The Credit Suisse/Tremont Hedge Fund Index finished relatively flat in October, up 0.13 per cent, as a result of increased market volatility.

This brings year-to-date performance of the index to 15.11 per cent.

Dedicated short bias led the performance among sectors, returning 4.79 per cent in October, as managers took advantage of sell-offs in equity markets.

Other notable sectors included fixed income arbitrage and convertible arbitrage, which finished up 1.94 per cent and 2.16 per cent respectively for the month.

On the other hand, long/short equity was down 1.21 per cent after three months of consecutive gains, primarily as a result of increased profit taking on select long holdings as the end of the year approaches. Managed futures also suffered, returning -2.17 per cent in October.


Subscribe to free daily newsletter
latestjobs
HRIS/HRMS

Tue, 28 Jul 2015 00:00:00 GMT

Executive Assistant

Tue, 28 Jul 2015 00:00:00 GMT

Trade Support Engineer - Leading Broker-Dealer

Tue, 28 Jul 2015 00:00:00 GMT

events
3 weeks 4 days from now - New York
4 weeks 5 days from now - Texas
5 weeks 6 days from now - New York
6 weeks 11 hours from now - New York
specialreports