19 Jan 2012
Newedge CTA index produced an overall return of 0.46% for December, bringing YTD performance to -4.45%. The Index’s top performers for December included Campbell & Co., estimated 3% return, Brummer and Partners (Lynx) estimated 2.88% return and Aspect Capital (diversified fund) with an estimated return of 2.27%.
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest CTAs that are willing to provide daily returns and are open to new investment.
Newedge’s lowest performing indices suffered negative returns: Alternative Edge Short-Term Traders Index (-1.29%, YTD -3.72%), Newedge Commodity Trading Index (-0.39%, YTD -4.16%) and Newedge Commodity Trading Index (equity) (-1.99%, YTD -15.80%).
The STTI’s (short-term traders index) top performers for the month of December included Dominion Capital (Sapphire) with an estimated return of 3.86%, Quest Capital (AlphaQuest Short-Term) estimated 3.62% return and SSARIS Short-Term Momentum produced an estimated return of 3.30%.
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest CTAs that are willing to provide daily returns and are open to new investment.
Newedge’s lowest performing indices suffered negative returns: Alternative Edge Short-Term Traders Index (-1.29%, YTD -3.72%), Newedge Commodity Trading Index (-0.39%, YTD -4.16%) and Newedge Commodity Trading Index (equity) (-1.99%, YTD -15.80%).
The STTI’s (short-term traders index) top performers for the month of December included Dominion Capital (Sapphire) with an estimated return of 3.86%, Quest Capital (AlphaQuest Short-Term) estimated 3.62% return and SSARIS Short-Term Momentum produced an estimated return of 3.30%.
