Stats › Active, passive and flows › Hedge funds
Hedge fund returns fall from 14.26% to 7.63% corrected
Two thirds of the excess over the index disappears when the biases are removed. Source: Ibbotson, Chen and Zhu, and the S&P 500 over the same window.
Hedge fund indices are built from voluntary reporting, and funds that close stop reporting. Correcting 1995 to 2009 for survivorship and backfill cut the average annual return from 14.26% to 7.63%. The S&P 500 returned 8.04% over the same years.
14.26%Reported, 1995 to 2009
7.63%Corrected for bias
8.04%S&P 500, same years
$5.6 trillionHedge fund capital
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