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This study examines the difference in performance between hedge fund styles during the 2007 financial crisis. While it is perceived that hedge funds aim to follow a market-neutral investment style, hedge funds today are a very heterogeneous group when it comes to their strategies. Additionally, performance studies in hedge funds are known for hefty self-selection; this effect is expected to be even stronger during an economic turmoil. The objective of this study is threefold. Firstly, it aims to study the extent to which the raw database reports were upwards biased during the crisis period. Secondly, this paper studies hedge fund's performance persistence and tests whether reported returns exaggerate their true ability to perform. Finally, these results will be interpreted style specifically to see whether there are significant differences in returns and performance patterns between styles.