Every month and quarter, multiple reports on average hedge fund returns are released from several sources. However, it can be difficult to sift through the many returns to uncover the most consistent hedge funds.
The good news is that Eric Uhlfelder recently released his "2022 Survey of the Top 50 Hedge Funds," which ranks the best-performing hedge funds based on their five-year annualized returns.
Consistent returns
According to BarclayHedge, the average hedge fund produced a net annualized return of 7.2% with a Sharpe ratio of 0.86 over the last five years ending in 2021. The average market correlation was 0.9.
However, in his latest survey, Uhlfelder reported that the top 50 funds collectively generated an annualized return of 15.5% over the last five...
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