Adam Moir, CFA’s Post

Hedge fund industry performance was positive across Q1. Quant was the strongest performing strategy, representing a turnaround from 2023 when it was the joint weakest (with arbitrage) master strategy. While multi-strategy is the fourth strongest performer in Q1 it remains the top performer over five years with a CAR of 10.6% and the highest Sharpe ratio of 2.2.   The Aurum Q1 hedge fund industry deep dive is now available providing insights and analysis on industry performance, dispersion and asset flows. You can find the full Q1 2024 report here: https://bit.ly/3xOvbI2   #hedgefunds #investments #assetmanagement #research #hedgefundperformance

Hedge fund performance was generally positive in August amidst a backdrop of volatility in equities earlier in the month, followed by a strong recovery. Most hedge fund strategies had positive performance, with the exception of quant. The average asset weighted hedge fund net return across all strategies was 0.42%. The strongest performing strategy was long biased. See Aurum's monthly hedge fund industry performance review for August 2024 below: #hedgefunds #investments #assetmanagement

Hedge fund performance was generally positive in August amidst a backdrop of volatility in equities earlier in the month, followed by a strong recovery. Most hedge fund strategies had positive performance, with the exception of quant. The average asset weighted hedge fund net return across all strategies was 0.42%. The strongest performing strategy was long biased. Hedge fund performance dispersion was narrower than that observed in July. https://bit.ly/4ehjJVX #hedgefunds #investments #assetmanagement

📈I recently participated in a hedge fund simulation hosted by Piers Curran and I secured 2nd place for P&L, achieving a 98% performance along with 9.1% ROI, demonstrating both strategic decision-making and a focus on sustainable returns. Assets that where traded included SPX, UKX, NKY and ESTOXX, along with an ETF basket composed of these indices. Trading in accordance to fundamental sentiments, it was enjoyable as well as insightful providing acuity into hedge fund methodology. A big thank you to the organizers and my fellow participants for fostering such an engaging and competitive environment. #Finance #HedgeFundSimulation #InvestmentBanking #PortfolioManagement #FinancialStrategy #ProfessionalGrowth

Hedge fund industry outflows hit $111 billion in 2023 as less than one-third of funds globally received net inflows...   In 2023, With Intelligence data reveals significant outflows from long/short equity, multi-strategy, and event-driven hedge fund strategies, driven by global recession fears amidst rising interest rates and geopolitical tensions.   Hedge fund flows and performance data can be accessed on the With Intelligence platform. Not yet a subscriber? See more here: https://lnkd.in/gQw5MeRF.   #hedgefunds #hedgefundflows #hedgefundperformance

Hedge funds play a valuable role in a well-diversified portfolio. 💪 Watch our video to start understanding how to create a hedge fund strategy that fits your unique requirements. https://bit.ly/4ewu2Vh #Alternatives #HedgeFunds #Investments

Hedge funds play a valuable role in a well-diversified portfolio. 💪 Watch our video to start understanding how to create a hedge fund strategy that fits your unique requirements. https://bit.ly/4f6JAzH #Alternatives #HedgeFunds #Investments

Hedge funds play a valuable role in a well-diversified portfolio. 💪 Watch our video to start understanding how to create a hedge fund strategy that fits your unique requirements. https://bit.ly/3OCaswg #Alternatives #HedgeFunds #Investments

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 May; most strategies, particularly those with a higher beta to equities, had positive performance. The average asset weighted hedge fund net return across all strategies was 0.73%. Hedge fund performance dispersion was similar to that observed in April. See the link in comment section for the full report. #hedgefunds #investments #assetmanagement