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Hedge funds have done a terrible job at picking stocks this year

Aug 8, 2016, 01:25 IST

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Steve Bardens / Stringer / Getty Images

Hedge funds are not doing too hot in 2016.

Performance metrics took a hit through the first six months of the year, hedge fund tracker Eurekahedge found the industry netted a $5.2 billion performance loss through the first six months of the year. That has lead to some tough consequences including redemptions and calls for the industry's demise.

If you want one chart that sums up the reasons for the decline, Driehaus Capital Management has you covered.

In a tweet Sunday, Driehaus showed the performance of Goldman Sachs Hedge Fund VIP long index versus Goldman's Hedge Fund VIP short index. Essentially, the long index tracks the companies that hedge funds are most heavily invested in to go up, and the short index tracks the companies hedge funds are betting against.

 

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The performance so far is not pretty. The long index is basically flat for the year, while the short index is up roughly 10% according to the chart. By comparison, the S&P 500 has returned 8.19% year-to-date. According to Eurekahedge long/short equity hedge funds (those that focus on stocks) were down 0.96% in the first half of 2016.

To be fair, this is aggregate data and some managers have probably outperformed over the timeframe. Additionally, Driehaus is a manager of liquid alternatives, which are seen as direct alternatives to traditional hedge funds, so it's not coming from an impartial observer.

Numbers are numbers, however, and it looks like so far the companies hedge funds thought were winners are losing and the firms they thought were losers are winning.

Ouch.

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