Winning hedge fund strategies in October were:
- Managed Futures, up 3.4%
- Emerging Markets, up 2.2%.
- Fixed Income Arbitrage, up 1.5%
- Event Driven, up 1.4%
On a year-to-date basis, the top performing hedge fund strategies are:
- Global Macro, up 16%
- Convertible Arbitrage, up 13.4%
- Event Driven, up 9.4%
The CSFB/Tremont Hedge Fund Index returned 137.05% for the 94-month period since inception in January 1994.
Performance for the CSFB/Tremont Hedge Fund Index, which comprises 375 funds, and the nine style-driven sub-indices are calculated monthly and adjusted for capitalization and return.