{"id":92184,"date":"2026-10-09T06:01:44","date_gmt":"2026-10-09T10:01:44","guid":{"rendered":"https:\/\/hedgeco.net\/news\/10\/2026\/hedge-funds-slipped-an-estimated-0-7-in-september-as-macro-and-cta-strategies-surged-hfr-said.html"},"modified":"2026-10-09T06:01:44","modified_gmt":"2026-10-09T10:01:44","slug":"hedge-funds-slipped-an-estimated-0-7-in-september-as-macro-and-cta-strategies-surged-hfr-said","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/10\/2026\/hedge-funds-slipped-an-estimated-0-7-in-september-as-macro-and-cta-strategies-surged-hfr-said.html","title":{"rendered":"Hedge Funds Slipped an Estimated 0.7% in September as Macro and CTA Strategies Surged, HFR Said:"},"content":{"rendered":"<p><img decoding=\"async\" src=\"https:\/\/hedgeco.net\/news\/wp-content\/uploads\/2026\/10\/2026-10-09-hfr-hero.jpg\" alt=\"Hedge Funds Slipped an Estimated 0.7% in September as Macro and CTA Strategies Surged, HFR Said\" \/><\/p>\n<p>HedgeCo.Net \u2014 Hedge funds posted mixed results in September, with the HFRI Fund Weighted Composite Index declining an estimated 0.7% as gains in Macro strategies were offset by losses in Equity Hedge, Event-Driven and Relative Value, according to HFR. The firm said interest rates experienced an unprecedented spike while global bond markets came under pressure for a second consecutive month.<\/p>\n<p>Macro led the way. The HFRI Macro (Total) Index gained an estimated 2.7% for the month, with the HFRI Macro: Systematic Diversified\/CTA Index up 4.6%, the Macro: Multi Strategy Index up 2.5% and the Macro: Commodity Index up 1.0%. Through the first three quarters of 2026, the HFRI Macro (Total) Index is up 12.2%, while the CTA and Commodity sub-indices have advanced 16.6% and 11.5%, respectively.<\/p>\n<p>Elsewhere, HFR reported that the HFR Cryptocurrency Index jumped 10.8% in September, while the HFRI Multi-Manager\/Pod Shop Index declined 0.9%. HFR noted that its September figures are estimates as of October 7.<\/p>\n<p>\u201cManagers traded the powerful trend of over-correlation between oil and interest rates in September,\u201d HFR President Kenneth J. Heinz said, adding that the deviation from the historical relationship drove systematic trend-following and commodity managers to extend their performance leadership. He said HFR expects investors to continue favoring managers whose performance is uncorrelated to bond-market and geopolitical shocks.<\/p>\n<p>The month underscored the diversification case for trend and macro allocations inside institutional portfolios. With rate-sensitive strategies under pressure and multi-manager platforms slightly negative, allocators reviewing fourth-quarter positioning are likely to weigh whether recent macro gains reflect a durable regime or a period of unusually strong cross-asset trends.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>HedgeCo.Net \u2014 Hedge funds posted mixed results in September, with the HFRI Fund Weighted Composite Index declining an estimated 0.7% as gains in Macro strategies were offset by los\u2026 <a class=\"continue_reading_link btn btn-mini\" href=\"https:\/\/hedgeco.net\/news\/10\/2026\/hedge-funds-slipped-an-estimated-0-7-in-september-as-macro-and-cta-strategies-surged-hfr-said.html\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":8,"featured_media":92183,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16044],"tags":[14528,4526,5411,9530,16729,16730,16652],"class_list":["post-92184","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-hedge-fund-strategies-2","tag-cta","tag-hedge-fund-performance","tag-hfr","tag-hfri","tag-macro","tag-september-2026","tag-trend-following"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/92184","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=92184"}],"version-history":[{"count":0,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/92184\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media\/92183"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=92184"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=92184"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=92184"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}