Thu, Oct 19, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Newedge Commodity Trading Index posts largest monthly gain in over three years, +1.78% in February (2.51% YTD)

Thursday, March 20, 2014
Opalesque Industry Update - Newedge, a global leader in multi-asset brokerage and clearing, today announced the February performance for its suite of hedge fund indices. Commodity traders, as represented by the Newedge Commodity Trading Index, saw their largest monthly gain since December 2010, returning +1.78% in February 2014. The Newedge CTA Index was up 0.55% (-1.77% YTD).

In addition, the Newedge Short-Term Traders Index (STTI) continued its strong run with another month of positive performance. This marks the eleventh time in fourteen months that the STTI has delivered a positive monthly return.

Some of the top performing hedge funds during February included:

The Newedge CTA Index:

· Lynx Bermuda Ltd (D): est. +4.18 percent
· Aquila Capital (AC Risk Parity 12): est. +3.44 percent
· Skandinaviska Enskilda (SEB Asset Sel.): est. +2.83 percent

The Newedge Trend Index:

· Millburn Ridgefield Corp (Diversified): est. +4.41 percent
· Lynx Bermuda Ltd (D): est. +4.18 percent
· Winton Capital (Diversified): est. +2.50 percent

The Newedge STTI Index:

· Mondiale Asset Management (Trading Program): est. +5.44 percent
· Amplitude Capital (Klassik A): est. +4.08 percent
· QuantMetrics Capital Management (Directional 2x): est. +2.98 percent

Press release and performance table here.

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. Regulatory - David Stockman: Trump tax reform overhaul is a pipe dream, stocks are heading for 40-70% plunge, Carried interest tax: How much does it matter?, Odey sees 'terrifying' mix in MiFID, tapering, asset values, Hedge funds come together to share cost of MiFID and research, SEC turns up the heat on U.S. investment advisers, India's Sebi asks hedge funds to report investments in commodity derivatives[more]

    David Stockman: Trump tax reform overhaul is a pipe dream, stocks are heading for 40-70% plunge From CNBC.com: David Stockman is warning about the Trump administration's tax overhaul plan, Federal Reserve policy, saying they could play into a severe stock market sell-off. Stockman, the R

  2. North America - Puerto Rico rejects loan offers, accusing hedge funds of trying to profit off hurricanes[more]

    From TheIintercept.com: Puerto Rico has rejected a bondholder group's offer to issue the territory additional debt as a response to the devastation of Hurricane Maria. Officials with Puerto Rico's Fiscal Agency and Financial Advisory Authority said the offer was "not viable" and would harm the islan

  3. Investing - WPP targeted by short-selling American hedge fund, Sun co-founder sells secretive hedge fund on big chip trade[more]

    WPP targeted by short-selling American hedge fund From Cityam.com: An American hedge fund has mounted a bet against WPP, the world's largest advertising group, with a trade worth almost £90m. Lone Pine Capital has built a short position worth 0.51 per cent of the FTSE 100 company,

  4. Hedge funds up as industry adjusts to rising rates[more]

    Komfie Manalo, Opalesque Asia: Hedge funds have reshuffled their portfolio after nearly four weeks of rising rates as the Lyxor Hedge Fund Index was up +0.2% from 19 September to 26 (+1.1% YTD), fuelled by strong results of global macro funds, Lyxor Ass

  5. Manager Profile - How the world's hedge fund king used 'idea meritocracy' to become a billionaire[more]

    From Forbes.com: In 1982, Ray Dalio made what he calls the biggest mistake of his life. He made a bet that there would be an economic collapse stemming from a debt crisis. And he was wrong. He lost money. He lost his client's money. He had to let people go from his firm and borrow money from his dad