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
|
0.87%
|
1.45%
|
|
Newedge CTA Trend Sub-Index
|
1.52%
|
2.60%
|
|
Newedge Trend Indicator
|
2.40%
|
0.64%
|
|
Newedge AlternativeEdge Short-Term
Traders Index
|
-0.97%
|
-1.20%
|
|
Newedge Macro Trading Index
|
1.45%
|
2.18%
|
|
Newedge Macro Trading Index
(Quantitative)
|
1.97%
|
2.81%
|
|
Newedge Macro Trading Index
(Discretionary)
|
0.95%
|
1.61%
|
|
Newedge Commodity Trading Index
|
0.51%
|
1.65%
|
|
Newedge Commodity Trading Index (Trading)
|
0.45%
|
1.01%
|
|
Newedge Commodity Trading Index (Equity)
|
1.45%
|
5.88%
|
|
Newedge Volatility Trading Index
|
-0.24%
|
1.70%
|
The Newedge CTA Index’s top performers for the month of February 2012 included:
• FDO Partners (Emerging Markets Quant Currency): est. + 4.25 percent
• P/E Investments (FX Aggressive): est. +3.66 percent
• Graham Capital (K4D-15V): est. + 3.24 percent
•
The Newedge STTI’s top performers for the month of February included:
• Kaiser Capital (Global Diversified): est. + 0.98 percent
• Capital Fund Management (Discus): est. + 0.94 percent
• Boronia Capital (Diversified): est. – 0.17 percent
(press release)
Source
BG