Thu, Nov 27, 2014
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. Investing - George Soros puts $500m of his money on Bill Gross, Soros, Paulson backed Hispania Activos mulls Realia takeover, Ex-Credit Suisse trader’s hedge fund sees yen shorts as crowded, Hedge hunters double default-swaps as views split, Large hedge fund positions come under pressure, Vikram Pandit's fund picks 50% stake in JM Financial's realty lending arm for $87m[more]

    George Soros puts $500m of his money on Bill Gross From WSJ.com: Before Bill Gross was fully settled in at his new firm, Janus Capital Group Inc., he received an unlikely visit from the chief investment officer of famed investor George Soros ’s firm, according to a person familiar with t

  2. Unlucky Paulson & Co. rebrands $1.6bn Recovery Fund after 13% drop[more]

    From Businessweek.com: A maturing U.S. economic recovery is prompting Paulson & Co. to change course. The $19 billion hedge fund firm, led by billionaire John Paulson, told investors on a conference call this month that the Paulson Recovery Fund will be renamed Paulson Special Situations Fund on Jan

  3. Europe - Hedge funds face exit tax as Iceland central bank discusses plan[more]

    From Bloomberg.com: Hedge funds and other creditors with claims against Iceland’s failed banks face an exit tax as the island looks for ways to unwind capital controls without hurting the economy. The government targets having a plan it can present by year-end that would map out how Iceland will sca

  4. Opalesque Exclusive: Risk management emerges as a competitive focus area for hedge funds[more]

    Bailey McCann, Opalesque New York: Risk management has always been a core component of any trading strategy, as well as a critical part of business management. However, as macreconomic weakness persists, and alpha becomes increasingly hard to generate, risk management as emerged as a more promin

  5. CTAs , event-driven strategies lead hedge funds recovery in mid-November[more]

    Komfie Manalo, Opalesque Asia: November’s performance proves to be in sharp contrast to the previous month, with equities further consolidating their upswing last week, according to the latest Lyxor Asset Management’s Weekly Brief. CTA funds als