June performance data for Newedge’s indices

13 Jul 2010
Newedge has posted the monthly performance data for its suite of Hedge Fund Indices.

  • Newedge CTA Index: June -0.19% / YTD +1.75%
  • Newedge AlternativeEdge Short-Term Traders Index: June -0.05% / YTD +0.83%
  • Newedge Volatility Trading Index: June -1.06% / YTD -6.77%
  • Newedge Macro Trading Index: June -0.24% / YTD +1.43%
  • Newedge Macro Trading Index (Quantitative): June -0.25% / YTD +2.45%
  • Newedge Macro Trading Index (Discretionary): June -0.24% / YTD +0.96%
  • Newedge Commodity Trading Index: June -0.67% / YTD -3.64%
  • Newedge Commodity Trading Index (Trading): June -0.50% / YTD -3.88%
  • Newedge Commodity Trading Index (Equity): June -1.43% / YTD -2.65
The Newedge CTA Index top performance for the month of June included:

  • Brummer and Partners (Lynx): est. +1.89%
  • Kaiser Trading Group Pty. Ltd.: est. +1.54%
  • Winton Capital Management (Diversified): est. +1.46%
The Short-Term Traders Index top performers for the month of June included:

  • Kaiser Trading Group Pty. Ltd. (2X): est. +3.17%
  • SSARIS Short-Term Momentum: est. +2.20%
  • R.G. Niederhoffer (Negative Correlation): est. +2.12%