Aurum

Hedge fund performance by strategy, 2015 to latest November 2024 data now available and updated daily https://bit.ly/3codWOo #hedgefunds #assetmanagement #investing

Asset weighted hedge fund industry net returns have outperformed equally weighted net returns by 0.75% year-to-end October 24. This means, according to the Aurum Hedge Fund Data Engine, that larger hedge funds are, on average, outperforming their smaller counterparts. But how has this played out at the strategy level? https://bit.ly/3YYPxIw #hedgefunds #hedgefundstrategies #data #performance

Hedge fund performance was generally positive in October amidst a backdrop of generally negative performance in global equities and increasing government bond yields. Most hedge fund strategies had positive performance. The average asset weighted hedge fund net return across all strategies was 0.23%. The strongest performing strategy was multi-strategy. Hedge fund performance dispersion was similar to that observed in September. See the link in comment section for the monthly hedge fund performance review – key performance data for hedge fund investors. #hedgefunds #investments #assetmanagement

Hedge fund performance by strategy, 2015 to latest October 2024 data now available and updated daily https://bit.ly/3codWOo #hedgefunds #assetmanagement #investing

Aurum’s Q3 2024 hedge fund industry deep dive is now available. The report provides insights on:       • industry, strategy and sub-strategy performance       • performance dispersion       • asset flows       • comparison between alt UCITS and hedge fund returns. Hedge funds generated positive performance during Q3, but underperformed both bonds and equities. Strategies that typically have a higher beta to equities were the top performers. Industry AUM grew over the quarter with positive P&L offsetting net outflows. The link for the full Q3 2024 report is in the comments. #hedgefunds #investments #assetmanagement #performanceanalysis #markettrends #industryinsights

Hedge fund performance was generally positive in September amidst a backdrop of mixed performance in global equities and falling government bond yields. All hedge fund strategies had positive performance. The strongest performing strategy was long biased. Hedge fund performance dispersion was broader than that observed in August. https://bit.ly/3Yd0Ah4 #hedgefunds #investments #assetmanagement

Aurum’s commingled and bespoke fund of hedge funds $US classes delivered positive returns over Q3 2024, with performance ranging from +0.5% to +2.0%. Macro and multi-strategy funds were the main contributors to performance, while systematic and event driven strategies were more modest contributors to performance. Equity strategies detracted from performance in funds with an allocation to the strategy. Interest rate decisions, geopolitical tensions and inflation data releases caused volatility across the quarter. To read our full review of the third quarter, including strategy performance and the drivers of returns, see the link in the comments. #hedgefunds #investments #assetmanagement

Hedge fund performance by strategy, 2015 to latest September 2024 data now available and updated daily https://bit.ly/3codWOo #hedgefunds #assetmanagement #investing

Closing the ESG framework gap With the ever-growing alphabet soup of ESG frameworks, how should we approach ESG reporting? And how can alternative investment managers and investors make the most of their resources? One of the panels at Aurum Funds Limited’s recent ESG Symposium addressed these key questions, starting with an evaluation of the current ESG framework landscape, its future evolution, and practical steps alternative investment managers can take moving forward. You can read the output from their discussions here: https://bit.ly/47Z2GWo #esg #sustainability #esgdiscussion #esgframeworks

Hedge fund industry performance is up 7.34% net to end August 2024. But, which strategies are the winners and losers and why? Aurum demystifies some of the most talked about hedge fund strategies in their range of primers on multi-strategy, quant, macro and event. https://bit.ly/3XQPKwP #hedgefunds #hedgefundstrategies #quant #macro #event #multistrategy