Quant strategy deep dive

In summary… Hedge funds ended Q1 2024 up 4.9%, outperforming bonds, -2.1%, but behind equities, +7.3% Quant was the strongest performing master strategy…

Hedge fund performance was generally positive in March; the average asset weighted hedge fund net return across all strategies was 2.06%. For a second…

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

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…

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

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

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…

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

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

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

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…

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