HFRU gains +0.48% in September

HFR’s index for UCITS compliant hedge funds gained +0.48% in September and is now up +3.52% YTD.

Equity Hedge strategies gained +0.93% with positive performance for Europe, Japan and Emerging Asia strategies. The Relative Value Arbitrage Index also posted positive performance mainly driven by Convertible Arbitrage strategies. Performance for Event driven, Merger Arbitrage and Special Situations funds was mixed. The HFRU Macro Index declined -0.55% with losses for systematic trend-following, volatility and currency strategies only being partially offset by mixed performance for Global Discretionary managers.

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