Market-neutral and quant equity strategies had another generally steady month, in stark contrast with their long/short counterparts.
ABCA Reversion has made 20.94% so far this year after gaining 3.76% last month, while the LMR Fund – which is up 30.79% YTD – returned 0.82% on the month. Other September winners included MW Market Neutral TOPS, which made 1.68%, and Saemor Europe Alpha, up 2.39%. Octave Equity was up 1.40% and Graal Marknadsneutral made 1.41%. GSA Capital International, Victory Arcadia, Talentum Enhanced and Talentum Activedge, AlphaSquare, Pioneer Long/Short European Equity, Brummer & Partners Archipel, Swiss Alpha and Abaco Financials