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Hedge funds eek out positive month despite losses in macro, managed futures and commodity funds

Posted on 07 March 2013

Hedge funds held overall returns in positive territory this month, however, good performance from equity, credit and volatility strategies was overshadowed by losses from macro, managed futures and commodity funds. According to monthly performance data from eVestment, hedge funds were up +0.28% for the month and are up +6.87% for the year. Macro, managed futures and commodities strategies were down - -0.01%; 1.49%, and -3.01% respectively.
Directional equity is leading the industry early in 2013, with correlation with the S&P near all-time highs. Credit fund returns continued to be led by mortgage funds in February, but the group’s percentage of winners during the month dipped to the lowest level since May 2012, the last month in which credit funds posted an aggregate loss………………………………………..Full Article: Source


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