Data

Monthly hedge fund industry performance review – March 2025

In summary

Hedge fund performance was negative in March. Hedge fund strategy performance was mixed, with equity-oriented strategies notably underperforming. The average asset-weighted hedge fund net return across all strategies was -0.94%. The strongest performing strategy was arbitrage, and the weakest was equity long/short. Hedge fund performance dispersion increased compared to February.

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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