Quantedge

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Quantedge Capital Pte Ltd
Company type
Private
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Headquarters
Singapore & New York City
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AUM~$4.0 billion
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Websitequantedge.com

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Quantedge Capital is an alternative investment asset manager based in Singapore and New York City. It manages over US$4 billion under its flagship Quantedge Global Master Fund primarily on behalf of high-net-worth individuals, family offices and institutions.[2]

Firm overview

Founded in 2006, the firm has more than 100 employees based in Singapore and New York.[3]

Investment strategy

Quantedge employs a systematic investment strategy that uses statistical models to invest across major macro asset classes such as bonds, equities, commodities, currencies and reinsurance. Quantedge's investment strategy includes both long only as well as market-neutral (i.e. long/short) positions in those asset classes. The fund has an investment universe of more than 200 instruments and typically invests in more than 90% of these instruments. Hence, the portfolio is exceedingly diversified as the manager believes that "ultra-diversification" helps to enhance the overall portfolio's risk-adjusted returns. It also uses dynamic asset allocation to overweight more attractive instruments and underweight less attractive ones.[4][5] Quantedge also targets a constant level of total risk, which approximates to 25% annualized volatility and it does not employ short-term day-trading strategies; instead holding its positions ranking from weeks to several years.[6]

Investment returns

Since its launch in October 2006, the firm's Quantedge Global Fund has delivered roughly 19% annual returns after fees.[7] The fund has delivered positive returns for most years since inception, except in 2008 (-23%), 2015 (-18%), 2018 (-29%) and 2022 (-21%).[8] Its largest annual gains were in 2010 and 2019 with 82% and 70% return respectively.[9][10] The consistent outsize returns set the firm apart in the hedge-fund industry. Hedge funds globally have produced an average net annualized return of 7.2% as of the end of 2021.[11]

Annual Net Returns (%)
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
36% 19% -23% 47% 82% 33% 39% 9% 29% -18% 27% 38% -29% 70% 7% 20% -21% 30% 31%

Source: Bloomberg,[7] Stega Capital [12]. 2006 returns are since October.

Criticism

High target volatility

Quantedge targets a high level of total risk for its portfolio relative to other hedge funds. As a result, the fund expects to experience a 10% to over 40% loss periodically as part of its strategy.[5][13] During the 2008 financial crisis, Quantedge experienced a 45% drawdown before ending the year with a narrower 23% loss.[14] In March 2020, Quantedge experienced its largest monthly decline of 29%.[15] Hence, the fund only accepts investors who understand its strategy, are able to tolerate high levels of short-term volatility and who can invest for the long term.[5][16]

Multi-year lock-ups

New investors are only offered investments in Share Classes which require either a 3-year or 5-year fixed-term investment, or semi-permanent capital with limited redemptions of to up to 5% per calendar quarter. More than 85% of their assets under management today are in such share classes, minimizing the risk of a run on the fund.[7][15]

References

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  1. ^ Quantedge "About Us" Script error: No such module "webarchive".
  2. ^ Klaus Wille “Asia’s Best Performing Macro Hedge Fund hits US$1 billion mark.’ Bloomberg, 20 August 2014.
  3. ^ Page Module:Citation/CS1/styles.css has no content."One of the World's Best Quant Funds Plunged 29% in March". Bloomberg.com. 2020-04-14. Retrieved 2020-10-16.
  4. ^ "AsiaHedge Awards 2014.”, Hedge Fund Intelligence, Euromoney Institutional Investor PLC, 24 November 2014.
  5. ^ a b c "The Billion Dollar Interview with Quantedge Global Fund", Eurekahedge Pte Ltd, August 2014.
  6. ^ Netty Ismail “Quantedge Aims to More Than Double Assets After Topping Macro Hedge Funds.” Bloomberg, 6 January 2011.
  7. ^ a b c "Singapore-based Quantedge posts 8% gain in August amid multi-asset rally" Hedgeweek, 8 September 2025
  8. ^ "Quantedge Hedge Fund Rebounds From 2015 Losses With 24% Surge", Bloomberg, 6 April 2016.
  9. ^ "Quantedge breaches US$1 billion in AUM after big gains.", Hedge Fund Intelligence, Euromoney Institutional Investor PLC, 7 July 2014.
  10. ^ "Quantedge jumps 12% in June as Brexit roils markets", Bloomberg, 14 July 2016.
  11. ^ Page Module:Citation/CS1/styles.css has no content."The Most Consistently Profitable Hedge Funds Continue to Prove Their Edge". RIA Intel. 2022-07-25. Retrieved 2024-05-02.
  12. ^ Page Module:Citation/CS1/styles.css has no content.Stega CIO Office (March 2024). "Greatest Money Managers". Stega Capital.
  13. ^ Quantedge "Volatility of the Fund.” Script error: No such module "webarchive".
  14. ^ Simon Kerr "Does the Absence of Marketing at Quantedge Capital Matter?”, Hedge Fund Insight, 25 August 2014.
  15. ^ a b Page Module:Citation/CS1/styles.css has no content.David Ramli (15 April 2020). "One of the World's Best Quant Funds Plunged 29% in March". Bloomberg.
  16. ^ Nishant Kumar "Quantedge hedge fund surges 32 pct in 2011.”[dead link], Reuters, 6 January 2012.

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