Jane Street & Two Sigma - What are their long-term annualized returns?

You hear a lot about how Two Sigma and Jane Street are the best quant funds around (aside from RenTech of course). But what are their long term annualized returns? Looking for at minimum a 10yr number, ideally one since inception for their main funds.

We know RenTech's Medallion fund has returned >60% annualized returns since inception but strange that there seems to be so little out there on Two Sigma / Jane Street

15 Comments
 

It's not an accident that that info is hard to find/generally not public.

 

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