Large hedge funds outperformed small ones from 2008 to 2011, but all sizes of funds posted negative performance results during this timeframe, according to a study by PerTrac.

"Impact of Size and Age on Hedge Fund Performance: 1996-2011" used 15 leading global hedge databases to analyze the 2011 hedge fund universe, which showed that large funds dipped 2.63 percent on average in 2011, compared to a 2.78 percent dip among small funds and a 2.95 percent slide on the part of medium-size funds.

Large funds also maintained lower annualized volatility statistics relative to small funds. Small funds are defined as any fund with less than $100 million in assets under management. Mid-size funds are those with between $100 million and $500 million in assets under management and large funds have more than $500 million in assets under management.

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