Thu, Apr 27, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA index down 1.24% in August, +0.84% YTD

Wednesday, September 19, 2012
Opalesque industry Update – The Newedge Commodity Trading Index finished August 2012 up 0.92%, completing a recent run of three consecutive positive months. Over the same period, the CTA and CTA Trend-Sub Indices finished down 1.68% and 1.87% respectively. Sector performance data from the Newedge Trend Indicator reveals commodity and currency sectors may have contributed to this difficult run for systematic strategies.

Newedge CTA Index

-1.24%

0.84%

Newedge CTA Trend Sub-Index

-2.02%

2.11%

Newedge Trend Indicator

-5.32%

-13.05%

Newedge Short-Term Traders Index

-1.58%

-2.60%

Newedge Macro Trading Index

0.01%

0.46%

Newedge Macro Trading Index (Quantitative)

-0.39%

1.39%

Newedge Macro Trading Index (Discretionary)

0.32%

-0.12%

Newedge Commodity Trading Index

0.92%

0.52%

Newedge Commodity Trading Index (Trading)

0.96%

0.55%

Newedge Commodity Trading Index (Equity)

0.64%

-0.07%

Newedge Volatility Trading Index

0.08%

3.04%


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

• Armajaro Commodities Fund: est. +3.58 percent
• Quantitative Investment Mgmt. (Global): +0.52 percent
• Graham Capital Mgmt. (Discretionary – 6V): est. +0.27 percent

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

• Quantitative Investment Mgmt. (Global) : est. + 0.52 percent
• Ion Fund: est. + 0.30 percent
• Kaiser Capital (Global Diversified): est. -0.34 percent

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.

For additional information please visit: www.newedge.com/web/guest/brokerage_services/research/newedge_indices

(press release)

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. www.newedge.com

Bg

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. Opalesque Exclusive: Ex-Man manager combines sustainable investing with AI/ML[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Dr. Richard Bateson, quant fund manager and physicist, has recently

  2. Hedge funds holding Puerto Rico bonds are looking at a long battle[more]

    Komfie Manalo, Opalesque Asia: Hedge funds which bought Puerto Rico's distressed debt bonds are facing the prospect of a long road ahead to recover their investments as the Caribbean island is attempting to use a U.S. Congress-approved rule that allows it to exploit a bankruptcy-like proceedings

  3. Other Voices: "Winner-take-all" dynamics and hedge fund investing[more]

    A growing stream of thinking in microeconomics is the concept of "winner-take-all" dynamics. The idea seems simple. A combination of networking economics and classic economies of scale creates situations where there are just a few dominant firms or economic agents who are able to capture significant

  4. Investing - How Chipotle's comeback attracted big data robots and value investors alike[more]

    From Forbes.com: When William Ackman's ailing hedge fund Pershing Square Capital Management bet $1 billion on shares in Chipotle Mexican Grill beginning in July 2016, the stakes couldn't have been higher. Pershing Square was reeling from what would eventually be a near $4 billion loss in drugmaker V

  5. Service Providers - Colemore launches fee tracking service for limited partners[more]

    Following Colmore's successful launch in January 2017, the firm has announced the launch of FAIR.. FAIR is designed to help private equity investors independently validate fees and incentives charged by underlying managers, saving time and providing an extra level of comfort. There is a glob