(Hedgeweek) Hedge funds posted mixed performance for September as US bonds yields increased, with strategy gains led by fixed income- based Relative Value Arbitrage, while Macro Currency led sub-strategy performance as the US Dollar gained against the Japanese Yen. The HFRI Fund Weighted Composite Index fell 0.2 per cent in September, with declines in Equity Hedge exposures offsetting positive contributions from credit and interest rate- sensitive Relative Value Arbitrage strategies, as reported today by HFR, the established global leader in the indexation, analysis and research of the global hedge fund industry. Larger hedge funds topped the performance of smaller funds for the month, with the HFRI Asset Weighted Composite Index posting a narrow decline of 0.05 per cent.
Hedge Fund Performance Mixed in September
This entry was posted in Syndicated. Bookmark the permalink.
