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Alternative Market Briefing

Newedge’s hedge fund indices show disappointing returns for March

Wednesday, April 13, 2011

By Beverly Chandler, Opalesque London:

Newedge’s suite of indices showed disappointing returns across the board for March, with only its Volatility Trading Index showing a positive return, of 1.98% for the month and 2.39% year to date. CTA’s had a particularly tough month, losing 4.03% over March, giving year to date losses of 3.27%.

Close to breaking even were the Newedge Macro Trading Index (Discretionary) with a loss of 0.19% and the Trend Indicator which sat at -0.71%. The Newedge Trend Indicator is a market based performance indicat......................

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