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

28 April 2026
Data

Hedge fund industry performance deep dive – Q1 2026

22 April 2026
Data

Monthly hedge fund industry performance review – March 2026

24 March 2026
Data

Monthly hedge fund industry performance review – February 2026

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