The estimated April 2009 return for the Newedge Volatility Trading Index is -0.42 per cent, compared with an estimated March 2009 return of -0.89 per cent.
The estimated April 2009 return for the Newedge Volatility Trading Index is -0.42 per cent, compared with an estimated March 2009 return of -0.89 per cent.
Since inception, the index has returned +11.15 per cent.
The index 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.
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 and arbitrage funds.
