September was a difficult month for hedge funds and the Preqin All-Strategies Hedge Fund benchmark dropped 1.20% throughout the month. The drop wiped out most of the gains made in August. These losses pushed the 12-month return down 0.26% from August to 24.74%.
September was a difficult month for hedge funds and the Preqin All-Strategies Hedge Fund benchmark dropped 1.20% throughout the month. The drop wiped out most of the gains made in August. These losses pushed the 12-month return down 0.26% from August to 24.74%.
In a month that saw all fund structures turn negative, CTA and fund of hedge funds provided the best downside protection, dropping just 0.03%% and 0.17%, respectively.
This heatmap presents the hedge fund performance benchmarks for September 2021, plus the YTD and 12-month returns for all top-level strategies, structures, denominations, and size classifications.
Deeper analysis of hedge fund performance, including a close look at a different strategy each month, will be available on Preqin Insights+ as part of our Performance Monitor series. For more information on our new content subscription offering, contact your Account Manager.
Please note, all performance information includes preliminary data for September 2021 based on net returns reported to Preqin in early October 2021. Although stated trends and comparisons are not expected to alter significantly, final benchmark values are subject to change.