During September all strategies were positive leading to a green sweep. This rally was led by long/short equity with a gain of +2.7%, followed by Systematic Macro with +2.2%. In third place was Discretionary Macro with +1.8%. Systematic Macro managed to get out of the bad four month streak.
About 77% of hedge funds delivered positive returns. When looking at individual strategies, most success was in the macro fund environment (about 90%), followed by multi-strategy (about 85%), and equity long short (about 80%).
APAC managers got...