Data

Monthly hedge fund industry performance review – March 2025

In summary

Hedge fund performance was negative in March. Hedge fund strategy performance was mixed, with equity-oriented strategies notably underperforming. The average asset-weighted hedge fund net return across all strategies was -0.94%. The strongest performing strategy was arbitrage, and the weakest was equity long/short. Hedge fund performance dispersion increased compared to February.

24 February 2026
Data

Monthly hedge fund industry performance review – January 2026

10 February 2026
Data

Hedge fund industry performance deep dive – Full year 2025

27 January 2026
Data

Monthly hedge fund industry performance review – December 2025

Register or sign in for full functionality