The best season for hedge fund returns has been the fall, averaging 4.64%. The worst season for hedge fund returns has been the summer, averaging only .84%.
Average Hedge Fund Returns by Season/Quarter 1997-2008
Winter (Q1) Spring(Q2) Summer (Q3) Fall (Q4)
3.16% 2.89% .84% 21.4%
Average Monthly Hedge Fund Returns 1997-2008
J F M A M J J A S O N D
1.2% | 1.2% | 0.7% | 1.1% | 0.8% | 1.0% | 0.3% | -0.1% | 0.7% | 0.9% | 1.4% | 2.1% |
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