Opalesque Industry Update - Drawing on data compiled for the 2016 Preqin Global Hedge Fund Report, Preqin has created league tables of hedge
funds that have most consistently delivered strong, stable performance. These league tables do not seek in any way
to endorse these funds, but rather to illustrate those that have performed the most consistently over the period
January 2013 – December 2015. Seven top-level strategies are represented; equity strategies, macro strategies,
event driven strategies, credit strategies, relative value strategies, multi-strategies and CTAs. Methodology: From its Hedge Fund Online database of over 14,000 hedge funds, Preqin ranked the 1,761 qualifying funds (those with a full performance record across the past three years) using a percentile rank methodology over each of the following metrics: annualized return, annualized volatility, Sharpe ratio and Sortino ratio. The score of each fund was then derived through an equally weighted average of the four percentile values, and used to determine the fund’s Consistency Rating. Where a Sortino ratio could not be calculated (due to the fund not generating a negative return in the sample period) the fund was given a percentile score of 100 for its Sortino ratio metric. Most Consistent Performing Hedge Funds:
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Industry Updates
Preqin issues league tables of the most consistently performing hedge funds
Tuesday, March 08, 2016
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