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.
The Newedge CTA Index’s top performers for the month of September included:
• FDO Partners (Emerging Markets Quant Currency): est. +3.20 percent The Newedge STTI’s top performers for the month of September included:
• Boronia Capital (Diversified): est. +1.51 percent Newedge is a global leader in multi-asset brokerage and clearing. www.newedge.com Bg |
Industry Updates
Newedge CTA index down 0.86% in September, +0.10% YTD
Thursday, October 18, 2012
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