Performance Analysis of U.S. A Hedge Funds Amid Global Financial Market. Volatility: An Analytical Study for the period 2015-2024

Abstract

This study examines the performance of U.S.A. hedge funds during a period marked by significant volatility in global financial markets, spanning from 2015 to 2024. The research focuses on how these funds responded to various global crises during this timeframe, including the economic downturn caused by the COVID-19 pandemic, supply chain disruptions, shifts in monetary policy, and geopolitical tensions. A range of financial and statistical tools was employed to assess the performance of a selected sample of hedge funds, using indicators such as annual returns, Sharpe ratio, and standard deviation. The findings reveal considerable variation in fund performance, largely depending on the nature of the strategies employed. While some funds delivered positive outcomes due to their flexibility and diversified instruments, others experienced significant declines as a result of weak risk management or reliance on narrow investment strategies. This research aims to provide a deeper understanding of the role hedge funds play in unstable investment environments and offers practical recommendations for investors and policymakers on how to approach hedge fund investments amid recurring financial crises.