Mon, Sep 26, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA Index up 2.97% in May (+2.48% YTD)

Friday, June 15, 2012
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.

Index May YTD
Newedge CTA Index 2.97% 2.48%
Newedge CTA Trend Sub-Index 2.85% 3.94%
Newedge Trend Indicator 1.55% -2.53%
Newedge Macro Trading Index 1.08% 0.74%
Newedge Macro Trading Index (Quantitative) 1.89% 0.84%
Newedge Macro Trading Index (Discretionary) 0.46% 0.57%
Newedge Commodity Trading Index -2.95% -2.91%
Newedge Commodity Trading Index (Trading) -2.55% -3.00%
Newedge Commodity Trading Index (Equity) -5.36% -2.57%
Newedge Volatility Trading Index -0.48% 1.93%

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

  • P/E Investments (FX Aggressive): est. + 10.77 percent
  • Boronia Capital (Diversified): + 10.24 percent
  • Transtrend (Enhanced Risk): est. + 7.53 percent

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

  • Conquest Capital (Macro): est. + 14.95 percent
  • Kaiser Capital (Global Diversified): est. + 12.84 percent
  • Boronia Capital (Diversified): est. + 10.24 percent

(press release)

About Newedge
Newedge, a 50/50 joint venture between Société Générale and Crédit Agricole CIB, is a major force in global multi asset brokerage business, with a world-leading position in the execution and clearing of listed derivative products. With a presence in more than 20 locations in 16 countries, Newedge offers a full range of clearing and execution services covering options and futures contracts for financial products and commodities, as well as for money market instruments, bonds, FX, equities, and commodities on OTC markets. Newedge provides a range of value added services, including prime brokerage, asset financing, an electronic platform for trading and order routing, cross margining, and the centralized reporting of client portfolios. Newedge, which primarily serves institutional clients, provides access to more than 85 exchanges. Newedge's 3,000+ employees form a close-knit, multinational team that can innovatively respond to its clients in fast-moving markets. For more information, visit www.newedge.com.

fg

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. North America - Acela fight splits hedge fund Connecticut and old money enclaves[more]

    From Bloomberg.com: Connecticut’s residential coastline is two worlds, the one of newcomer millionaires and one whose wealth and New England roots span generations. Now, their differences over a rail route threaten to gum up plans for the U.S. Northeast’s fastest-ever trains. About 30 miles from Man

  2. Activist News - Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership, Activist investors double chance of CEO exits[more]

    Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership From Calvinayre.com: Casino operator Caesars Entertainment has improved its offer to junior creditors to over $5b, but the offer is only good until Friday. On Wednesday, Caesars added an extra $1.6b to the $

  3. Opalesque Exclusive: Modern investor tools (2): A platform that does the job for you[more]

    Benedicte Gravrand, Opalesque Geneva: A new series on technology providers that assist asset allocators. There is disruption in the investor part of the world of hedge funds, coming from platforms that can replace traditionally-run search and analysis. Here is one of them. L

  4. Hedge funds saw four consecutive months of outflows in August, but assets still up by $17.6bn YTD[more]

    Komfie Manalo, Opalesque Asia: Hedge funds witnessed four consecutive months of outflows with investor redemptions totaling $23.8bn as of end of August, data provider Eurekahedge said in its monthly report. But total hedge fund assets grew by

  5. Trend reversals lead to losses as managed futures drops 1.52% in August[more]

    Komfie Manalo, Opalesque Asia: Trend reversals in August have led managed futures traders to lose 1.52% last month according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.62% year to dat