Arbitrage strategy deep dive

Hedge fund performance was mixed in February, the average hedge fund net return across all strategies was -0.19%. Strategies with a higher beta to equities…

Hedge fund performance was generally positive in January, the average hedge fund net return across all strategies was 1.83%. Strategies with a higher beta…

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…

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

Hedge fund performance was generally positive in December, the average hedge fund net return across all strategies was 0.50%. Strategies with a lower beta…

Hedge fund performance was generally positive in November, although underlying strategies had mixed performance. Long biased was the top performing master…

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

Hedge fund performance was largely positive in October. Strategies with a higher beta to equities outperformed other strategies, as most equity markets…

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…

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

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

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…