Stock Market Rally in 2020 Easily Outpaced Luxury Goods, Hedge Funds

wall street journal.png

In 2020, the dichotomy between markets (record-setting!) and reality (nightmare-inducing!) had never been more stark.

That’s why we look not only at the data but at the context.

The S&P 500 finished 2020 with significantly positive performance. Hedge funds were up considerably as well, and they did so with:

  • 1-year volatility of 11.1% (hedge funds) vs. 26.0% (S&P)

  • a max drawdown of -8.7% (hedge funds) vs. -19.6% (S&P)

  • a Sharpe ratio of 1.04 (hedge funds) vs. 0.71 (S&P)

Interested in actionable hedge fund data 
and industry–leading research?

We provide transparency for Allocators.

Get Started