Allocations to hedge funds outweighed redemptions in the second quarter of 2017, after six consecutive quarters of net outflows, according to data firm HFR.
The firm reported inflows of $6.7bn (€5.8bn) between April and June, offsetting redemptions of $5.5bn.
The most popular strategy was global macro, HFR said, with investors adding $5.2bn in the second quarter. In the first half of 2017 global macro funds experienced net inflows of $6bn.
Within this sector, systematic and CTA strategies attracted the most attention, with $3.1bn inflows in the second quarter and $7.9bn net new money since January.