19.12.2012 Newedge CTA Index down 0.15% in November (-3% YTD), Volatility Trading Index up 0.17% (4.75% YTD)
Opalesque Industry Update – November 2012 presented a mixed trading environment for the Newedge Indices. Commodity strategies faired poorly, extending a recent downturn in performance. The Volatility Trading Index continued a good run, and has now been positive in 8 of the 11 months in 2012.

Index                                                                                                   Nov. 2012        YTD

Newedge CTA Index

-0.15%

-3.07%

Newedge CTA Trend Sub-Index

0.12%

-4.77%

Newedge Trend Indicator

-0.33%

-16.69%

Newedge Short-Term Traders Index

-0.47%

-5.59%

Newedge Macro Trading Index

0.55%

0.10%

Newedge Macro Trading Index (Quantitative)

0.86%

0.08%

Newedge Macro Trading Index (Discretionary)

0.33%

0.08%

Newedge Commodity Trading Index

-1.13%

-2.54%

Newedge Commodity Trading Index (Trading)

-1.16%

-3.20%

Newedge Commodity Trading Index (Equity)

-0.86%

-1.85%

Newedge Volatility Trading Index

0.17%

4.75%


The Newedge CTA Index’s top performers for the month of November included:

• Cantab Capital (Aristarchus): est. +4.92 percent
• FDO Partners (Emerging Markets Quant Currency): est. +2.66 percent
• Man Investments (AHL Diversified): est. +1.04 percent

The Newedge STTI’s top performers for the month of November included:

• Crabel Capital (Multi-Product): est. +3.80 percent
• Ion Fund: est. +0.50 percent
• Boronia Capital (Diversified): est. -0.02 percent

press release

Newedge Indices: newedge.com/web/guest/brokerage_services/research/newedge_indices

Newedge: www.newedge.com

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