15 June 2022 - Hedge fund returns improved month-on-month in May, but remained in negative territory amid persistent market volatility.
The overall weighted average return for hedge funds administered by the Citco group of companies (Citco) was -1.1%, an improvement from the -2.9% seen in April, with performance once again mixed across both strategy type and size.
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 May.
Citco Monthly Hedge Fund Update – May 2022