Eric Uhfelder’s 2020 Hedge Fund Survey on the most consistently performing funds

Uhfelder’s 2020 survey ranks the 50 top-performing hedge funds over the trailing five years through 2019 and complements it with the following data:

  • Fund Launch Date, Fund Asset and Firm Assets as of 2019
  • 5 Year Annualized Net Returns through 2019, 2018 and 2019 Net Returns
  • Q1 2020 Net Return and 2020 Net Return Through Q3
  • 3 Year and 5 Year Annualized Net Returns Through 2019
  • Worst Drawdown 5 Years Through 2019 and Worst Drawdown Since Inception
  • 5 Year Annualized Standard Deviation and Annualized Standard Deviation Since Inception
  • 5 Year Sharpe Ratio Trough 2019 and Sharpe Ratio Since Inception
  • 5 Year Correlation to S&P 500

Uhlfelder also found that as a group the Consistent Performers outperformed their peers and the market by a wide margin during the sharp sell-off of 2020’s first quarter. And as markets rebounded over the next two quarters, their average returns ended far ahead of those generated by the hedge fund industry and the S&P 500.


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