Hedge funds generally had a positive month in August despite the pull-back in risk assets. The best performing strategies were Statistical Arbitrage managers, although Equity Long-Short and Managed Futures also performed well.
July was a good month across the board for hedge fund strategies.
June was a mixed month for hedge fund returns, with Equity Long-Short and Relative Value strategies generally performing well on increased single security alpha, while Credit and Global Macro struggled.
The month was characterized by a notably hawkish shift in the stance by the Bank of England, Bank of Canada, and European Central Bank.
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