Hedge Fund Performance Report – September 2017

Industry Positive for 11th Consecutive Month, Dispersion Widens as Managed Futures Drop

The hedge fund industry produced its eleventh consecutive month of aggregate gains in September as dominant performance trends in place for most of the year carried on. Activists continue to lead the industry, followed by long/short equity and their quantitative subuniverse. Managed futures resumed their downward trajectory, followed by macro, though the latter had many positive signs.

Key findings from this report include:

  • Aggregate returns surpass full-year 2016, still under-represent opportunity available in hedge fund space in 2017.
  • Activists leading the (non-EM focused) industry in 2017, nearing 10%.
  • What had been a nice two-month turnaround for managed futures came to a halt in September.

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