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Positive hedge fund returns overshadowed by underperformance of macro and managed futures

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Hedge funds returned an average of +0.59 per cent in July, and are +0.79 per cent through the first seven months of 2018, according to eVestment’s latest Hedge Fund Industry Performance Report.

Pockets of good performance though, are still being overshadowed at the aggregate level by underperformance from macro and managed futures products.
 
Nearly 63 per cent of reporting products produced gains in July, yet eight of the ten largest products declined in the same month.
 
Quant equity strategies rebounded in July returning +2.25 per cent for the month and turning back positive for the year from -1.27 per cent YTD in June to +0.86 per cent in July.
 
Among primary strategies, Macro funds as well as Managed Futures funds are among the biggest losers for the month, returning -0.07 per cent and -0.60 per cent respectively in July.
 
China-focused funds, meanwhile, posted their second consecutive large loss returning -3.34 per cent in July, now down for the year at -4.28 per cent YTD.

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