The estimated March 2009 return for the Newedge Volatility Trading Index is -0.88 per cent, compared with +0.72 per cent for February 2009.
The estimated March 2009 return for the Newedge Volatility Trading Index is -0.88 per cent, compared with +0.72 per cent for February 2009.
Newedge VTI is a performance measure for the volatility trading and arbitrage style within the hedge fund universe. It is an equally weighted portfolio of volatility and trading arbitrage funds.
Since inception it has returned +12.76 per cent.
It consists of eight funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners, Class B; Maple Leaf Macro Volatility Fund; and SGAM Global Volatility Fund.
