Best and Worst Hedge Funds Nov 2020

The Top 10 and Worst 10 funds for the last month are shown below. This is based on our proprietary composite data streams but may contain errors. These are not filtered for Asset Under Management and are ranked on a simple return metric without adjusting for volatility. We only rank funds that have reported returns for the current reporting month. AUM within brackets.

CTA

World Cup Advisor : Michael Cook Nexus : 19.26% [0.02]
Macrotheme Capital Management : Macrotheme Opportunity : 14.84% [0.28]
Pan Capital Management LP : Energy Fund : 13.29% [500.00]
WG Wealth Guardian : QT Program : 12.45% [1.50]
Purple Valley Capital : Diversified Trend 1 : 10.32% [2.50]
Algo Capital : NC3816 : 9.99% [21.63]
Algo Capital : Energy : 8.77% [8.16]
Delta1trader Technology AG : AI Deep Markets : 8.65% [0.25]
Polar Asset Management AS : Multi Asset : 8.01% [0.00]
Quantitative Investment Management : Opportunities Fund : 7.42% [36.00]

Hornsby & Company : Sadanand Kalasabail Advait : -74.50% [0.00]
World Cup Advisor : Sebastian Baumgaertel Target Zones : -33.05% [0.01]
Algocentric Capital : Algo II : -24.12% [1.00]
AlgoLab Capital Management : AlphaEngine Program : -22.21% [2.15]
Algocentric Capital : Algo II Trading Prog : -15.77% [0.00]
Willowbridge Associates : Primary : -13.75% [26.88]
Wake Trade Technologies : Eagle Fund : -10.44% [0.09]
Algocentric Capital : $100000 Program : -9.20% [0.80]
Kinkopf Capital Management : S&P Select Program : -9.06% [0.09]
World Cup Advisor : Andrea Unger East & West : -8.83% [0.07]

Market Neutral

RAM : Long Short Emerging : 2.93% [12.23]
H2O : Fidelio : 2.27% [123.10]
Seven Seas : Alpha Japan Neutral (Permal) : 2.08% [54.70]
Maverick : QM Neutral (GS) : 1.71% [195.22]
RG Tactical Market Neutral Institutional : RG Tactical Market Neutral Institutional : 1.56% [0.00]
PIMCO : PIMCO RAE Fundamental Advantage PLUS : 1.39% [0.00]
Guggenheim : Guggenheim Market Neutral : 1.34% [0.00]
Adaptive Hedge Fund Management : Paradigm Alpha : 1.20% [0.00]
Merian : Global Equity Absolute : 1.14% [1052.92]
Zebra : Global Equity Market Neutral (Keplar) : 1.08% [15.07]

Cognios : Cognios Market Neutral Large Cap : -5.02% [0.00]
Perdurance : Market Neutral (Rotschild) : -4.61% [59.53]
Invesco : Global Equity Market : -4.36% [5.83]
Aphilion : Aphilion SIF : -4.25% [0.00]
Gotham : Gotham Neutral : -3.91% [0.00]
Convergence : Convergence Market Neutral : -3.77% [0.00]
Norron : Norron Select : -3.36% [0.00]
Gotham : Gotham Neutral 500 : -3.35% [0.00]
Gotham : Gotham Master Neutral : -3.25% [0.00]
Nuveen : Nuveen Equity Market Neutral : -3.12% [0.00]

Equity Long/Short

GAM International Management : Star Alpha Technology : 9.65% [30.31]
St Petri Capital : LongShort : 8.70% [0.00]
Proxy P Management : Proxy Renewable LongShort Energy : 8.08% [0.00]
Prentice Capital : Equity Long Short (Rotschild) : 7.23% [45.15]
Diamond Hill : Diamond Hill Research Opportunities : 6.94% [0.00]
Odey : Absolute Return : 6.58% [426.23]
Caldwell & Orkin : Caldwell & Orkin – Gator Capital L/S : 5.26% [0.00]
EJF : Alpha Opportunities (IAM) : 5.25% [53.82]
Nuance : Nuance Concentrated Value L-S : 4.40% [0.00]
Electron Capital Partners : Electron Global (Franklin K2) : 3.98% [63.43]

Probabilities : Probabilities : -8.01% [0.00]
SWMC : European Fund : -6.50% [115.47]
Gotham : Gotham Defensive Long 500 : -5.67% [0.00]
Prior & Nilsson Fond och Kapitalforvaltning : PriorNilsson Idea : -5.65% [0.00]
Origo Capital : Origo Quest 1 : -5.57% [0.00]
Coeli Asset Management : Coeli Absolute European Equity : -5.46% [0.00]
VISIO Asset Management : VISIO Allocator Fund : -5.46% [0.00]
Wellington : Strategic European Equity : -5.25% [9.77]
CARN Capital AS : CARN Long Short : -5.01% [0.00]
Elementa Management : Elementa : -4.92% [0.00]

Event Driven

Alpine : Merger Arbitrage : 3.09% [156.34]
Man GLG : GLG Event Driven : 2.94% [146.75]
Formue Nord : Formue Nord Markedsneutral AS : 1.54% [0.00]
Pictet : Mandarin : 1.51% [635.55]
Kellner : Kellner Merger : 1.44% [0.00]
Cheyne : Cheyne Arbitrage (U Access) : 1.41% [85.99]
Boussard Gavaudan : Absolute Return : 1.13% [258.83]
Leadersel : Event Driven : 1.02% [337.11]
MProved Systematic : MProved Systematic Merger Arbitrage : 0.91% [0.00]
PSAM : Global Event (Lumyna) : 0.79% [564.29]

