Wed, Aug 31, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge CTA index down 0.86% in September, +0.10% YTD

Thursday, October 18, 2012
Opalesque Industry Update – The Newedge CTA Trend Sub Index was down 2.08% in September 2012, closing the third-quarter with nearly flat performance year-to-date. The index has been up as much as 5.5% and down as much as 2.0% in 2012. After September’s +0.98% return, the Volatility Trading Index has now been up in 6 of the 9 months in 2012.

Newedge CTA Index

-0.86%

0.10%

Newedge CTA Trend Sub-Index

-2.08%

-0.01%

Newedge Trend Indicator

-0.59%

-13.59%

Newedge Short-Term Traders Index

-1.36%

-3.92%

Newedge Macro Trading Index

0.27%

0.77%

Newedge Macro Trading Index (Quantitative)

-0.05%

1.39%

Newedge Macro Trading Index (Discretionary)

0.48%

0.36%

Newedge Commodity Trading Index

-0.52%

-0.09%

Newedge Commodity Trading Index (Trading)

-0.52%

-0.55%

Newedge Commodity Trading Index (Equity)

-0.48%

-0.92%

Newedge Volatility Trading Index

0.98%

4.04%

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

• FDO Partners (Emerging Markets Quant Currency): est. +3.20 percent
• FX Concepts (Multi-Strategy): +2.06 percent
• FX Concepts (GCP): est. +1.58 percent

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

• Boronia Capital (Diversified): est. +1.51 percent
• Revolution Capital (Mosaic): est. +1.29 percent
• Quantitative Investment Mgmt. (Global): est. +0.32 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.

Newedge is a global leader in multi-asset brokerage and clearing. 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. The Big Picture: Water is single largest environmental investment opportunity[more]

    Benedicte Gravrand, Opalesque Geneva: Water, the world’s most precious and undervalued commodity, is set to lead the socially and environmentally responsible investment themes. This is according to specialist fund manager Thomas Schumann. His firm,

  2. Commodities - Hedge funds pile into bullish bets on U.S. crude by most on record, Rig count steady, hedge funds dump short contracts on 63 million barrels, Hedge funds bail on Copper as Goldman predicts ‘supply storm’, Hedge funds pile up bets against sterling[more]

    Hedge funds pile into bullish bets on U.S. crude by most on record From BRecorder.com: Hedge funds and other speculators raised their bullish bets on US crude oil in the past week by the most on record fuelled by speculation that Organization of the Petroleum Exporting Countries will agr

  3. Investing - U.S. hedge fund Marathon makes Brexit bet on European property, Hedge funds love Liberty and John Malone, DE Shaw could bid for control over TerraForm Power, New York hedge fund increases stake in Tronc as sale talks continue, Don't wait too long to check this +20% value fund's ideas[more]

    U.S. hedge fund Marathon makes Brexit bet on European property From FT.com: Marathon, a $13bn US hedge fund, is building a big Brexit trade, increasing its investments in property across Ireland, France, Germany and the Netherlands, in a bet that they will be among the big beneficiaries

  4. Investing - Hedge funds express interest in acquiring Terraform's class B shares, REIFs: A new opportunity for foreign real estate investors, $21bn distressed expert hedge fund likes these 4 ideas, This merger arbitrage ETF is drawing increased interest, Investors look to emerging Asia for returns[more]

    Hedge funds express interest in acquiring Terraform's class B shares From Thecountrycaller.com: The US residential solar provider, Sunedison Inc. has received a bid from hedge fund manager D.E Shaw & Co LP for controlling a stake in its Yieldco TerraForm Power Inc. According to Reuters,

  5. Opalesque Exclusive: Investors struggle to identify the better performing hedge funds[more]

    Komfie Manalo, Opalesque Asia: Fund managers and investors believe that performance is one of the major factors driving change in the hedge fund industry, a Preqin survey showed in its latest Hedge Fund Spotlight. Preqin said that the disappoin