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Newedege CTA indices reveal the brutal month that was June 2011

Thursday, July 14, 2011
Opalesque Industry Update - Newedge, has posted its information for the Newedge hedge fund indices' June performance, and it is not pretty.

Index

Jun-11

YTD

Newedge CTA Index

-1.69%

-3.96%

Newedge CTA Trend Sub-Index

-3.33%

-6.75%

Newedge Trend Indicator

-3.02%

-2.26%

Newedge AlternativeEdge Short Term Traders Index

-0.12%

-3.38%

Newedge Macro Trading Index

-1.05%

-1.42%

Newedge Macro Trading Index (Quantitative)

-1.61%

-1.95%

Newedge Macro Trading Index (Discretionary)

-0.62%

-1.08%

Newedge Commodity Trading Index

-2.29%

-1.46%

Newedge Commodity Trading Index (Trading)

-2.19%

-0.53%

Newedge Commodity Trading Index (Equity)

-3.37%

-6.76%

Newedge Volatility Trading Index

0.89%

5.11%

The Newedge CTA Index’s top performers for the month of June included:

· IKOS FX Fund: est. +3.36 percent

· Ortus Capital Mgmt. (Currency): est. +1.07 percent

· Mapleridge Capital (Diversified): est. +0.06 percent

The STTI’s top performers for the month of June included:

· Revolution Capital (Mosaic): est. +11.55 percent

· Ion Asset Architecture: est. +0.80 percent

· Crabel Capital (Multi-Product): est. +0.75 percent

Source

kb

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