The estimated July 2009 return for the Newedge Volatility Trading Index is 0.66 per cent, compared with -0.25 per cent the previous month.
The estimated July 2009 return for the Newedge Volatility Trading Index is 0.66 per cent, compared with -0.25 per cent the previous month.
Year-to-date, the index is up by 0.50 per cent. In 2008 it returned 3.20 per cent.
Newedge VTI is made up of nine constituent funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners LP, 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.
