ENP Newswire -
Release date- 21052014 - Newedge Trend Indicator up 3.50% in April, Posts Best Monthly Return since
Commodity funds, as represented by the Newedge Commodity Trading Index (CTI), performed well in April, finishing the month up 1.17%. Year-to-date, the CTI (and sub-indices) leads the Newedge Index performance with a return of 3.25%.
In addition, trend strategies also exhibited positive performance last month. The Newedge Trend Indicator fared particularly well in April, finishing the month up 3.50%. This is the Indicator's best monthly return since July of 2012.
Newedge CTA Index
Newedge Trend Index
Newedge Trend Indicator
Newedge Short-Term Traders Index
Newedge Macro Trading Index
Newedge Macro Trading Index (Quantitative)
Newedge Macro Trading Index (Discretionary)
Newedge Commodity Trading Index
Newedge Commodity Trading Index (Trading)
Newedge Commodity Trading Index (Equity)
Newedge Volatility Trading Index
Some of the top performing hedge funds during April included:
The Newedge CTA Index:
Mondiale Asset Management (Trading Program): est. +0.97 percent
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 20 CTAs that are willing to provide daily returns and are open to new investment. Both indices are rebalanced and reconstituted annually.
The Newedge Trend Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 10 trend following-based CTAs that are willing to provide daily returns and are open to new investment.
The Newedge Trend Indicator is a market based performance indicator designed to have a high correlation to the returns of trend following strategies.
The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of the largest 10 short-term, diversified CTAs who have a holding period shorter than 10 days, are willing to provide daily returns and are open to new investment.
The Newedge MTI includes global macro managers who typically employ top-down fundamental research to forecast the effect of global macroeconomic and political events on the valuation of financial instruments. These strategies may be either discretionary or systematic, and are frequently focused on a diversified basket of instruments.
The Newedge Commodity Trading Index includes funds that utilize a variety of investment strategies to profit from price moves in commodity markets. Managers may typically use either (i) a trading orientated approach, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies; or (ii) Long short equity strategies focused on commodity related stocks.
The Newedge VTI is a performance measure for the volatility trading and arbitrage style within the hedge fund universe. It is an equally weighed portfolio of Volatility Trading & Arbitrage funds.
Newedge, a world-leading derivatives broker, is 100% owned and controlled by Societe Generale.
Able to draw on multi-asset capabilities and an agency model, it plays a pivotal role in the fully-integrated global markets proposition offered to clients that includes research; bespoke investment solutions and hedging; access to more than 85 exchanges; agency execution; an industry-leading clearing proposition (listed and OTC); financing; and award-winning prime brokerage, including cross-margining capabilities.
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