Sun, Sep 25, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA Index down -4.56% in May (-2.47% YTD) as all strategies struggle

Monday, June 13, 2011
Opalesque Industry Update - Newedge, has posted May 2011 performance for its hedge fund indices.

Index

May-11

YTD

Newedge CTA Index

-4.56%

-2.47%

Newedge CTA Trend Sub Index

-4.89%

-3.53%

Newedge Trend Indicator

-3.05%

0.78%

Newedge AlternativeEdge Short Term Traders Index

-0.28%

-3.26%

Newedge Macro Trading Index

-1.09%

-0.18%

Newedge Macro Trading Index (Quantitative)

-1.62%

-0.29%

Newedge Macro Trading Index (Discretionary)

-0.73%

-0.09%

Newedge Commodity Trading Index

-0.68%

1.61%

Newedge Commodity Trading Index (Trading)

-0.32%

2.56%

Newedge Commodity Trading Index (Equity)

-3.08%

-3.79%

Newedge Volatility Trading Index

0.58%

4.13%

 

The Newedge CTA Index’s top performers for the month of May included:
  • NuWave Investment Mgmt. (Combined 2X): est. -0.26 percent
  • Graham Capital Mgmt. (Discretionary - 6V): est. -1.12 percent

  • Mapleridge Capital (Diversified): est. -1.74 percent

The STTI’s top performers for the month of May included:
  • R.G. Niederhoffer (Negative Correlation): est. +9.84 percent
  • R.G. Niederhoffer (Diversified): est. +8.94 percent

  • Revolution Capital (Mosaic): est. +3.39 percent

(press release) Source

kb

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Star names struggle as smaller hedge funds make hay[more]

    From eFinancialnews.com: Many big-name funds have been hit by sharp reversals in markets, including US government bonds and UK stocks, and have struggled to extricate themselves from positions that have gone bad. According to data group eVestment, hedge funds below $250 million in size are up 4.1% t

  2. North America - Acela fight splits hedge fund Connecticut and old money enclaves[more]

    From Bloomberg.com: Connecticut’s residential coastline is two worlds, the one of newcomer millionaires and one whose wealth and New England roots span generations. Now, their differences over a rail route threaten to gum up plans for the U.S. Northeast’s fastest-ever trains. About 30 miles from Man

  3. Activist News - Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership, Activist investors double chance of CEO exits[more]

    Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership From Calvinayre.com: Casino operator Caesars Entertainment has improved its offer to junior creditors to over $5b, but the offer is only good until Friday. On Wednesday, Caesars added an extra $1.6b to the $

  4. Comment - ‘Gut feeling’ measurable in hedge fund traders, How hedge fund managers can use blockchain to maximize benefits[more]

    ‘Gut feeling’ measurable in hedge fund traders From Laboratoryequipment.com: “Gut feeling” is an intangible – an automatic hunch – based on prior experience for some people. But the “gut feeling” is actually a measurable response developed in professionals doing some high-risk work, acco

  5. Opalesque Exclusive: Modern investor tools (2): A platform that does the job for you[more]

    Benedicte Gravrand, Opalesque Geneva: A new series on technology providers that assist asset allocators. There is disruption in the investor part of the world of hedge funds, coming from platforms that can replace traditionally-run search and analysis. Here is one of them. L