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.
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Index September 2011 YTD Newedge CTA Index
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0.93%
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-1.36%
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Newedge CTA Trend Sub-Index
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-0.95%
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-4.23%
|
|
Newedge Trend Indicator
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0.30%
|
3.93%
|
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Newedge AlternativeEdge Short-Term Traders Index
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-0.03%
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-2.04%
|
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Newedge Macro Trading Index
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0.35%
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-0.87%
|
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Newedge Macro Trading Index (Quantitative)
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0.18%
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-2.82%
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Newedge Macro Trading Index (Discretionary)
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0.49%
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0.22%
|
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Newedge Commodity Trading Index
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-3.69%
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-4.78%
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Newedge Commodity Trading Index (Trading)
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-3.16%
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-2.70%
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Newedge Commodity Trading Index (Equity)
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-7.13%
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-15.41%
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The Newedge CTA Index’s top performers for the month of September included:
· NuWave Investment Mgmt. (Combined 2X): est. +7.58 percent
· Brummer & Partners (Lynx): est. +4.80 percent
· Quantitative Investment Mgmt. (Global): est. +4.51 percent
The STTI’s top performers for the month of September included:
· Conquest Capital (Macro Fund): est. +11.33 percent
· Rotella Capital (Orion): est. +5.86 percent
· Quantitative Investment Mgmt. (Global): est. +4.51 percent
www.newedge.com
BG