AUM ranking and changes by June, 2020 (indicative of returns)
P&I Online has compiled a ranking of hedge fund AUMs as of June 30, 2020 and changes from 2019. This would give you a rough idea of who was doing well/poorly recently.
Some biggest drops I saw: Bridgewater (-25%), AQR (-47%), King Street (-25%), Anchorage (-10%), Two Sigma (-10%).
Some notable increases: Millennium (13%), Elliott (11%), DK (3%), Farallon (9%), Point72 (23%).
(The Assets below are in $ millions).