Newdedge VTI down 0.47 per cent in November

Newdedge VTI down 0.47 per cent in November

The Newedge Volatility Trading Index fell by an estimated 0.47 per cent in November, compared with a rise of 0.34 per cent the previous month.

 

Year-to-date the index is down 0.83 per cent. Since inception it has returned 10.94 per cent.

From 1 November 2009, the MM Capital Select Fund has been included in the Newedge VTI calculation, taking the number of constituent funds to 11.

The other ten are: Acorn Derivatives - Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund; CAAM Funds Volatility World Equities; JD Capital - Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners LP, Class B; Maple Leaf Macro Volatility Fund; and Swiss Alpha - Alpha Strategies Fund.

The 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 arbitrage funds.

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