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Most hedge fund strategies were down in the first half of September

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Most hedge fund strategies were in negative territory for the first half of September, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team.

Sector rotations in equities, the US dollar reversal, the rise in bond yields and turmoil in emerging markets all contributed to drag performance lower since the end of August.
 
Yet, as usual, this is only part of the story, writes Lyxor: “From a bottom-up perspective some Global Macro and European L/S Equity strategies have benefitted from the spread tightening in Italy. However, EM strategies continued to struggle.”
 
“The best returns have recently been achieved by L/S Credit and Fixed Income Arbitrage. Again, the main factor behind their performance is related to the improving sentiment towards Italian public finances, which have positively impacted European financials.”

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