In summary...
Quant funds generated an average return of 12.8% in the 12 months to August 2022
Strategy AUM has grown by $42.8bn, net profits contributed $47.8bn of this growth and net outflows were $5.0bn.
Quant macro was the strongest performing quant sub-strategy, generating an average return of 20.6%.
Statistical arbitrage had the lowest standard deviation amongst the quant sub-strategies and suffered only one negative month in the period.
