Newedge’s suite of hedge fund indices all posted negative results for the month of June.
The Newedge CTA Index fell 0.19 per cent in June (+1.75 per cent year-to-date), while the AlternativeEdge Short-Term Traders Index fell 0.05 per cent (+0.83 per cent YTD), the Volatility Trading Index fell 1.06 per cent (-6.77 per cent YTD) and the Macro Trading Index fell 0.24 per cent (+1.43 per cent YTD).
The Newedge Macro Trading Index (Quantitative) was down 0.25 per cent in June (+2.45 per cent YTD) and the Macro Trading Index (Discretionary) was down 0.24 per cent (+0.96 per cent YTD).
Newedge’s Commodity Trading Index dropped 0.67 per cent (-3.64 per cent YTD), the Commodity Trading Index (Trading) fell 0.50 per cent (-3.88 per cent YTD) and the Commodity Trading Index (Equity) fell1.43 per cent (-2.65 per cent YTD).
The Newedge CTA Index top performance for the month of June included Brummer and Partners (Lynx), up by an estimated 1.89 per cent; Kaiser Trading Group, up by an estimated 1.54 per cent; and Winton Capital Management (Diversified), up by an estimated 1.46 per cent.
The Short-Term Traders Index top performers for the month of June included Kaiser Trading Group (2X), up by an estimated 3.17 per cent; SSARIS Short-Term Momentum, up by an estimated 2.20 per cent; and R.G. Niederhoffer (Negative Correlation), up by an estimated 2.12 per cent.
