Early Return Indicator

As per usual, our databases are updated and available for download. As the month is drawing to a close, we thought it would be prudent to provide you with early estimates of Hedge Fund performance. Crypto managers seem to be in for another volatile month and we have our Crypto Index down 21% for June. … Continue reading Early Return Indicator

Best and Worst Hedge Funds – May 2021

We now have a large sample of managers to highlight the best and worst managers for May 2021. Clearly, most of the volatility happened with Cryptos, but even here, we saw managers that managed to ride out the volatility and deliver positive returns (although most of them were negative). The Top 10 and Worst 10 … Continue reading Best and Worst Hedge Funds – May 2021

Benchmarking strategies – Database update

Benchmarking hedge fund strategies is an age old problem. A solution to this problem is to compare your strategy to an index. These are seldom directly investable (e.g. you may not have performed due diligence on the underlying managers) but serves a useful purpose for telling you if your selected strategies are doing better or … Continue reading Benchmarking strategies – Database update

Crypto Carnage – but no contagion

Based on early estimates of hedge fund returns, we note that the Cryptoverse was severely impacted by the moves in digital assets. The average manager lost 24% based on early reporting. Given the volatility of the asset class, a loss that is certainly expected but painful. On the flipside, we note that there were no … Continue reading Crypto Carnage – but no contagion