AQR's Wholesale DELTA Fund – Class 1F benefited from more positivity in the market during October.
The company reported the fund was up about 1.2 per cent (gross) for the month with eight of the nine strategies contributing positively.
The company's analysis said October had seen a return in risk appetite with equities, commodities and other risk assets rebounding strongly following an easing of global growth concerns and increased confidence that European leaders were making progress towards resolving European sovereign debt problems.
It said long short equity was the largest contributor, with event-driven, global macro and emerging market strategies also contributing meaningfully.
