Formula library

Hedge Fund Performance

What it answers

Weighted combination of 3Y, 5Y, 7Y and manager-weighted 5Y annualized returns plus 3Y alpha, normalized via z-scores.

Inputs and weights

25% zperf 3yr (zperf_3yr), 35% zperf 5yr (zperf_5yr), 15% zperf 7yr (zperf_7yr), 15% zperf mgr 5yr (zperf_mgr_5yr), 10% zα 3yr (zα_3yr).

  • zperf_3yrzperf 3yr25%
  • zperf_5yrzperf 5yr35%
  • zperf_7yrzperf 7yr15%
  • zperf_mgr_5yrzperf mgr 5yr15%
  • zα_3yrzα 3yr10%

Latest ranking preview

Hedge Fund Performance — Q1 2025 Window Roll · as of Jan 20, 2025, 8:00 PM · Open snapshot

122ABRAMS BISON INVESTMENTS, LLC100
22233741922 INVESTMENT COMPANY LLC93.053793926516
352ADVISORY RESEARCH INC87.8535698350537
44634981776 WEALTH LLC87.4404057167269
54671AMERICAN EXPRESS COMPANY81.6398434037085
6202095AMERICAN ASSET MANAGEMENT INC.79.9169189244479
780793ALLY FINANCIAL INC.79.1348773434669
837ADAMS DIVERSIFIED EQUITY FUND, INC.78.2386124307156
9479196AF ADVISORS, INC.75.4570172167864
10258173ALPHA CUBED INVESTMENTS, LLC73.9578301453673

Release history

Screen on Hedge Fund Performance

Preview rankings only. Full scores and breakdowns require an account. Not investment advice.

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