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Positive Hedge Fund Returns Overshadowed by Underperformance of Macro and Managed Futures
Given the broadly positive returns posted in July, the beginning of H2 2018 would appear to have been a positive one. However, the good performance is overshadowed at the aggregate level by underperformance from macro and managed futures products according to the just-released July 2018 eVestment Hedge Fund Performance Report. Nearly 63% of reporting products produced gains in July, yet eight of ten largest products declined in the same month.
Overall, hedge funds returned an average of +0.59% in July and +0.79% through the first seven months of 2018.
Other interesting points from the new report include:
Quant equity strategies rebounded in July returning +2.25% for the month and turning back positive for the year from -1.27% YTD in June to +0.86% in July.
Among primary strategies, Macro funds as well as Managed Futures funds are among the biggest losers for the month, returning -0.07% and -0.60% respectively in July.
China-focused funds posted their second consecutive large loss returning -3.34% in July, now down for the year at -4.28% YTD.
Whether you are an eVestment client or not, you can take advantage of highlights from our rich hedge fund research reports. Hedge fund industry research reports publish monthly. Other industry and survey-based reports publish annually.