The RBC Hedge 250 Index had a net return of 2.20 per cent for the month of September, bringing the year-to-date return of the index to 17.44 per cent.
These returns are estimated and will be finalised by the middle of next month. The return for August 2009 has been finalised at 1.67 per cent.
The best performing strategy in September was credit with a return of 3.85 per cent. Fixed income arbitrage (+2.67 per cent), equity long/short (+2.70 per cent), managed futures (+2.17 per cent) and mergers and special situations (+2.15 per cent) were also strong performers.
All strategies apart from equity market neutral, which was down 1.18 per cent, posted positive returns in September.
The RBC Hedge 250 Index is an investable benchmark of the performance of the hedge fund industry.
