Quantedge

Quantedge Capital Pte Ltd
TypePrivate
IndustryInvestment Management
Founded2006 (2006)
Headquarters
Singapore & New York City
AUM$7.2 billion (July 2026) [1]
Number of employees
> 130 [2]
Websitequantedge.com

Quantedge Capital is an alternative investment asset manager based in Singapore and New York City. It manages around US$7.2 billion under its flagship Quantedge Global Master Fund primarily on behalf of high-net-worth individuals, family offices and institutions.[3]

Firm overview

Founded in 2006, the firm has more than 130 employees based in Singapore and New York. [4]

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 trades across nearly 300 individual markets. The portfolio is diversified based on the manager's strategy of broad diversification across asset classes to enhance risk-adjusted returns. It also uses dynamic asset allocation to overweight more attractive instruments and underweight less attractive ones.[5][6][7] Quantedge targets a constant level of total risk, approximating 25% annualized volatility, and does not employ short-term day-trading strategies, holding positions ranging from weeks to several years.[8][9]

Investment returns

Since its launch in October 2006, the firm's Quantedge Global Fund has delivered an annualized return of roughly 20% after fees.[10] The fund has registered positive calendar-year returns in most years since inception, with negative annual returns occurring in 2008 (-23%), 2015 (-18%), 2018 (-29%), and 2022 (-21%).[11] Its largest annual gains were recorded in 2010 (82%) and 2019 (70%).[12][13] Through July 2026, the fund gained 34.6% year-to-date.[10]

Annual Net Returns (%)
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 (YTD)
36% 19% -23% 47% 82% 33% 39% 9% 29% -18% 27% 38% -29% 70% 7% 20% -21% 30% 31% 15% 34.6%

Source: Bloomberg,[11] Hedgeweek,[14] eFinancialCareers,[10] Stega Capital.[15] Notes: 2006 returns are measured from October inception. 2026 figure reflects YTD performance through July 2026.

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.[6][16] During the 2008 financial crisis, Quantedge experienced a 45% drawdown before ending the year with a narrower 23% loss.[17] In March 2020, Quantedge experienced its largest monthly decline of 29%.[18] 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.[6][19]

Multi-year lock-ups

New investors are offered share classes that require either a 3-year or 5-year fixed-term lock-up, or semi-permanent capital structures with redemptions limited to up to 5% per calendar quarter.[20] The majority of the fund's assets under management are held in these share classes to mitigate redemption liquidity risk.[20]

References

  1. ^ "Hedge fund stars spark race to cut taxes in Hong Kong and Singapore"
  2. ^ "Our Team | Quantedge"
  3. ^ Klaus Wille “Asia’s Best Performing Macro Hedge Fund hits US$1 billion mark.’ Bloomberg, 20 August 2014.
  4. ^ "Singapore-based Quantedge posts 8% gain in August amid multi-asset rally". Hedgeweek. 2025-09-08. Retrieved 2026-08-22.
  5. ^ "AsiaHedge Awards 2014.", Hedge Fund Intelligence, Euromoney Institutional Investor PLC, 24 November 2014.
  6. ^ a b c "The Billion Dollar Interview with Quantedge Global Fund", Eurekahedge Pte Ltd, August 2014.
  7. ^ "QuantEdge Capital: Singapore-born, systematic and built to last". The Edge Singapore. 2026-02-27. Retrieved 2026-08-22.
  8. ^ Netty Ismail “Quantedge Aims to More Than Double Assets After Topping Macro Hedge Funds.” Bloomberg, 6 January 2011.
  9. ^ "How Quantedge's diversification is fuelling a $20bn growth ambition". Hedgeweek. 2026-06-25. Retrieved 2026-08-22.
  10. ^ a b c Butcher, Sarah (2026-08-05). "A Singapore hedge fund that wants its 22-year-olds to be rich & happy is beating the rest". eFinancialCareers. Retrieved 2026-08-22.
  11. ^ a b "Quantedge Hedge Fund Rebounds From 2015 Losses With 24% Surge". Bloomberg.com. 2016-04-06. Retrieved 2026-08-22.
  12. ^ "Quantedge breaches US$1 billion in AUM after big gains". Hedge Fund Intelligence. 2014-07-07. Retrieved 2026-08-22.
  13. ^ "Quantedge jumps 12% in June as Brexit roils markets". Bloomberg.com. 2016-07-14. Retrieved 2026-08-22.
  14. ^ "Pershing Square, High Ground lead strong finish for equity hedge funds in 2025". Hedgeweek. 2026-01-08. Retrieved 2026-08-22.
  15. ^ Stega CIO Office (March 2024). "Greatest Money Managers". Stega Capital.
  16. ^ Quantedge "Volatility of the Fund.” Archived 2015-02-08 at the Wayback Machine
  17. ^ Simon Kerr "Does the Absence of Marketing at Quantedge Capital Matter?”, Hedge Fund Insight, 25 August 2014.
  18. ^ David Ramli (15 April 2020). "One of the World's Best Quant Funds Plunged 29% in March". Bloomberg.
  19. ^ Nishant Kumar "Quantedge hedge fund surges 32 pct in 2011.”[dead link], Reuters, 6 January 2012.
  20. ^ a b "World's best quant hedge fund plans investor lockups". Financial Review. 2018-02-01. Retrieved 2026-08-22.

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