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

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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

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