Data

Arbitrage strategy deep dive

12-month review to October 2020

Arbitrage strategies generated an average return of 7.1% over the last 12 months; this figure is in line with the broader equity markets over the time period, but realising a fraction of the volatility, thus producing a significantly higher Sharpe, consistency, and with a more favourable drawdown profile.

NET RETURN OF MASTER & SUB-STRATEGIES

29 December 2025
Data

Monthly hedge fund industry performance review – November 2025

26 November 2025
Data

Monthly hedge fund industry performance review – October 2025

30 October 2025
Data

Hedge fund industry performance deep dive – Q3 2025

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