Insights › Pivotal Point of View › September 2020
Pivotal Point of View · September 2020
Pivotal Point of View — September 2020
High-level strategies performed within 220 bps of each other in September, ranging from down 1.2% (Managed Futures) to up 1.0% (Event Driven). YTD is a different story, with almost 14% separating the top, Equity Sector up 10.3%, from the bottom, Managed Futures down 3.4%. Interestingly, our Composite’s dispersion is 2.8% for the month, just below the long-term average (2.9%).
−0.2%Composite, September
+2.4%Composite, year to date
+3.7%Composite, Q3
Multi-StrategyLeading strategy
Headline strategy indices
Net of fees, in USD. The Composite plus the nine headline indices with a published monthly series; ordered by month return.