Fri, May 22, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

June performance data released for Newedge’s Hedge Fund Indices

Monday, July 12, 2010
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: June -0.19% / YTD +1.75%
· Newedge AlternativeEdge Short-Term Traders Index: June -0.05% / YTD +0.83%
· Newedge Volatility Trading Index: June -1.06% / YTD -6.77%
· Newedge Macro Trading Index: June -0.24% / YTD +1.43%
· Newedge Macro Trading Index (Quantitative): June -0.25% / YTD +2.45%
· Newedge Macro Trading Index (Discretionary): June -0.24% / YTD +0.96%
· Newedge Commodity Trading Index: June -0.67% / YTD -3.64%
· Newedge Commodity Trading Index (Trading): June -0.50% / YTD -3.88%
· Newedge Commodity Trading Index (Equity): June -1.43% / YTD -2.65%

The Newedge CTA Index top performance for the month of June included:

· Brummer and Partners (Lynx): est. +1.89%
· Kaiser Trading Group Pty. Ltd.: est. +1.54%
· Winton Capital Management (Diversified): est. +1.46%

The Short-Term Traders Index top performers for the month of June included:

· Kaiser Trading Group Pty. Ltd. (2X): est. +3.17%
· SSARIS Short-Term Momentum: est. +2.20%
· R.G. Niederhoffer (Negative Correlation): est. +2.12%

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.

The Newedge AlternativeEdge Short-Term Traders Index (STTI) 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 Volatility Trading Index (VTI) is a performance measure for the volatility trading and arbitrage style within the hedge fund universe. It is an equally weighed portfolio of Volatility Trading & Arbitrage funds.

The Newedge Macro Trading Index (MTI) includes global macro managers who typically employ top-down fundamental research to forecast the effect of global macroeconomic and political events on the valuation of financial instruments. These strategies may be either discretionary or systematic, and are frequently focused on a diversified basket of instruments.

The Newedge Commodity Trading Index (CTI) includes funds that utilize a variety of investment strategies to profit from price moves in commodity markets. Managers may typically use either (i) a trading orientated approach, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies; Or (ii) Long short equity strategies focused on commodity related stocks.

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

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. Comment - Top hedge fund managers talk about how easy their jobs have gotten, BlackRock to Schroders warn of Argentina’s $20bn bond glut, The 35-year “investment supercycle” is drawing to a close, says Bill Gross, Gundlach: When the Fed starts hiking rates, 'GET OUT' of this asset class[more]

    Top hedge fund managers talk about how easy their jobs have gotten From Businessinsider.com.au: Time was, before the financial crisis hit, corporate boards treated multi-billion dollar hedge fund managers like Jehovah’s Witnesses pounding on their doors and flashing bibles. But no more.

  2. T Rowe's challenge to Dell deal may fuel critics of 'appraisal'[more]

    From Reuters.com: An increasingly popular tactic used by hedge funds and others to extract more money from buyouts could soon face a major courtroom test when a big investor in Dell Inc may argue that it should be paid a higher price for the 2013 acquisition of the PC maker. The strategy, known as "

  3. News Briefs - Ergen says LightSquared plan unfairly favors hedge funds, Why hedge fund managers make good advisory clients, I learned a lot about dad-bros after spending 4 days in Vegas with 2,000 hedge funders[more]

    Ergen says LightSquared plan unfairly favors hedge funds LightSquared Inc.’s bankruptcy plan gives hedge funds that invested in the broadband company a leg up while blocking telecommunications firms from competing with it, a fund owned by Dish Network Corp. Chairman Charles Ergen said in

  4. Opalesque Exclusive: Ovation Partners targets opportunities where few "natural lenders" participate[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Changes in financial regulations post-2008 (Dodd-Frank and Basel III) are forcing banks to significantly alter their core lending businesses. And as mid-sized

  5. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging

 

banner