The Newedge CTA Index fell by 1.51 per cent in May, bringing its year-to-date performance to +2.06 per cent.
The Newedge CTA Index top performances for May included Boronia Diversified Fund, up by an estimated 4.32 per cent, IKOS Financial USD, up 3.07 per cent, and Kaiser Trading Group, up 2.90 per cent.
The Short-Term Traders Index rose by 1.18 per cent in May and is up 0.97 per cent YTD.
The Short-Term Traders Index top performers for the month were Conquest Capital Group (Macro), up 12.03 per cent, Kaiser Trading Group (Kaiser Trading Fund 2x), up 5.86 per cent, and R.G. Niederhoffer Negative Correlation Fund, up 6.29 per cent.
The Newedge Volatility Trading Index fell by 1.39 per cent in May and is down 5.87 per cent YTD. The Commodity Trading Index also posted a loss of 2.77 per cent and is down 2.97 per cent YTD.
Newedge Macro Trading Index rose by 0.85 per cent in May and is up 2.32 per cent YTD.
