Hedge Fund Returns Down -2.4% In June 2022

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Executive SummaryHedge fund performance declined month-on-month in June, with Multi-Strategy funds among the hardest hit of all strategies. PerformanceThe overall weighted average return for hedge funds administered by the Citco group of companies (Citco companies) was -2.4% in June, worse than the -1.1% seen the previous month, as all strategies and fund sizes saw losses. Q2 2022 hedge fund letters, conferences and more Multi-Strategy funds saw the worst losses with a return of -2.8%, with Equities and Fixed Income Arbitrage the next worst at -2.5% and -2.4% respectively. Event-Driven and Glo…

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