Fri, Mar 27, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

CTAs outperform over October

Wednesday, November 20, 2013
Opalesque Industry Update - Newedge reports that nine of the 11 Newedge Hedge Fund Indices experienced gains in October, including the Newedge CTA, Trend, and Short-Term Indices. Trend-following strategies, as represented by the Newedge Trend Index, faired particularly well, finishing the month up 2.55%.

In the Newedge CTA Index, seven of the month’s top 10 performers employ trend-following strategies.

The top YTD performer of 2013 through October remains the Newedge Commodity Trading Index (Equity), which has returned 17.72% over the 10-month period.

Some of the top performing hedge funds during October included:

The Newedge CTA Index:

  • Man Investments (AHL Diversified): est. +6.48 percent
  • Lynx Bermuda Ltd (D): est. +4.64 percent
  • Graham Capital (K4D-15V): est. +3.33 percent The Newedge Trend Index:
  • Man Investments (AHL Diversified): est. +6.48 percent
  • Lynx Bermuda Ltd (D): est. +4.64 percent
  • Graham Capital (K4D-15V): est. +3.33 percent

    The Newedge STTI Index:

  • Amplitude Capital (Klassik A): est. +3.30 percent
  • Kaiser Capital (Global Diversified): est. +1.42 percent
  • Crabel Capital (Multi-Product): est. +0.70 percent
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 20 CTAs that are willing to provide daily returns and are open to new investment. Both indices are rebalanced and reconstituted annually.

The Newedge Trend Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 10 trend following-based CTAs that are willing to provide daily returns and are open to new investment.

The Newedge Trend Indicator is a market based performance indicator designed to have a high correlation to the returns of trend following strategies.

The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of the largest 10 short-term, diversified CTAs who have a holding period shorter than 10 days, are willing to provide daily returns and are open to new investment.

The Newedge Commodity Trading Index includes funds that utilize a variety of investment strategies to profit from price moves in commodity markets. Managers may typically use either a trading orientated approach, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies; or long short equity strategies focused on commodity related stocks.

Press release

bc

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. Other Voices: Does the hedge fund industry benefit society?[more]

    This article was authored by Don Steinbrugge, Chairman of Agecroft Partners, a US-based global consulting and third party marketing firm for hedge funds. It is no secret that the hedge fund industry is viewed negatively by a la

  2. Private credit comes into focus for investors[more]

    Bailey McCann, Opalesque New York: As investors look for a way out of the low yield/no yield environment, private credit is becoming an increasingly attractive asset class, according to a white paper from Bayshore Capital Advisors. Private credit has grown steadily since the financial crisis as

  3. M&A - Hedge funds no longer attractive targets for banks, reinsurers, Blackstone buys stake in Christopher Pucillo’s Solus event-driven hedge fund[more]

    Hedge funds no longer attractive targets for banks, reinsurers From Institutionalinvestor.com: Swiss RE, the world’s second-largest reinsurer, is looking to sell its 15 percent stake in Jersey, Channel Islands–based hedge fund firm Brevan Howard Asset Management. Morgan Stanley reported

  4. Opalesque Radio: Threadneedle expects continuing equity volatility this year[more]

    Benedicte Gravrand, Opalesque Geneva: Investors should expect more volatility, which is signaling a "slow moving" top to the market, KKM Financial’s founder and CEO Jeff Kilburg told CNBC on Monday. And this volatility is going

  5. Hedge funds show strong performance of 2.52% so far in 2015[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry got off to a strong start in 2015 "completely unmindful" of the poor performance last year, according to data provider Preqin. According to Preqin, following a year which saw the average he

 

banner