Hedge Fund Data

Macro strategy deep dive

31/07/2020
1 min read

Download full report

Download Article Download Article

12-month review to June 2020

There is no doubt that the 12-month period to June 2020 is amongst the most challenging and volatile trading environments that investors have witnessed, but it also created a number of compelling trading opportunities.

Against this backdrop, for the 12-month period to June 2020 the Macro hedge funds monitored by the Aurum Hedge Fund Data Engine delivered a net return of 1.2%, coming in above the Hedge Fund Composite Index*, which returned 0.8%, both on an asset-weighted basis. These headline numbers mask a huge amount of movement across the 12 months and significant performance dispersion across Macro sub-strategies.

Net Return of Master & Sub-Strategies

You may also like

Monthly hedge fund industry performance review – February 2024

20/03/2024

Hedge fund performance was generally positive in February; the average asset weighted hedge fund net return across all strategies was 1.80%. All hedge…

Monthly hedge fund industry performance review – January 2024

26/02/2024

Hedge fund performance was generally positive in January; the average asset weighted hedge fund net return across all strategies was 0.99%. All hedge fund…

Hedge fund industry performance deep dive – Full year 2023

05/02/2024

In summary… A resurgence in risk assets provided a significant tailwind to more long-biased and/or historically higher beta strategies, which were among…

Monthly hedge fund industry performance review – December 2023

23/01/2024

Hedge fund performance was generally positive in December; the average asset weighted hedge fund net return across all strategies was 1.64%. All hedge…

Spotlight on funds of hedge funds: why investors use them

08/01/2024

In summary In the latest instalment of our hedge funds basics series, we look at: What are funds of hedge funds? Why do some investors choose to access…

Monthly hedge fund industry performance review – November 2023

19/12/2023

Hedge fund performance was generally positive in November; the average asset weighted hedge fund net return across all strategies was 1.73%. Most hedge…

Macro hedge fund primer: uncovering the unconstrained

27/11/2023

Global macro   |   Fixed income relative value   |   Macro emerging markets   |   CommoditiesIn summary Macro funds typically take positions…

Monthly hedge fund industry performance review – October 2023

22/11/2023

Hedge fund performance was moderately negative in October; the average asset weighted hedge fund net return across all strategies was -0.34%. Most hedge…

Hedge fund industry performance deep dive – Q3 2023

31/10/2023

In summary… Five-year CAR for hedge funds was at 4.9% at the end of Q3, above bonds at -1.7% and just above equities at 4.1%. Global equities*** and…

Monthly hedge fund performance review – September 2023

23/10/2023

Hedge fund industry performance was moderately positive in September; the average hedge fund return across all strategies was 0.08% (asset weighted net…

Monthly hedge fund performance review – August 2023

22/09/2023

Hedge fund performance was moderately positive in August; the average hedge fund net return across all strategies was 0.16%. Most hedge fund strategy groups…

Monthly hedge fund performance review – July 2023

22/08/2023

Hedge fund performance was generally positive in July; the average hedge fund net return across all strategies was 1.05%. All hedge fund strategy groups…