Best and Worst Hedge Funds 2020

Based on a limited sample of Hedge Fund that we capture, we present the hit parade for March 2020. We note that there is large dispersion and that some strategies have done exceptionally well throughout the turbulence that was prevalent throughout March. QCAM and QTS had multiple programs on the best performing funds.

Purple Valley Capital – Diversified Trend 156%
QCAM Currency Asset Management AG – Systematic Intelligence Vol 3055%
Glenhaven Capital – Glenhaven Global II53%
QTS Capital Management – Chimera45%
QTS Capital Management – Tail Reaper45%
WG Wealth Guardian – QT Program36%
ABR – Dynamic Blend Equity & Volatil35%
QCAM Currency Asset Management AG – Systematic Intelligence Vol 2033%
Covenant Capital Management – Total Volatility Program32%
Mulvaney Capital Management – Global Diversified Program31%
ACR – Multi-Strategy Quality Ret (MQR)-21%
ecamos Capital AG – ecamos Core Strategy 2X-21%
Probabilities – Probabilities-22%
Nykredit Asset Management – Nykredit EVIRA Hedge Fund-23%
Formuepleje Fund Management – Formuepleje Penta-24%
Caldwell & Orkin – Caldwell & Orkin – Gator Capital L/S-25%
Algebris – Financial Equity Fund-31%
Matisse – Matisse Discounted Cl-End Fd Strat-31%
Algebris – Quant Arbitrage-49%
RMB Mendon – Mendon Financial Long/Short-57%

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