Dear all,
Here are the performance of a few flagship funds from hedge fund managers that I have been tracking and monitoring.
(Note : Renaissance Technologies and Numerai are not on the Top 20 list below)
Regards
James
| Flagship Fund | 2018 | 2019 | 2020 | 2021 | 2022 | YTD As of 31 Oct | Sharpe | Correlation to S&P 500 |
|---|---|---|---|---|---|---|---|---|
| Citadel Wellington | 9.03% | 19.32% | 24.51% | 26.58% | 38.22% | 13.70% | 2.99 | -0.08 |
| D E Shaw Composite | 11.21% | 10.33% | 19.14% | 18.35% | 23.09% | 9.40% | 3.79 | 0.10 |
| Millennium | 5.75% | 9.73% | 25.28% | 13.43% | 12.47% | 8.30% | 2.98 | 0.14 |
| Renaissance Technologes RIEF | 8.50% | 14.14% | -19.43% | 20.45% | 5.25% | 5.56% | 0.72 | 0.44 |
| Numerai One | NA | NA | 6.15% | 12.16% | 18.75% | -16.93% | 0.51 | -0.04 |