Mon, Feb 8, 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. How Einhorn survived a nightmare year[more]

    From Bloomberg.com: Even when a hedge fund has an awful year, which was the case for David Einhorn's Greenlight Capital, there are lessons to be learned. Many funds would have had a tough time surviving a year like Einhorn experienced in 2015, when all the stars seemed to align against him and Green

  2. Legal - Hedge fund founder wins early release in U.S. insider trading case, Gramercy seeking $1.3 billion from Peru over land-bond dispute[more]

    Hedge fund founder wins early release in U.S. insider trading case From Reuters/Streetinsider.com: Former hedge fund manager Doug Whitman on Tuesday won a reprieve from serving the remainder of his two-year sentence for insider trading after several judges expressed skepticism that his 2

  3. Investing - David Einhorn finds a winner in Michael Kors[more]

    From Thestreetinsider.com: Greenlight Capital hedge fund manger David Einhorn took his lumps in 2015. The fund lost over 20 percent on the year amid bets gone bad being long a plunging SunEdison and short a couple high-flying FANG stocks. However, today Einhorn is again showing his stock picking pro

  4. Investing - Avenue Capital's Marc Lasry: We like European bank loans, Comment: A bunch of hedge fund managers are chasing the 'dream of crushing a major structural problem'[more]

    Avenue Capital's Marc Lasry: We like European bank loans From CNBC.com: European banks are under immense pressure, but at least one prominent hedge fund has found what it thinks is a good opportunity in the wreckage. Marc Lasry, co-founder and chief executive of hedge fund Avenue Capital

  5. Computer-driven hedge funds make money during January’s selloff[more]

    Komfie Manalo, Opalesque Asia: Commodity trading advisers (CTAs) that use computer programs to guide how they trade, made millions of dollars during last month’s market selloff on the back of declining oil prices and global equities and big moves in currencies. Data provider