Hedge fund strategy performance

Arbitrage

returned 1.22% in October 25, bringing 12-month performance to 8.73% and five-year CAR to 5.33%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

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Credit

returned 0.42% in October 25, bringing 12-month performance to 7.64% and five-year CAR to 7.33%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

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Equity long/short

returned 2.48% in October 25, bringing 12-month performance to 15.22% and five-year CAR to 8.61%

Net return (12m)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

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Event driven

returned 0.52% in October 25, bringing 12-month performance to 11.89% and five-year CAR to 9.24%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

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Long biased

returned 0.90% in October 25, bringing 12-month performance to 17.40% and five-year CAR to 10.68%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

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Macro

returned 1.95% in October 25, bringing 12-month performance to 12.46% and five-year CAR to 7.38%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

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Multi-strategy

returned 1.64% in October 25, bringing 12-month performance to 13.66% and five-year CAR to 11.20%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

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Quant

returned 1.24% in October 25, bringing 12-month performance to 9.13% and five-year CAR to 7.26%

NET RETURN (12M)

*HF Composite = Aurum Hedge Fund Data Engine Asset Weighted Composite Index.
**Bonds = Bloomberg Global Aggregated Bond Index.
***Equities = MSCI World Index USD.

LATEST STRATEGY PERFORMANCE CHART PACKS

Want to share our charts? We are happy for you to do so, but please do quote the source: Aurum Research Limited’s Hedge Fund Data Engine

Source: Aurum’s proprietary Hedge Fund Data Engine database containing data on around 3,100 active hedge funds representing around $3.2 trillion of assets as at June 2025. Information in the database is derived from multiple sources including Aurum’s own research, regulatory filings, public registers and other database providers. Performance in the above chart is asset weighted. Box size reflects the AUM of the hedge fund industry, as tracked by Aurum. See the disclaimer for further details.

Bond index

BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). Bloomberg or Bloomberg’s licensors own all proprietary rights in the Bloomberg Indices. Bloomberg does not approve or endorse this material or guarantee the accuracy or completeness of any information herein, nor does Bloomberg make any warranty, express or implied, as to the results to be obtained therefrom, and, to the maximum extent allowed by law, Bloomberg shall not have any liability or responsibility for injury or damages arising in connection therewith.

Equity index

Certain information contained herein (the “Information”) is sourced from/copyright of MSCI Inc., MSCI ESG Research LLC, or their affiliates (“MSCI”), or information providers (together the “MSCI Parties”) and may have been used to calculate scores, signals, or other indicators. The Information is for internal use only and may not be reproduced or disseminated in whole or part without prior written permission. The Information may not be used for, nor does it constitute, an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product, trading strategy, or index, nor should it be taken as an indication or guarantee of any future performance. Some funds may be based on or linked to MSCI indexes, and MSCI may be compensated based on the fund’s assets under management or other measures. MSCI has established an information barrier between index research and certain Information. None of the Information in and of itself can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user assumes the entire risk of any use it may make or permit to be made of the Information. No MSCI Party warrants or guarantees the originality, accuracy and/or completeness of the Information and each expressly disclaims all express or implied warranties. No MSCI Party shall have any liability for any errors or omissions in connection with any Information herein, or any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.

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