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Industry Updates

Newedge CTA Index down 0.15% in November (-3% YTD), Volatility Trading Index up 0.17% (4.75% YTD)

Wednesday, December 19, 2012
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



Newedge CTA Trend Sub-Index



Newedge Trend Indicator



Newedge Short-Term Traders Index



Newedge Macro Trading Index



Newedge Macro Trading Index (Quantitative)



Newedge Macro Trading Index (Discretionary)



Newedge Commodity Trading Index



Newedge Commodity Trading Index (Trading)



Newedge Commodity Trading Index (Equity)



Newedge Volatility Trading Index



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:



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