Hedge fund performance was positive in April. There was some dispersion in strategy performance. Multi-strategy was the strongest performing master strategy, followed by macro. The weakest performing strategy was quant, although there was significant quant sub-strategy performance dispersion.
Hedge fund performance by strategy – April 2025
(asset weighted)
How to navigate the treemap
Hovering over one of the coloured boxes in the chart will show some additional information in the form of spark-line charts showing the previous 12 months’ cumulative asset weighted rate of return.
You can drill down further into the data to see key stats and 12 months’ performance dispersion data for each sub-strategy. Click on the strategy you are interested in and you can then click through further into any sub-strategy of interest.
The size of the boxes indicates the proportionate size of a strategy amongst all of the funds monitored by Aurum’s Hedge Fund Data Engine.
To navigate back you can just scroll back on the mouse wheel or click the magnifying glass with the minus button, which can be found in the top right corner of each box.