Macro strategies were one of the only hedge funds strategies to post positive returns throughout July, as the Preqin Hedge Fund All Strategies benchmark slipped backed into negative territory, with average returns of  -0.15%. Macro strategy funds are the only leading strategy to exceed their  January-July 2013 returns, making gains of 2.21% over 2014 so far compared to 1.50% seen for the same period last year.

Top and bottom hedge funds macro strategies

Below are the notable top and bottom strategies for performance throughout July:

  • Top Performing Hedge Fund Strategy in July: Multi-Strategy (0.32%)
  • Worst Performing Hedge Fund Strategy in July: Event Driven (-0.85%)
  • ** First monthly loss for Event Driven strategies since August 2013 **
  • Top Performing Hedge Fund Market in July: Asia-Pacific (2.25%)
  • Worst Performing Hedge Fund Market in July: Europe (-1.37%)

For more information, please view the factsheet below:

Hedge funds macro strategies july performance

https://www.preqin.com/docs/reports/Hedge-Funds-Jul-14.pdf

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