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Most consistent performing hedge funds revealed

Hedge fundFour of the five best equity hedge funds, as measured by strength and stability of returns over the last five years, are from the same two firms.

Peregrine Capital and 360NE Asset Management have two funds in the top five of a league table compiled by information provider, Preqin.

Preqin has used its database of over 12,000 hedge funds to rank equity and other hedge fund strategies, such as macro and event-driven, using annualised return, volatility, Sharpe ratio and Sortino ratio as criteria for ratings.

The Peregrine High Growth Fund topped the ranking of equity hedge funds with a rating of 95.5.

The BNY Mellon ARX Extra FIM fund topped the macro strategy sector. ARX Investimentos and Verde Asset Management also performed well, having three and four funds in the top ten, respectively.

The Altum Credit Fund topped the event-driven class, while Capitania Multi Credito Privado FIC FIM topped the credit sector.

Peregrine Capital appears at the top of another strategy sub-set – relative value – with its Capital Pure Hedge Fund, scoring 93.5.

The TRZ Funds Global Arbitrage Fund topped the multi-strategy table with a score of 95.7. Six of the top ten funds in this sector are based in Brazil.

Finally, the Global Sigma Plus fund received the top score in the CTA range and across all the strategies, with a consistency rating of 98.5.

Preqin has made it clear that these league tables are in no way an attempt to endorse the funds.

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