Hedge funds drop 1.23% in September

By Josh Friedlander

Mon Oct 10, 2011

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Full index stats and benchmarks are now live from HedgeFund Intelligence. Also, see links to the latest stories from EuroHedge, AsiaHedge, InvestHedge, AR and Absolute UCITS.

September was a difficult month for hedge funds, with most strategies suffering a loss. But funds still significantly outperformed the major market indices, with the HedgeFund Intelligence Global Composite Index dropping 1.23% against an 8.64% loss in the MSCI World Index (net).
Emerging Market Equity funds fell 8.37%, making them the worst global performers for a second consecutive month. Event-driven funds also continued last month’s dismal performance, falling 4.81% in September, to put them down 7.92% for the year.

This is the worst year-to-date return for the Composite Index since 2008, when funds were down 4.75% for the year through September.

Our indices are updated daily as new funds report to the HedgeFund Intelligence databases, which contain performance information for nearly 8,000 funds (and 2,700 firms) globally. Please view the individual indices (using the links below) for the most up-to-date performance data.

HedgeFund Intelligence Indices

Median Hedge Fund Returns by region

Region Database
(click for full stats)
September YTD
Asia AsiaHedge -2.35% -4.00%
Europe EuroHedge -0.78% -2.62%
U.S. AR -1.57% -1.16%
UCITS Absolute UCITS -1.00% -3.62%
Funds of Funds InvestHedge -2.00% -3.98%
Global Composite HedgeFund Intelligence -1.23% -2.03%

Global Benchmarks

Index September YTD
MSCI World Index -8.64% -12.20%
Dow Jones Industrial Average -8.25% -7.97%
S&P 500*
-7.03% -8.68%
NASDAQ Composite -6.36% -8.95%
MSCI Europe Index -4.61% -15.64%
MSCI Pacific Free Index -6.82% -13.48%
Barclays High Yield Credit Bond Index -3.27% -1.38%
Barclays Aggregate Bond Index 0.73% 6.67%
* total return

Hedge Fund News & Analysis

Click the headlines to load the full stories. Subscription or trial access is required unless otherwise noted.

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Hedge fund investor news from InvestHedge

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News from Absolute UCITS

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