Key Takeaways
- • Rokos Capital's macro hedge fund, run by Chris Rokos, lost 4.9% in October 2026, according to people with knowledge of the matter.
- • The October loss trimmed the fund's year-to-date gains to about 8%.
- • Rokos is one of several large hedge funds that lost money in October as a series of shocks roiled financial markets.
Summary
Chris Rokos' macro hedge fund lost 4.9% last month, joining a group of prominent hedge fund peers that posted losses as a series of shocks unsettled financial markets, according to Bloomberg. The decline reduced the fund's year-to-date gains to approximately 8%, people with knowledge of the matter said, requesting anonymity because the details are private.
The report places Rokos among the largest hedge funds that lost money during October's market turmoil. The source material does not specify the individual shocks involved or provide additional performance figures for the peer group, so the broader scope of the losses across the industry cannot be quantified from this report.
For allocators, the story is a reminder that macro strategies remain exposed to rapid market dislocations even after strong year-to-date performance. The fund's roughly 8% year-to-date return now reflects a materially smaller cushion following the October drawdown.
The report places Rokos among the largest hedge funds that lost money during October's market turmoil. The source material does not specify the individual shocks involved or provide additional performance figures for the peer group, so the broader scope of the losses across the industry cannot be quantified from this report.
For allocators, the story is a reminder that macro strategies remain exposed to rapid market dislocations even after strong year-to-date performance. The fund's roughly 8% year-to-date return now reflects a materially smaller cushion following the October drawdown.
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.