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Reports

Citco Monthly Hedge Fund Update – March 2023

April 2023

17 April 2023 - March hedge fund performance remained relatively flat, much like February, with a total weighted average return of 0.5% and median return of 0% - a slight increase on the previous month.

However, on the individual fund level, the range between the minimum and maximum returns almost doubled, from 38% to 72%. This suggests a wider dispersion of performance among funds as some strategies outperformed the market while others underperformed, leading to an increase in volatility.

These are some of the findings from Citco's Monthly Hedge Fund Update, which explores performance, capital flows, trade volumes and treasury volumes during the month of March.

HF Report March 2023
Citco Monthly Hedge Fund Update – March 2023

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