Search
Eurekahedge - Other Products and Services
hedge fund
Strategy Return Map

Strategies deployed by managers vary significantly under different macro environments. The following colour map displays the various strategic returns since 2000 which is useful for visualising hedge fund strategies versus returns over the years.


2000
CTA/Managed Futures

21.26
Long Short Equities

19.44
Relative Value

16.83
Arbitrage


16.46
Multi-
Strategy

16.2
Macro


14.58
Event
Driven

12.05
Distressed Debt

11.34
Fixed
Income

10.86
2001
Distressed Debt

16.07
Event
Driven

15.98
Fixed
Income

14.83
Relative Value

13.37
Multi-
Strategy

12.64
Macro


10.33
Arbitrage


10.27
CTA/Managed Futures

9.94
Long Short Equities

9.69
2002
CTA/Managed Futures

21.67
Multi-
Strategy

10.68
Macro


10.38
Fixed
Income

10.03
Relative Value

9.31
Arbitrage


8.38
Distressed Debt

6.73
Event
Driven

2.98
Long Short Equities

1.03
2003
Distressed Debt

33.97
Event
Driven

24.16
Long Short Equities

23.67
Relative Value

22.71
Multi-
Strategy

21.71
Macro


21.51
CTA/Managed Futures

17.19
Fixed
Income

16.54
Arbitrage


11.29
2004
Distressed Debt

21.13
Event
Driven

15.29
Multi-
Strategy

12.45
Long Short Equities

10.82
Fixed
Income

9.24
Relative Value

8.96
CTA/Managed Futures

7.36
Macro


6.74
Arbitrage


5.37
2005
Long Short Equities

13.75
Multi-
Strategy

11.79
Distressed Debt

11.37
Event
Driven

11.05
Macro


10.53
CTA/Managed Futures

8.54
Relative Value

6.97
Fixed
Income

6.5
Arbitrage


3.97
2006
Event
Driven

18.24
Multi-
Strategy

17.05
Distressed Debt

16.77
Long Short Equities

15.18
Relative Value

12.87
Arbitrage


11.4
CTA/Managed Futures

10.54
Macro


10.13
Fixed
Income

8.82
2007
CTA/Managed Futures

15.21
Multi-
Strategy

15.11
Long Short Equities

14.59
Macro


14.43
Relative Value

12.54
Event
Driven

10.59
Distressed Debt

9.69
Arbitrage


8.85
Fixed
Income

5.1
2008
CTA/Managed Futures

19.46
Macro


2.77
Relative Value

-7.03
Arbitrage


-8.71
Multi-
Strategy

-9.53
Fixed
Income

-11.57
Long Short Equities

-19.32
Event
Driven

-21.03
Distressed Debt

-25.46
2009
Event
Driven

39.57
Distressed Debt

35.24
Long Short Equities

25.66
Arbitrage


24.38
Fixed
Income

23.94
Relative Value

22.05
Multi-
Strategy

20.8
Macro


15.33
CTA/Managed Futures

6.36
2010
Distressed Debt

22.86
Event
Driven

15.5
CTA/Managed Futures

13.23
Fixed
Income

12.46
Relative Value

12.24
Long Short Equities

10.83
Multi-
Strategy

9.5
Arbitrage


9.22
Macro


7.94
2011
Fixed
Income

3.83
CTA/Managed Futures

1.9
Distressed Debt

1.2
Arbitrage


1.09
Relative Value

0.52
Macro


-0.14
Multi-
Strategy

-1.59
Event
Driven

-4.43
Long Short Equities

-6.11
2012
Distressed Debt

14.35
Fixed
Income

11.08
Relative Value

10.25
Event
Driven

10.12
Long Short Equities

8.36
Multi-
Strategy

7.78
Arbitrage


6.72
Macro


3.3
CTA/Managed Futures

2.01
2013
Distressed Debt

15.98
Long Short Equities

15.53
Event
Driven

12.86
Fixed
Income

9.09
Multi-
Strategy

7.1
Arbitrage


6.76
Relative Value

6.16
Macro


2.22
CTA/Managed Futures

-0.21
2014
Event
Driven

4.77
Multi-
Strategy

4.6
Fixed
Income

4.58
Distressed Debt

4.54
Relative Value

4.36
Long Short Equities

4.11
CTA/Managed Futures

3.86
Arbitrage


2.83
Macro


1.52

 

Copyright © 2014 Eurekahedge Pte Ltd.
Use of this site is subject to our terms and conditions of use.