The HFN Hedge Fund Aggregate Index was +2.37% in October and -3.61% YTD 2011 while the S&P 500 Total Return Index (S&P) was +10.93% during the month and +1.30% YTD. Equity market exposure was the primary positive performance driver in October. Credit strategies lagged, but were positive and commodity funds, primarily those with high exposure to FX markets brought down aggregate hedge fund returns. Total estimated hedge fund assets at the end of October 2011 were $2.484 trillion, an increase of 1.01%, or $25.0 billion from September.
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