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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

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