Mon, Feb 19, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge's indices generally flat in May

Tuesday, June 15, 2010
Opalesque Industry Update – Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its CTA, Short-Term Traders, Volatility Trading, Macro Trading and Commodity Trading Indices.

• Newedge CTA Index: May -1.51 percent / YTD +2.06 percent
• Newedge Short-Term Traders Index (STTI): May +1.18 percent / YTD +0.97 percent
• Newedge Volatility Trading Index: May -1.39 percent / YTD -5.87 percent
• Newedge Macro Trading Index: May +0.85 percent / YTD +2.32 percent
• Newedge Commodity Trading Index: May -2.77 percent / YTD -2.97 percent

The Newedge CTA Index top performances for the month of May included:

• Boronia Diversified Fund: est. 4.32 percent
• IKOS Financial USD: est. 3.07 percent
• Kaiser Trading Group Pty. Ltd.: est. 2.90 percent

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

• Conquest Capital Group (Macro): est. 12.03 percent
• Kaiser Trading Group (Kaiser Trading Fund 2x): est. 5.86 percent
• R.G. Niederhoffer Negative Correlation Fund: est. 6.29 percent

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

The Newedge 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.


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. Chenavari, a $5.4bn hedge fund, told investors it thinks 'we could experience a similar pattern as the 1987 crash'[more]

    From Businessinsider.com: A $5.4 billion hedge fund told clients markets could tumble just like they did in the 1987 crash. In a February 14 letter to clients, London-based Chenavari Investment Managers warned about current market conditions. From the letter (emphasis added): "Our view is that

  2. Investing - Hedge fund Bridgewater makes $22 billion bet against European firms, Hedge funds Steadfast and Suvretta jump onto CSX in fourth quarter, Tepper's Appaloosa boosts Apple, Facebook as others bolt, Third Point buys Netflix and MGM, dumps Bank of America, Moore Capital bought Wynn Resorts, other casino stocks before Steve Wynn resigned[more]

    Hedge fund Bridgewater makes $22 billion bet against European firms From Reuters/USNews.com: Bridgewater has shown its hand in Europe with a $22 billion bet against some of the continent's biggest companies, filings reviewed by Reuters show, part of a bigger shift by the world's largest

  3. Funds Profiles - Brother-run hedge fund up 46% in 2017 says Kelly formula shows diversification is flawed, How a 6,000% profit on a single trade saved a small hedge fund from disaster[more]

    Brother-run hedge fund up 46% in 2017 says Kelly formula shows diversification is flawed From Valuewalk.com: When Jeremy and Michael Kahan consider the notion of diversification, the wince. With a return of 45.8% to end 2017, their stock-picking fund, North Peak Capital, successfully

  4. Investing - Hedge funds hook shipping stocks grappling for recovery, Small cap hedge funds offer alternative for cannabis investing, Top stock-picking hedge funds love gaming, health care and media shares, Hedge funds Steadfast and Suvretta jump onto CSX in fourth quarter[more]

    Hedge funds hook shipping stocks grappling for recovery From Hellenicshippingnews.com: Shipping stocks may still be in the doldrums in the view of many investors, but hedge funds have bet at least $675 million on signs of renewed buoyancy in the industry. Hedge funds made initial f

  5. Outlook - Eaton Vance: Retail volatility products 'the tip of the iceberg' in market turmoil, Quadratic Capital says markets to remain turbulent for some time[more]

    Eaton Vance: Retail volatility products 'the tip of the iceberg' in market turmoil From CNBC.com: While a lot of attention has been paid to retail volatility products that contributed to the recent sell-off, those securities are "just the tip of the iceberg," Eddie Perkin, chief equity i