Fri, Feb 24, 2017
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. People - Kuwait wealth fund head Al Saad said to step down after 14 years[more]

    From Bloomberg.com: Kuwait Investment Authority is set to name Farouk Bastaki as managing director, replacing Bader Al Saad who ran the world's fifth-largest sovereign wealth fund for 14 years, a person familiar with the matter said. The KIA, as the fund is known, is finalizing the appointment, said

  2. Investing - Hedge funds loading up on this dividend stock, The biggest hedge funds have been piling into bank stocks[more]

    Hedge funds loading up on this dividend stock From Incomeinvestors.com: Hedge funds are backing up the truck on Cameco Corp stock. Billionaire Jim Simons owns 389,000 shares. Other Wall Street titans - including Ray Dalio, Ken Griffin, and Chuck Royce - have been quietly building positio

  3. Legal - Fannie, Freddie shares dive after U.S. appeals court ruling[more]

    From Reuters.com: Shares of Fannie Mae and Freddie Mac tumbled more than 30 percent on Tuesday after a U.S. appeals court shut down efforts by hedge funds and other investors to pursue numerous legal claims accusing the U.S. government of seizing their profits following taxpayer bailouts. By a

  4. Institutional investors plan to raise allocations to alternative assets in 2017[more]

    Komfie Manalo, Opalesque Asia: A survey by Context Summits Miami showed that nearly 72% of institutional investors and family offices plan to raise their allocations to alternative asset managers this year, suggesting continued strong demand for the industry. "As many large, brand name f

  5. Comment - Mortgages, mergers and hedge fund fees, Fairholme's Berkowitz responds to court ruling against hedge fund suits of Fannie Mae[more]

    Mortgages, mergers and hedge fund fees From Bloomberg.com: Yesterday the U.S. Court of Appeals for the D.C. Circuit handed down an odd decision in a lawsuit over the government's nationalization of Fannie Mae and Freddie Mac. The key issue is what's called the "Third Amendment," the 2012