Hedge fund strategies mixed in August

By Amal Robleh

Tue Sep 10, 2013

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Tech and fixed income funds profited while managed futures funds suffered their fourth consecutive month of losses.


The HedgeFund Intelligence Global Composite dropped 0.31% in August, but remains up 4.42% for the year.

Hedge funds in the U.S. were about flat for the month, falling 0.23%. Half of the 16 strategies tracked by the Absolute Return database were profitable for the month, with technology, fixed income, and commodities funds in front. 

Macro funds suffered their third straight losing month, dropping 1.23% for August. The strategy is also one of a handful in the database that is down for the year, with a drop of 0.34%.

Note: These indices were accurate as of September 10th, and are subject to change. For the most recent performance statistics, please click on the links in the table below to the individual databases. For a complete list of the top performing funds in each strategy, please visit the HedgeFund Intelligence database.

HedgeFund Intelligence Indices

Median hedge fund returns by region

Region
Database 
August YTD
Asia AsiaHedge
0.00% 6.88%
Europe EuroHedge
-0.51% 3.75%
U.S. Absolute Return
-0.23% 3.82%
UCITS UCITS
-0.58% 2.28%
Funds of Funds InvestHedge
-0.94% 3.55%
Global Composite HedgeFund Intelligence
-0.31% 4.42%


Absolute Return Indices (Americas hedge funds)

Index August YTD
Credit 0.61% 5.36%
Event Driven -0.70% 7.10%
Latin American Equity -0.25% 0.58%
Macro -1.23% -0.34%
Managed Futures -0.15% -1.99%
Multistrategy -0.51% 5.18%
U.S. Equity -0.62% 6.76%
Composite -0.23% 3.82%

Global Benchmarks

Index August YTD
MSCI World Index -2.13% 11.71%
Dow Jones Industrial Average -4.45% 13.02%
S&P 500*
-2.90% 16.16%
NASDAQ Composite -1.01% 18.90%
MSCI Europe Index -1.45% 10.69%
MSCI Pacific Free Index -1.39% 8.00%
* total return

About HedgeFund Intelligence

HedgeFund Intelligence  is the largest provider of hedge fund news and data in the world, offering a range of products to the global hedge fund industry, its investors and related companies.

Our publications include AsiaHedgeEuroHedgeInvestHedgeAbsolute Return and Absolute UCITS, which together provide comprehensive global coverage of hedge funds and their investors. Our  databases list information on nearly 15,000 hedge funds and funds of funds worldwide, allowing subscribers to search and sort by performance, size, investment terms, vendors employed and many other criteria. Using the performance reported by funds in our databases, HFI produces free hedge fund  indices  that are the industry's most accurate benchmarks. Our frequent special reports  include in-depth analyses of various regions and sectors. Our  conferences  are renowned for the quality of the speakers and programming, and our objectively-determined  annual awards  are regarded as the most prestigious and accurate recognition of risk-adjusted performance.

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