Performance

Modest gains and minor losses in equity market-neutral and quant space

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Returns for equity market-neutral and quantitative strategies continued to be something of a mixed bag in September, with gains and losses taken in equal measure. But the range in which those returns fell was relatively narrow, with no significant outliers at either end.

Top of the tree was Aphilion, which made 4.59% on the month. HiQ Invest Market Neutral was up 4.29%, Octave Equity ended the month up 3.00% and Marshall Wace’s MW Market Neutral TOPS returned 2.93%.

BlackRock Eos advanced 2.47%, Iskandia Capital made 2.42%, LMR was up 2.28% and Sector Healthcare gained 1.48%. GAM Talentum