Aurum’s Post

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 moderately positive in December amidst a backdrop of weakness in US equities and a divergent picture globally. Hedge fund strategy performance varied. The average asset weighted hedge fund net return across all strategies was 0.24%. The strongest performing strategy was multi-strategy. Hedge fund performance dispersion was narrower than that observed in November. https://bit.ly/40tBKe0 #hedgefunds #investments #assetmanagement

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

Hedge fund performance was generally positive in November amidst a backdrop of strong US equities and a more varied picture globally. All master hedge fund strategies had positive performance. The average asset weighted hedge fund net return across all strategies was 1.96%. The strongest performing strategy was equity long/short. Hedge fund performance dispersion was broader than that observed in October. https://bit.ly/3ZKUzZz #hedgefunds #investments #assetmanagement

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

Hedge fund performance was generally flat in April, the average asset weighted hedge fund net return across all strategies was -0.08%. However, this masked significant dispersion; strategies with higher beta to equities detracted from returns. Hedge fund performance dispersion was similar to that observed in March.  https://bit.ly/3K7XS5M #hedgefunds #investments #assetmanagement

2024 was the strongest year for hedge fund performance since the post-financial crisis bounce-back in 2009 - up 11.3%*, outperforming bonds, but underperforming global equities. 📊 But which hedge fund strategy was the strongest performer? 💵 Did the hedge fund industry grow in 2024? Was growth from performance or inflows? 📈 How did alt UCITS compare to hedge funds? 📉 Which hedge fund strategies exhibited the lowest correlation to one another? Aurum’s 2024 hedge fund industry deep dive is now available, answering all these questions and much more.   Access the full 2024 report here: https://bit.ly/40SZv0k #hedgefunds #investments #assetmanagement #research #hedgefundperformance *𝘏𝘍 𝘊𝘰𝘮𝘱𝘰𝘴𝘪𝘵𝘦 = 𝘈𝘶𝘳𝘶𝘮 𝘏𝘦𝘥𝘨𝘦 𝘍𝘶𝘯𝘥 𝘋𝘢𝘵𝘢 𝘌𝘯𝘨𝘪𝘯𝘦 𝘈𝘴𝘴𝘦𝘵 𝘞𝘦𝘪𝘨𝘩𝘵𝘦𝘥 𝘊𝘰𝘮𝘱𝘰𝘴𝘪𝘵𝘦 𝘐𝘯𝘥𝘦𝘹.

A fantastic example of content marketing for an investor in hedge funds. * Well targeted for both industry insiders, potential investors and those with a passing interest, giving maximum utility to their work. * Brings value to the reader! Possibly the most important point. * Positions Aurum as a thought leader and demonstrates knowledge and authority * Does not push Aurum products, instead has 'share' as their call-to-action (in multiple different forms) thus borrowing the authority of the sharer and again increasing reach. * Leads to multiple further opportunities to learn more, advancing their targets down their funnel * Repurposes work their analytics team are already doing. (This shows me their marketing team is well-integrated and respected at Aurum) * Demonstrates consistency (30-year branding, continual historical context referencing etc) * Generally well laid out; good visuals, well-placed calls-to-action, clean colour palette, good use of headings, summary box and sidebar. * Excellent LinkedIn exposure, using a carousel to promote highlights (30% more impressions v. text/image posts. Useful for one-time, impactful content.) Big fan!

Aurum's 2024 hedge fund industry deep dive is out! It is a comprehensive review of hedge fund performance over the year - contextualised with longer-term data too. Aurum also publishes individual hedge fund strategy packs which look at the performance of hedge fund master strategies and their component sub-strategies. Well worth a read!

Hedge fund performance was generally positive in July. Most hedge fund strategies had positive performance, with the exception of quant. The average asset weighted hedge fund net return across all strategies was 0.51%. The strongest performing strategy was long biased. Hedge fund performance dispersion was slightly broader than that observed in June. See the link in comment section for the monthly hedge fund performance review – key performance data for hedge fund investors. #hedgefunds #investments #assetmanagement