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.
Monthly hedge fund industry performance review – November 2025
Monthly hedge fund industry performance review – October 2025
Hedge fund industry performance deep dive – Q3 2025
We use cookies to ensure that we give you the best experience on our website. If you continue to use this site we will assume that you are happy with it.
Ok