Skip to content

Citco Monthly Hedge Fund Update - September 2023

October 2023
HF Report September 2023

16 October 2023 - Hedge funds experienced the second negative month in a row in September, with an overall weighted average return of -0.4%, although it was a smaller decline than August’s figure of -0.8%.

There was wide variation in returns at a strategy level, with Commodities, Global Macro and Fixed Income Arbitrage funds all seeing positive returns in September, while other strategies saw negative returns. Commodities was the top performing strategy type among funds administered by the Citco group of companies (Citco), with a weighted average return of 2.4% for September, followed by Global Macro at 1.1%, and Fixed Income Arbitrage at 0.5%.

These are some of the findings from Citco's Monthly Hedge Fund Update, which explores performance, capital flows, trade volumes and treasury volumes during the month of September.

This site uses cookies. By continuing to use this site, you consent to the use of cookies. For more information, click here.