Alternative Market Briefing

Indices: Newedge announces Short-Term Traders Index performance data, invites managers to submit for inclusion as fund rebalances, RBC Hedge 250 Index returns 1.72% (est.) in May, YTD stands at -1.05%, S&P launches thematic indices for Asian markets, State Street announces Private Equity Index results

Friday, June 13, 2008

Opalesque Exclusive: Newedge announces Short-Term Traders Index performance data, invites managers to submit for inclusion as fund rebalances Newedge, through its Newedge Alternative Investments Group, today announced the May and year-to-date performance of the AlternativeEdge Short-Term Traders Index and also extended an invitation for CTA managers to submit funds for consideration in the index, which is reconstituted and rebalanced semi-annually.

Performance Information: Index May-08 Year to Date Annualized Return Annualized Volatility Max Drawdown Correlation to S&P 500 Alternative Edge Short-Term Traders Index 0.94% 6.10% 13.77% 3.44% 0.90% -0.09%

The AlternativeEdge Short-Term Traders Index is designed to track the daily performance of a portfolio of 21 futures-based strategies that are open to investment, trade at least two market sectors, and employ a short-......................

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