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

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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.

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