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Hedge funds post excellent returns in September, investor flows remain positive

Friday, October 08, 2010
Opalesque Industry Update: Early reported figures indicate September was one of the best months for hedge fund performance in the last decade.

Below are early estimates for September 2010 hedge fund performance and asset flows. A full report will be available later in the month.

September Highlights:
The HFN Hedge Fund Aggregate Index was +3.83% in September and +5.64% in the first nine months of 2010. The S&P 500 Total Return Index (S&P) was +8.92% in September and +3.89% YTD.

Hedge fund assets increased an estimated +3.12% in September to $2.338 trillion. Performance accounted for an estimated net increase of $65.24 billion and net investor flows added an additional $5.49 billion.

September was the third month in a row of net investor inflows following the industry’s first net outflow of 2010 in June. The continuation of net inflows is an important sign of support as the trend in the first half of the year was of declining rates of growth. The surge in equity markets and rising commodity prices drove positive hedge fund returns in September. Fixed income strategies lagged in September, but were mostly positive. Emerging market focused funds performed very well, led by China and India focused funds. India funds are the best performing country specific group in 2010, +16.94%.

Long-biased equity strategies returned an average of +6.57% in September and natural resource focused commodity strategies were +3.76%.

HFN’s full September report, to be released in the third week of October, will provide details on high water marks and asset flows by strategy and region.

(Press release)

Full performance charts available: Source

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