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 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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