Pivotal Point of View — September 2021

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Pivotal Point of View · September 2021

Pivotal Point of View — September 2021

Published 18 October 2021 · Covers September 2021

Originally issued as October 2021.

In addition to monthly stats, in this edition we reflect on September’s performance and discusses the month’s events that drove the various underlying sub-index results.

+0.1%Composite, September
+7.4%Composite, year to date
+0.5%Composite, Q3
Multi-StrategyLeading strategy

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Headline strategy indices

Strategy September Year to date
Multi-Strategy +1.5% +8.6%
Credit +0.9% +9.8%
Volatility Trading +0.6% −0.6%
Event Driven +0.5% +9.7%
Global Macro +0.4% +4.1%
Managed Futures +0.3% +8.7%
Equity Quant −0.5% +7.6%
Equity Diversified −0.9% +8.2%
Equity Sector −1.2% +3.1%

Net of fees, in USD. The Composite plus the nine headline indices with a published monthly series; ordered by month return.

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