Fri, Aug 22, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA Index down 1.88% in March (-0.45% YTD)

Wednesday, April 18, 2012
Opalesque Industry Update – Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its suite of Hedge Fund Indices.

Newedge CTA Index

-1.88%

-0.45%

Newedge CTA Trend Sub-Index

-2.18%

0.35%

Newedge Trend Indicator

-1.95%

-1.33%

Newedge AlternativeEdge Short-Term Traders Index

-1.13%

-2.32%

Newedge Macro Trading Index

-1.06%

0.53%

Newedge Macro Trading Index (Quantitative)

-2.58%

-0.20%

Newedge Macro Trading Index (Discretionary)

0.07%

1.14%

Newedge Commodity Trading Index

-0.92%

0.55%

Newedge Commodity Trading Index (Trading)

-0.64%

0.15%

Newedge Commodity Trading Index (Equity)

-2.51%

2.91%

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

• P/E Investments (FX Aggressive): est. + 4.20 percent
• Quantitative Investment Mgmt. (Global): est. +1.40 percent
• Graham Capital Mgmt. (Discretionary – 6V): est. + 0.47 percent

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

• Revolution Capital (Mosaic): est. + 9.42 percent
• Crabel Capital (Multi-Product): est. + 2.14 percent
• Quantitative Investment Mgmt. (Global) : est. 1.40 percent

www.newedge.com/web/guest/brokerage_services/research/newedge_indices

(press release)

Newedge, a 50/50 joint venture between Société Générale and Crédit Agricole CIB, is a major force in global multi asset brokerage business, with a world-leading position in the execution and clearing of listed derivative products. With a presence in more than 20 locations in 16 countries, Newedge offers a full range of clearing and execution services covering options and futures contracts for financial products and commodities, as well as for money market instruments, bonds, FX, equities, and commodities on OTC markets. Newedge provides a range of value added services, including prime brokerage, asset financing, an electronic platform for trading and order routing, cross margining, and the centralized reporting of client portfolios. Newedge, which primarily serves institutional clients, provides access to more than 85 exchanges. Newedge's 3,000+ employees form a close-knit, multinational team that can innovatively respond to its clients in fast-moving markets. www.newedge.com

BG

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. Institutions – Texas Employees sets 2015 tactical plan for alternatives, CalPERS' real estate consultant cautions the pension fund's investment committee, Why Sunsuper likes hedge funds[more]

    Texas Employees sets 2015 tactical plan for alternatives From PIOnline.com: Texas Employees Retirement System will invest in up to four new hedge funds in the next fiscal year, which begins Sept. 1. Trustees approved 2015 tactical investment plans for the hedge fund, private equity and in

  2. Private equity follows hedge funds into reinsurance for long-term capital[more]

    From Artemis.bm: It’s not just hedge funds that are entering the insurance and reinsurance market in search of so-called long-term capital to put to work in their strategies, private equity firms targeting the space are also seeking opportunities to add assets under management. The entry of large pr

  3. North America – New York City’s next hot neighborhoods targeted with property funds[more]

    From Bloomberg.com: New York’s real estate world is filled with tales of ordinary people who bought property decades ago and saw values skyrocket to the millions. Seth Weissman is seeking investors to get in early on the next hot neighborhoods. The veteran of Goldman Sachs Group Inc. and hedge

  4. Investing – George Soros bets $2bn on stock market collapse, Warren Buffett's Berkshire reveals Charter stake, cuts DirecTV, Hedge funds lusting to cash out of MGM, Top hedge fund managers are buying Ally Financial, Hedge funds dumped 5m Herbalife shares in Q2, Paulson & Co hedge fund ups Puerto Rico real estate bet, Netflix Inc., Citigroup Inc, Google Inc are top new picks in Tiger Management’s 13F[more]

    George Soros bets $2bn on stock market collapse From Newsmax.com: Billionaire investor George Soros has increased his financial bet that U.S. stocks will collapse to more than $2 billion. The legendary hedge fund manager has been raising his negative bet on the Standard & Poor's 500 Inde

  5. Investors now net short S&P500 and increased Russell shorts, technicals suggest further selling[more]

    Komfie Manalo, Opalesque Asia: Market Neutral funds increased their market exposure to -1% net short from -6% net short last week, according to Bank of America Merrill Lynch’s Hedge Fund Monitor. The report also added