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Newedge’s CTA Index up 1.31% (-0.59% YTD), Alternative Edge Short-Term Traders up 0.70% (-0.38% YTD) in February

Friday, March 05, 2010
Opalesque Industry Update – Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its Alternative Edge Short-Term Traders and CTA Indices.

The AlternativeEdge Short-Term Traders Index (STTI) finished the month of February up 0.70 percent (-0.38 percent YTD). The Newedge CTA Index posted a positive return for the month of February up 1.31 percent (-0.59 percent YTD).

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

• Revolution Capital Management (Mosaic): est. 22.44 percent
• Kaiser Trading Fund (2X): est. 3.27 percent
• Dominion Capital Management (Sapphire): est. 3.03 percent

“This was the first positive month for the STTI since May 2009,” according to Brian Walls, Newedge Index Committee Chairman. “The index returned 1.46 percent on February 4, which was the largest one day gain in the history of the index.”

Please visit the following website for further information on the indices and research developed by Newedge Prime Brokerage - Source.

The AlternativeEdge Short-Term Traders Index is designed to track the daily performance of a portfolio of short-term, diversified CTAs who have less than a 10-day average holding period, are willing to provide daily returns and are open to new investment. The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest CTAs that are willing to provide daily returns and are open to new investment.


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