A new academic paper introduces the MMT model, which improves upon standard methods by correcting for benchmark biases and ...

Buying funds with strong recent performance sounds simple, but if you only focus on returns, you may end up holding very risky funds. Switching from a mid-cap value fund to a technology sector ...

While they don’t tell us about each fund’s individual performance, or how funds nearing maturity are doing specifically, these numbers do tell us that overall fund performance is down.

The performance profile is as you would expect, too: In 2017's strong rally, the fund racked up a more modest gain than the index. On the flip side, it managed to lose less in 2018.

Comparing performance gets even more challenging though as you get more granular with the data. Let’s say a fund invested into a startup at the seed, did a follow on in the series A, and did pro ...

Hedge funds had a dismal year in 2022, but some firms still produced exceptional returns. Ken Griffin's Citadel had record revenues of $28 billion, as well as a 38.1% return from its main fund ...

Top multi-strategy hedge funds trailed the stock market in July. Citadel led the pack, gaining 1.3% last month and pushing its 2023 tally to 8.6%. Verition bested most of its peers, gaining 1.2% ...

Hedge funds last year posted their worst performance since 2018, mainly dragged down by equities as portfolio managers struggled to place their bets amid market turmoil, industry data provider HFR ...

While the value versus growth performance gap wasn’t a record for small- and mid-cap stock funds, the average margins for those groups were the widest since 1999.

Renaissance is still reeling from one of its worst periods on record in 2020. The quant hedge fund's models were thrown off by the COVID-19 pandemic, which led to subpar performance for all three ...

Specifically, we construct two performance measures, RET_DOWN and RET_UP, conditioned on the level of overall hedge fund sector returns. After adjusting for risks, funds in the highest RET_DOWN ...