By all the measures we have looked at, it has become clear that hedge fund performance has been lacking this year. The last five months in particular have been a bear for most funds, according to multiple datasets. While value funds have been having a difficult few years, hedge fund returns have been in the red across multiple styles for the last five months. It looks like tech, growth and momentum have finally started to demand some of their gains back.
Hedge fund performance now in the red
Eurekahedge does an excellent job at tracking hedge fund performance on a month-over-month basis. However, it's interesting to compare their results with data from other sources because other sources approach the same...
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