Mon, Apr 24, 2017
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. Opalesque Exclusive: Carden Capital bets on volatility[more]

    Bailey McCann, Opalesque New York for New Managers: Machine driven strategies are having a bit of a moment in the hedge fund world right now. Systematic funds have outperformed other strategies at a time when all ey

  2. Sprott AM to sell Canadian diversified fund business to management-led group[more]

    Komfie Manalo, Opalesque Asia: Toronto-based asset management company Sprott Asset Management LP (SAM) has entered into an agreement to sell its Canadian diversified fund business to a management-led group. Under the deal, the new group will have

  3. Investing - These hedge funds (and Madeleine Albright) are betting on a debt crisis, Hedge funds are upping their bets on the death of the traditional retailer, $20bn hedge fund recaps Corizon[more]

    These hedge funds (and Madeleine Albright) are betting on a debt crisis From Yahoo.com: There could be a big debt crisis brewing in places like China, India, Latin America and Africa -- and a growing number of investors are amassing war chests to cash in on the distress. Albright Capital

  4. Universities looking to defend endowments from Republican tax plan[more]

    From PIOnline.com: Some of the richest U.S. colleges are pushing back against scrutiny by Congress over the tax-exempt status of university endowments. Lobbying disclosure forms show almost two dozen schools such as Princeton University, University of Notre Dame and Cornell University are including

  5. Activist News - GAM touts 'tangible results' of turnaround as activist fight hots up, Bill Ackman not done with Herbalife, says his fight could get legs in May, Activist hedge fund CIAM says Euro Disney's buyout offer not fair for minority investors[more]

    GAM touts 'tangible results' of turnaround as activist fight hots up From FNLondon.com: GAM, the Swiss asset manager at the center of an attempted boardroom putsch by activist hedge fund RBR Capital, said its first-quarter results amounted to "tangible" proof that its management's plan f