Data

Macro deep dive – Sep 22

In summary...

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 that were partly offset by net profits of $5.2bn.

Commodities was the strongest performing sub-strategy, generating an average return of 9.5%.

FIRV had the lowest standard deviation among the sub-strategies and the highest 3-year Sharpe ratio at 1.67.

29 May 2026
Data

Monthly hedge fund industry performance review – April 2026

28 April 2026
Data

Hedge fund industry performance deep dive – Q1 2026

22 April 2026
Data

Monthly hedge fund industry performance review – March 2026

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