Hedge funds back on track in September

Fri Oct 19, 2007

September was the calm after the storm as U.S. hedge fund performance rallied and all Absolute Return strategies produced positive returns, according to preliminary results. The Absolute Return Composite climbed 1.83%, making up for loses in July and August, to finish up 6.98% for the year. The Composite is now on-par with its performance at this point last year, at which time it was up 6.96%.

With its strongest return since November 2004, the Absolute Return Commodities Index posted a stellar return of 6.30% for the month and is now the strongest strategy for the year, up 12.09%.

The Macro and Global equity strategies also outperformed, with the medians up 3.43% and 2.85%, respectively. The Absolute Return CTA Index recouped its losses, gaining 2.63%, which brought its year-to-date return to 2.73%. Even with the resurgence, CTAs remain the worst performing strategy for the year....

ISSN: 2151-1845 / CDC10004H


The full contents of this article are available to active AR subscribers and trialists only.

To continue reading please,
take a free trialsubscribe or log in to AR.


Subscribers have unlimited access to all current and archive content. Start your subscription today - click on the button below.

Subscribe now

Popular Searches on HFI