Key Takeaways
- • Rokos Capital Management gained 4.2% in September, a positive result in a month that was difficult for many macro hedge funds.
- • The performance highlights wide dispersion in returns among discretionary macro managers during the period.
- • Sharp moves in bond yields and currency markets drove the challenging conditions that tested macro strategies.
Summary
Rokos Capital Management returned 4.2% in September, according to the Opalesque Alternative Market Briefing. The gain stands out against a backdrop of difficult conditions for many macro hedge funds, which faced sharp moves in bond yields and currency markets.
The result underscores the wide range of outcomes among discretionary macro managers. Returns across the segment varied considerably, as managers navigated rapid repricing in rates and foreign exchange markets. Further details on Rokos's positioning or assets under management were not available in the source material.
The result underscores the wide range of outcomes among discretionary macro managers. Returns across the segment varied considerably, as managers navigated rapid repricing in rates and foreign exchange markets. Further details on Rokos's positioning or assets under management were not available in the source material.
Go deeper than the headline
Research every firm in this story, track the ones that matter and get the daily briefing — free for 7 days.