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Systematic Strategies Fund The Most Consistent Performing Equity Hedge Fund

Preqin today published a new report to illustrate those hedge funds that have performed the most consistently over the period January 2012 – December 2017. Seven leading strategies are represented: equity strategies, macro strategies, event driven strategies, credit strategies, relative value strategies, multi-strategies and CTAs. These funds were determined as most consistent using a percentile rank methodology across four metrics (annualized return, annualized volatility, Sharpe ratio and Sortino ratio). The funds were graded in a universe of all hedge funds with matching strategy criteria and full performance data up to December 2017. The 'average score' of each fund was then derived through...