Fri, Aug 26, 2016
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. Opalesque Exclusive: Algorithms platform aims to target typical challenges found in quantitative hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: Last month, Quantopian received investments from Point72 Ventures, the new venture capital arm of Steven Cohen’s Point72 Asset Management.

  2. LatAm hedge funds surge in 1H to +24.4%, emerging markets assets rise[more]

    Komfie Manalo, Opalesque Asia: Hedge funds investing in Latin America posted strong gains through mid-2016, reversing declines in four of the past five years, including the last three years, to lead all areas of hedge fund performance through the first half of 2016, according to the latest HFR Em

  3. Asia - LGT Capital Partners: Alternatives set for continued rise in Asia[more]

    From Asianinvestor.net: More flows are likely into insurance-linked strategies, private equity and trend-following strategies/CTAs, given the benefits of such investments, argues LGT Capital Partners. Despite the numerous quantitative easing programs and bailouts of recent years, the quest for

  4. Opalesque Roundtable: Low and high fee investments often better than mid fee hedge funds[more]

    Komfie Manalo, Opalesque Asia: Hedge funds that charge the low and high fees stuff often provide better returns than "those sort of mid-fee investments", said Keith Haydon, chief investment officer of Man FRM. (Alternative) investment managers who charge high fees would often provide the most int

  5. Hedge fund investors pull $5.7 billion in July[more]

    From Bloomberg.com: Hedge funds suffered a third consecutive month of outflows in July as investors withdrew $5.7 billion, according to industry tracker Eurekahedge. Redemptions totaled $20.7 billion in the three months through July, with money managers betting on equities suffering $18.4 bill