Lutetia : Absolute Return : -4.47% [41.44]
Odey : Special Situations : -4.03% [19.37]
Hadron : Alpha Select : -2.66% [38.95]
Portland : Hill Catalyst Driven : -2.47% [48.27]
FS Investments : Event Driven : -1.95% [0.00]
Syquant : Helium Selection : -1.73% [247.52]
PrivilEdge : Amber Event Europe : -1.43% [64.90]
York : Asian Event (Lumyna) : -1.29% [171.19]
Laffitte : Dynamic Strategies : -1.01% [8.45]
Formue Nord : Fokus : -0.98% [0.00]

Fixed Income

Nykredit Asset Management : Nykredit EVIRA Hedge Fund : 1.63% [0.00]
Danske Bank Asset Management : Danske Invest Fixed Income Global Value : 1.61% [0.00]
Ellington : Ellington Structured Credit (Franklin K2) : 1.35% [18.44]
Legg Mason : Brandywine Global Enhanced Absolute Return : 1.21% [295.16]
Legal & General : Dynamic Bond : 1.15% [194.43]
GAM International Management : Star Global Rates : 1.08% [108.73]
Polar : Capital Global Absolute : 1.00% [32.76]
LFIS : Vision Credit : 0.88% [69.68]
Aviva : Investors Global Convertibles : 0.88% [617.86]
Threadneedle : Global Investment : 0.82% [45.88]

Twelve : Falcon ILS Strategy : -1.75% [30.59]
Carlsson Noren Asset Management : Carlsson Noren Yield Opportunity : -1.68% [0.00]
Bluebay : Global Sovereign Opportunities : -1.43% [407.14]
Bluebay : Emerging Market Unconstrained Bond : -1.40% [383.04]
Legg Mason : Western Asset Macro Opp : -1.29% [5260.55]
GAM International Management : Systematic Dynamic Credit : -1.16% [8.62]
Pareturn : Gladwyne Absolute Credit : -1.12% [26.47]
Numen : Credit (HI) : -1.04% [101.00]
Emso : Emerging Markets Absolute : -1.04% [29.12]
Algebris : Macro Credit fund : -1.03% [441.89]

Risk Premia

Aberdeen : Alternative Risk Premia : 3.12% [27.88]
BNP Theam : Absolute Alpha : 0.39% [1.30]
Fulcrum Asset Management : Fulcrum Risk Premia : 0.33% [1100.00]
BNP Theam : Quant Equity : 0.20% [26.86]
Credit Suisse Asset Management : Liquid Alternative : 0.19% [292.87]
Eraam : Premia Low Vol : 0.11% [2.35]
Nomura : Diversified Absolute Return : 0.04% [3.79]

Lumyna : Merrill Lynch MCLX : -5.80% [127.38]
AQR Capital Management : Style Premia : -4.47% [527.21]
Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : -4.29% [2248.81]
Catalyst Funds : Systematic Alpha : -3.92% [0.00]
Systematica Investments : Alternative Risk Premia : -3.30% [121.54]
Nordea Asset Management : Nordea 1 Alpha 10 MA Fund : -2.85% [2964.74]
LGT Capital Partners : LGT Alpha Generix : -2.44% [61.33]
Evli Fund Management : Evli Factor Premia : -2.38% [0.00]
Metzler : Alternative Multi Strategy : -2.01% [62.34]
Nordea Asset Management : Nordea 1 Alpha 7 MA Fund : -1.93% [0.00]

Crypto

Pantera Capital Management LP : Pantera Bitcoin Fund Ltd : 28.49% [224.80]
Solidum Capital : Bitcoin Momentum Strategy : 28.09% [0.05]
Rivemont Investments : Rivemont Crypto Fund : 23.42% [0.00]
OC PRIME : OBVGEN2 OC PRIME : 19.29% [0.00]
Robustness : RIX Robustness Index : 18.23% [0.00]
3iQ Corp : 3iQ Global Cryptoasset Fund : 18.21% [0.00]
Crypto Fund AG : Systematic DLT Fund : 17.72% [36.62]
Greychain Emerging Markets : Greychain Emerging Markets : 17.48% [0.00]
Diversitas : Diversitas : 16.96% [0.00]
Pantera Capital Management LP : Pantera ICO Fund LP : 15.42% [129.90]

Future Chain Index : Future Chain Index : -40.81% [0.00]
Risky Biscuits : Risky Biscuits : -30.60% [0.00]
GoldHorn : Crypto DeFi : -25.17% [0.00]
DeFi Core : DeFi Core : -23.05% [0.00]
Lavaliere Capital Management : Lavaliere Capital Fund : -20.90% [0.00]
Mountains and Valleys : MAV Mountains and Valleys : -19.63% [0.00]
Ethereal Capital : Ethereal Capital DeFI Index : -15.96% [0.00]
PLANE Trend : PLANETRENDING : -15.93% [0.00]
Metelkova : METELKOVA Metelkova Crypto Underground : -15.92% [0.00]
2100news : NWSET 2100news Ethereum Tokens Index Fund : -15.18% [0.00]