Data

Monthly hedge fund industry performance review – May 2025

In summary

Hedge fund performance was positive in May. The average asset-weighted hedge fund net return across all strategies was 1.62%. The strongest performing master strategy was long biased, followed by event and equity long/short. The weakest strategy was quant, which nonetheless generated a small positive return. Hedge fund performance dispersion was similar to that in April.

24 March 2026
Data

Monthly hedge fund industry performance review – February 2026

24 February 2026
Data

Monthly hedge fund industry performance review – January 2026

10 February 2026
Data

Hedge fund industry performance deep dive – Full year 2025

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