Home Economics The Top Performing Hedge Funds In 2016 – Aussie Fund Up 150% Leads List

The Top Performing Hedge Funds In 2016 – Aussie Fund Up 150% Leads List

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This excerpt from the 2017 Preqin Global Hedge Fund Report contains all the league tables of the top performing hedge funds in 2016 and over the past three years, as well as the most consistent performing funds over a three- and five-year period.

2016 Hedge Fund Letters

The top performing funds presented in this report are based on a ranking by net returns over the periods 2016 and 2014-2016 and are based on data reported to Preqin in early January 2017 and include preliminary data for December 2016. Although fund rankings are not expected to alter significantly, final performance tables are subject to change.

The most consistent top performing funds were determined as most consistent using a percentile rank methodology, whereby each of the four metrics – annualized return, annualized volatility, Sharpe ratio and Sortino ratio – were representatively graded in a universe of hedge funds with matching strategy criteria and performance data up to December 2016 on Preqin’s Hedge Fund Online database over two sample periods. The ‘average score’ of each fund was then derived through an average of the four percentile values and solely used to determine fund consistency. Where a Sortino ratio could not be calculated due to the fund not generating a negative return in the sample period, the fund was given a percentile score of 100 for its Sortino ratio metric.

We hope you find this report useful, and welcome any feedback you may have. For more information, please visit www.preqin.com or contact [email protected].

The Top Performing Hedge Funds In 2016

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Hedge Funds League Tables

Article by Preqin

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