Sun, Dec 21, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
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

-0.15%

-3.07%

Newedge CTA Trend Sub-Index

0.12%

-4.77%

Newedge Trend Indicator

-0.33%

-16.69%

Newedge Short-Term Traders Index

-0.47%

-5.59%

Newedge Macro Trading Index

0.55%

0.10%

Newedge Macro Trading Index (Quantitative)

0.86%

0.08%

Newedge Macro Trading Index (Discretionary)

0.33%

0.08%

Newedge Commodity Trading Index

-1.13%

-2.54%

Newedge Commodity Trading Index (Trading)

-1.16%

-3.20%

Newedge Commodity Trading Index (Equity)

-0.86%

-1.85%

Newedge Volatility Trading Index

0.17%

4.75%


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: newedge.com/web/guest/brokerage_services/research/newedge_indices

Newedge: 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. Investing - Big hedge funds win again on PetSmart, Riverbed, RBS sells real estate loans to hedge fund Cerberus, Talisman energy speculation: Which hedge funds could benefit?[more]

    Big hedge funds win again on PetSmart, Riverbed From CNBC.com: Another week, another set of wins for activist investors. On Sunday, pet supply retailer PetSmart agreed to the largest leveraged buyout of the year at $8.7 billion. Hedge fund firm JANA Partners had been pushing for a sale a

  2. Outlook - Hedge fund manager who remembers 1998 rout says prepare for pain, Bond guru Bill Gross predicts U.S. economic growth to dip to 2%[more]

    Hedge fund manager who remembers 1998 rout says prepare for pain From Bloomberg.com: Stephen Jen landed in Hong Kong in early January 1997 as Morgan Stanley’s newly minted exchange-rate strategist for Asia. He was soon working around the clock when investors began targeting the region’s

  3. Investing - Hedge funds get boost from healthcare in 2014, Paulson & Co takes stake in Salix on heels of inventory issues[more]

    Hedge funds get boost from healthcare in 2014 From Valuewalk.com: The healthcare sector started the year on a turbulent note, as stocks of many major biotechnology companies were battered. However, most of the players in this sector have bounced back. The BarclayHedge Healthcare & Biotec

  4. Opalesque Exclusive: U.S. legal receivables fund launched in August[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Investing in asset-backed receivables is a strategy that has been an integral part of the alternative investment space within the overall fixed income asset c

  5. Comment - High fees and low performance hit hedge funds[more]

    From FT.com: Disenchantment over high fees and lackluster performance may finally be turning the tide against hedge funds, fresh data suggest. Despite generally weak returns since the global financial crisis, hedge funds have enjoyed positive net inflows every year since 2010. This helped assets und