Absolute Return indices: Hedge funds rebound in September

Tue Oct 30, 2007



September was an excellent month for many hedge funds as markets began to recover from a turbulent summer. The Absolute Return Composite Index netted 1.85%, its best month since January 2006, regaining all the ground lost this summer. Commodities funds fared exceptionally well.

ABSOLUTE RETURN STRATEGY INDICES

Strategy

Sept 07

YTD

Arbitrage

1.39%

6.24%

Commodities

6.30%

12.09%

Convertible & Equity Arbitrage

1.21%

3.83%

Credit

1.37%

6.48%

CTAs

2.63%

2.73%

Distressed

0.42%

4.95%

Event Driven

1.02%

6.47%

Fixed Income

1.85%

5.42%

Global Equity

2.80%

9.55%

Latin American Debt

1.69%

7.33%

Latin American Equity

1.81%

11.76%

Macro

3.80%

12.25%

Mortgage Backed

0.44%

4.86%

Multistrategy

1.39%

7.58%

Technology

2.63%

10.42%

U.S. Equity

2.21%

8.69%

Composite

1.85%

7.00%



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