In case you hadn’t heard, September was not a good month for hedge funds.

The latest industry index to play the role of bearer of really bad news is the RBC Hedge 250 Index, which fell 7.67% last month. The index is down 13.17% year-to-date.

All strategies tracked by RBC Capital Markets, with the exception of managed futures funds, posted losses in September.

Convertible arbitrage and multi-strategy funds fared particularly badly, dropping 21% (down 24.49% YTD) and 14.54% (down 22.44% YTD), respectively. Event-driven credit funds and mergers and special situations funds were little better, losing 7.71% (down 17.41% YTD) and 7.49% (down 15.82% YTD), respectively, while fixed-income arbitrage funds lost 7.3% (down 7.19% YTD).

The sole bright spot, managed futures funds, added 1.03% last month. The strategy is also the only one tracked by RBC in the black on the year, with a year-to-date return of 8.28%.