Quant strategy deep dive

Hedge fund performance was generally positive in April; the average hedge fund net return across all strategies was 0.51%. April was a month of lower volatility…

In summary… Global growth surprised markets positively in Q1 2023. Global equities*** and bonds** returned 6.35% and 3.19% respectively. Strategies…

Performance for Aurum’s commingled fund of hedge funds’ $US classes ranged from marginally negative to -2.4% for Q1. While Aurum’s portfolios delivered…

Hedge fund performance was mixed in March, the average hedge fund net return across all strategies was -0.39%. Strategies exhibiting a higher beta to equities…

In summary Investors determine whether hedge fund fees and redemption terms are appropriate through the manager selection process. Consideration is given…

Hedge fund performance was mixed in February, the average hedge fund net return across all strategies was -0.19%. Strategies with a higher beta to equities…

Hedge fund performance was generally positive in January, the average hedge fund net return across all strategies was 1.83%. Strategies with a higher beta…

The hedge fund industry was down 2.4% in 2022. Global equities** and global bonds*** have fallen 20.0% and 16.7% respectively. It has been an extremely…

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the fourth quarter of 2022. Performance for Aurum’s commingled fund…

Hedge fund performance was generally positive in December, the average hedge fund net return across all strategies was 0.50%. Strategies with a lower beta…

Hedge fund performance was generally positive in November, although underlying strategies had mixed performance. Long biased was the top performing master…

The period under review includes ‘the worst cross asset selloff since 1981’ with simultaneous declines across equities, commodities, corporate and…