Celebrating, Supporting and Expanding Canada’s Hedge Fund Industry

Performance Data Test

Average Performance as of June 30, 2022
(all 234 Canadian Hedge Funds)
Average Performance as of March 31, 2022
(all 226 Canadian Hedge Funds)
Average Performance as of December 31, 2021
(all 226 Canadian Hedge Funds)
"Average Performance as of June 30, 2021
(All 226 Canadian Hedge Funds)"
Average Performance as of March 31, 2021
(Fundata Clients Only)
Average Performance as of December 31, 2020
(Fundata Clients Only)
Average Performance as of June 30, 2020
(All 221 Canadian Hedge Funds)
Average Performance as of March 31, 2020
(Fundata clients only)
Average Performance As Of December 31, 2019
(Fundata Clients Only)
Average Performance To
June 30, 2019
(All 197 Canadian Hedge Funds)
CategoryAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr Return3 Yr Sharpe Ratio
5 Yr Sharpe RatioAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr ReturnAvg 3Yr SharpeAvg 5Yr SharpeAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr Return3 Yr Sharpe Ratio5 Yr Sharpe RatioAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr Return3 Yr Sharpe Ratio5 Yr Sharpe RatioAvg 1Yr ReturnAvg 3Yr ReturnAvg 5Yr Return3 Yr Sharpe Ratio5 Yr Sharpe Ratio
Equity Focused-11.12%8.12%5.61%0.510.394.88%12.82%8.24%0.70%0.53%48.91%12.73%11.73%0.650.7667.69%10.21%10.38%0.5440.69267.69%10.20%10.38%0.540.6922.66%7.20%8.29%0.410.52-0.55%2.32%2.84%0.180.25-4.38%0.85%3.40%0.250.67.06%4.98%5.73%1.541.333.51%6.69%5.27%1.030.67
Credit Focused-2.72%3.70%3.84%0.340.412.39%5.84%5.27%0.63%0.66%15.80%6.28%7.40%0.750.9925.43%6.05%8.06%0.641.09325.43%6.05%8.06%0.641.097.66%5.08%7.79%0.551.03-0.93%2.06%4.80%0.240.64-11.96%-2.09%-0.11%-0.120.0310.32%4.05%4.67%0.360.42-1.91%6.33%4.00%0.360.25
Market Neutral3.39%3.66%2.75%0.430.352.29%4.17%3.60%0.42%0.40%9.01%4.47%3.43%0.40.4412.85%3.06%2.00%0.2290.25112.85%3.06%2.00%0.230.257.56%2.95%1.89%0.280.234.17%2.53%2.59%0.290.42-4.57%-1.19%0.29%-0.050.170.46%0.93%2.12%-0.030.3-1.75%1.09%2.26%0.360.53
Global Macro/Managed Futures/Multi-Strategy-1.58%4.85%3.58%0.570.466.34%7.34%5.46%0.76%0.56%21.71%6.55%6.41%0.650.7228.97%5.01%4.81%0.5040.59828.97%5.01%4.81%0.50.68.10%3.13%3.77%0.370.43-0.26%1.33%3.50%0.190.32-1.52%0.21%1.41%-0.170.261.54%-1.50%0.91%0.010.37-2.28%-1.24%1.16%00.1
Private Debt5.54%5.77%7.73%N/AN/A6.01%6.47%7.53%N/AN/A4.18%4.98%6.05%N/AN/A4.35%5.57%9.14%5.9147.6084.35%5.57%9.14%5.917.616.22%8.45%10.16%10.5812.365.50%8.56%9.33%N/AN/A7.83%10.94%7.29%N/AN/A30.32%11.49%7.76%N/AN/A8.88%10.05%14.75%N/AN/A
Private Equity4.81%7.643.63%N/AN/AN/AN/AN/AN/AN/A4.18%N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A
Total (For period)-6.27%6.23%4.61%0.490.414.57%9.33%6.52%0.67%0.54%33.49%9.40%9.13%0.640.7541.09%7.26%7.89%1.0130.9141.09%7.26%7.89%1.010.9113.84%5.60%6.66%1.261.060.00%2.11%3.25%0.210.34-6.54%-0.41%0.70%-0.060.157.09%3.44%3.95%0.440.53-0.23%4.85%4.05%0.410.31