The performance for most UCITS indices in September was positive – based on initial estimated with more than half of the UCITS hedge fund universe reporting.
The single manager composite index stands at an estimated 0.89% for September. Among the individual strategies, the macro index increased by an estimated 0.85%, while the fund of funds index increased by 0.82%. The worst performing strategy for September was the equity market neutral and quantitative strategies index, which was up 0.33%.
Year to date, managed futures has performed the best with the index up 5.69%, followed by macro with the index up 3.86%.
The strategy which has the most number of funds and assets under management, European equity, was up an estimated 0.36% for September and is