund industry performance review – April 2024

21/05/2024

Hedge fund performance was generally flat in April, however this masked dispersion between underlying strategies; the average asset weighted hedge fund…

Multi-strategy hedge fund primer: deep dive into diversification

10/05/2024

Multi-strategy at a glance  |   Business types  |   Table of characteristics   |   Strategies deployed   |   Portfolio construction   | …

Aurum’s quarterly review – Q1 2024

22/04/2024

Performance for Aurum’s commingled fund of hedge funds $US classes ranged from +1.5% to +3.8% in the first quarter of 2024. Multi-strategy and systematic…

Hedge fund industry performance deep dive – Q1 2024

18/04/2024

In summary… Hedge funds ended Q1 2024 up 4.9%, outperforming bonds, -2.1%, but behind equities, +7.3% Quant was the strongest performing master strategy…

Monthly hedge fund industry performance review – March 2024

17/04/2024

Hedge fund performance was generally positive in March; the average asset weighted hedge fund net return across all strategies was 2.06%. For a second…

Monthly hedge fund industry performance review – February 2024

20/03/2024

Hedge fund performance was generally positive in February; the average asset weighted hedge fund net return across all strategies was 1.80%. All hedge…

Monthly hedge fund industry performance review – January 2024

26/02/2024

Hedge fund performance was generally positive in January; the average asset weighted hedge fund net return across all strategies was 0.99%. All hedge fund…

Hedge fund industry performance deep dive – Full year 2023

05/02/2024

In summary… A resurgence in risk assets provided a significant tailwind to more long-biased and/or historically higher beta strategies, which were among…

Monthly hedge fund industry performance review – December 2023

23/01/2024

Hedge fund performance was generally positive in December; the average asset weighted hedge fund net return across all strategies was 1.64%. All hedge…

Macro hedge fund primer: uncovering the unconstrained

27/11/2023

Global macro   |   Fixed income relative value   |   Macro emerging markets   |   CommoditiesIn summary Macro funds typically take positions…

Hedge fund industry performance deep dive – Q3 2023

31/10/2023

In summary… Five-year CAR for hedge funds was at 4.9% at the end of Q3, above bonds at -1.7% and just above equities at 4.1%. Global equities*** and…

Hedge fund industry performance deep dive – H1 2023

31/07/2023

In summary… The hedge fund industry* was up 3.4% in H1 23 with performance being heavily weighted to the start of Q1 and the end of Q2. The best performing…

Quant hedge fund primer: demystifying quantitative strategies

22/06/2023

QEMN   |   Statistical arbitrage   |   Managed futures/CTAs   |   Quant macro/GAA   |   Alternative risk premiaIn summary Quantitative…

Hedge fund industry performance deep dive – Q1 2023

28/04/2023

In summary… Global growth surprised markets positively in Q1 2023. Global equities*** and bonds** returned 6.35% and 3.19% respectively. Strategies…

A guide to hedge fund fees and redemption terms

06/04/2023

In summary Investors determine whether hedge fund fees and redemption terms are appropriate through the manager selection process. Consideration is given…

Hedge fund industry performance deep dive – Full year 2022

27/01/2023

The hedge fund industry was down 2.4% in 2022. Global equities** and global bonds*** have fallen 20.0% and 16.7% respectively. It has been an extremely…

Evaluating carbon offsetting programmes

30/11/2022

With COP27 moving the focus on climate justice up the agenda, it seemed a good time to share with you a recent conversation between Emily Forsyth-Davies,…

Arbitrage deep dive – Oct 22

07/12/2022

The period under review includes ‘the worst cross asset selloff since 1981’ with simultaneous declines across equities, commodities, corporate and…

Macro deep dive – Sep 22

28/10/2022

Macro funds generated an average return of 2.2% in the 12 months through September 2022. Strategy AUM has fallen by $11.1bn, due to net outflows of $16.3bn…

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…

Hedge fund basics series

14/09/2022

In this educational series about hedge funds, we go back to basics, looking at what hedge funds are, why investors choose to invest in hedge funds and…

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…

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…

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…

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…

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….

Does structure matter? Hedge funds v Alternative UCITS

15/02/2022

Since their inception in 2007 So, in conclusion it seems that the perception of safety and enhanced liquidity that alt UCITS offer seems to have come…

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…

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…

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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