LPS HEDGE FUND INTELLIGENCE

HEDGE FUND PERFORMANCE

Track recently reported hedge-fund performance, strategy returns, industry benchmarks and notable fund results using dated, attributed sources.

DATA SOURCE REQUIRED. Performance data requires licensed connections to professional hedge-fund databases (HFR, Preqin, BarclayHedge, LSEG, Bloomberg). An admin can configure data source connections.

NOTABLE REPORTED PERFORMANCE

Performance data connection required

Connect a licensed data source (HFR, Preqin, BarclayHedge, LSEG, Bloomberg) in Admin → News to display verified performance data. LPS does not fabricate fund returns.

PERFORMANCE BY HEDGE FUND STRATEGY

MULTI-STRATEGY

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GLOBAL MACRO

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QUANTITATIVE

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SYSTEMATIC

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EQUITY LONG/SHORT

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MARKET NEUTRAL

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EVENT DRIVEN

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MERGER ARBITRAGE

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CREDIT

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RELATIVE VALUE

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MANAGED FUTURES / CTA

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VOLATILITY

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PERFORMANCE NEWS

RETURN IS ONLY HALF THE STORY.

A fund earning 15% with relatively controlled volatility and drawdown is not analytically identical to an investment earning 15% while taking substantially greater risk. Understanding risk-adjusted performance is essential for evaluating any investment strategy.

Sharpe Ratio

Return per unit of total risk (standard deviation). Higher is generally better.

Sortino Ratio

Like Sharpe but only penalizes downside volatility.

Maximum Drawdown

Largest peak-to-trough decline. Measures worst-case loss.

Volatility

Standard deviation of returns. Measures variability of outcomes.

Beta

Sensitivity to a benchmark (e.g. S&P 500). Beta of 1 = moves with the market.

Correlation

How closely returns track another asset or index.

Alpha

Return above what the benchmark would predict given the fund's beta.

Value at Risk

Estimated maximum loss over a given period at a given confidence level.

Performance information is provided for informational and educational purposes and may be based on manager reports, regulatory filings, industry databases, index providers or third-party news reports. Private-fund performance is not always publicly available or independently verified. Different sources may use different methodologies and reporting periods. Past performance does not guarantee future results.

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