Oct 17 (Reuters) - Trend-following hedge funds are capitalising on market disruption and geopolitical unrest, with funds such as Graham Capital Management, Aspect Capital, AlphaSimplex and AQR Capital Management all near or over 40% higher for the year.
AQR is part of an index of the 10 largest trend-following hedge funds, compiled by Société Générale.
The index has risen almost 37% this year, compared with a 3.8% increase in data provider HFR's broader index of hedge fund performance.
Hedge funds Man Group, AlphaSimplex and Transtrend have reported trend strategies with performances this year of roughly 15%, 48% and 31% respectively.
Funds in the Société Générale CTA index include AQR Capital Management, AlphaSimplex Group, Aspect Capital, Systematica Investments, Graham Capital Management, ISAM LLP, Lynx Asset Management, Man Group's AHL fund, Transtrend and Winton Capital Management.