In summary...
Macro funds generated an average return of 2.2% in the 12 months through September 2022.
Strategy AUM has fallen by $11.1bn, due to net outflows of $16.3bn that were partly offset by net profits of $5.2bn.
Commodities was the strongest performing sub-strategy, generating an average return of 9.5%.
FIRV had the lowest standard deviation among the sub-strategies and the highest 3-year Sharpe ratio at 1.67.
