Hedge Fund Performance Report – October 2017

Industry Positive for 12th Consecutive Month, All Strategies
(ex-Commodities/FX) Now Positive Year-to-Date

Good news from hedge fund returns was mostly widespread in October. Most major strategies were positive during the month with distressed and FX being
the main exceptions. A very strong month for managed futures and macro strategies meant the two went from industry laggards for most of 2017, to leaders in the month of October. And there is a new leading primary strategy for 2017, as long/short equity gains in October outpaced activists’ by just enough to claim the top spot.

Key findings from this report include:

  • Managed futures funds had one of their best months ever in October.
  • Large macro funds had their best month of 2017 in October.
  • Long/short equity has overtaken activists as the best major strategy of 2017.

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