The Absolute Return Fixed Income Index's 1.85% gain in September was its highest monthly return in more than eight years. In what was a very good month for most hedge fund strategies, Fixed Income performed on a par with the Absolute Return Composite Index.
Among the top performers for the month were Moore Global Fixed Income Fund, returning 3.33% in September for a year-to-date total of 9.18%, and MKP Opportunity, which returned 2.78% for an impressive 36.25% so far this year. John Meriwether's Relative Value Opportunity II rose 1.65% to total 7.3%.
Sailfish Multistrategy Fixed Income Fund, managed