Managed futures, the beaten down, mathematically-based hedge funds category, was up 5.02 percent in August, easily the top performing alternative investment strategy in August. The strategy performed well during the market volatility of 2008 and has generally struggled since.
The often algorithmically driven, price momentum-based managed futures strategy, with 5.02 percent monthly index performance, edged out Long / Short strategies, which had just 1.29 percent monthly performance, according to Credit Suisse Hedge Fund Index performance data.
Event driven hedge funds posted 0.12%t positive returns
The most celebrated strategy year to date, activist hedge funds, typically fall under the “Event Driven” category, posted 0.12 percent...
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