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Hedge Fund Monthly
 
October 2011 Hedge Fund Performance Commentary

Eurekahedge

October 2011
 

Introduction

Hedge funds outperformed global markets by 7.29% in September as the Eurekahedge Hedge Fund Index ended the month with a loss of 2.69%1. Market movements were dominated by daily swings while the broad direction remained downwards sloping through the month, creating difficult trading conditions for managers. The MSCI World Index2 declined 9.98%, exhibiting the worst performance since October 2008 while the S&P GSCI Total Return Index declined by 12.17%.

Most managers were able to deliver significant downturn protection through the short side, while high cash volumes and positions in safety assets also proved useful in such volatile market conditions. Even these assets were not fully protected, however, as early gains in bonds and precious metals were reversed later on in the month. Short term systematic trading was the best performing strategy in September, capturing gains through declining equities and increased volatility in the FX markets.


September 2011 and August 2011 returns across geographical mandates

All regional mandates finished the month in negative territory as the heightened volatility, negative sentiment surrounding Greece’s sovereign debt problem and prevailing fears of another global recession, made it …

 

The full article is available in The Eurekahedge Report accessible to paying subscribers only.


Subscribers may continue to login as usual to download the full report and non-subscribers may email database@eurekahedge.com to enquire on how to obtain the full research report.

 

Footnotes

1 Based on 61.67% of funds which have reported September 2011 returns as at 17 October 2011

2 MSCI AC World Index USD Currency

 

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