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Hedge Fund Monthly
 
September 2011 Hedge Fund Performance Commentary

Eurekahedge

September 2011
 

Introduction

Hedge funds surpassed global equity markets in August as the Eurekahedge Hedge Fund Index ended the month down 2.13%1 but with notable loss mitigation, outperforming the MSCI World Index2 by 5.57%. Challenging market conditions, lacklustre investor sentiment, the S&P credit downgrade of US Treasuries, as well as European debt worries were the main issues in the month as the MSCI World Index fell 7.7%. All major regional equity exchanges finished the month deep in the red with European bourses witnessing the largest losses as the MSCI Europe Index declined 10.47%. CTA and macro hedge funds capitalised on volatile markets and made net gains for the month of 0.08% and 0.19% respectively.


August 2011 and July 2011 returns across geographical mandates

Although all regional mandates finished the month in negative territory, managers provided significant outperformance and downturn protection when compared to the underlying markets. The most significant outperformance was ...

 

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 67.66% of funds which have reported August 2011 returns as at 16 September 2011
2 MSCI AC World Index USD Currency

 

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