November presented a mixed trading environment for the Newedge indices, with commodity strategies fairing poorly, extending a recent downturn in performance.
The Volatility Trading Index meanwhile, continued a good run and has now been positive in eight of the 11 months in 2012.
The best performer was the Newedge Macro Trading Index (Quantitative), which rose 0.86 per cent.
The worst performer was the Newedge Commodity Trading Index (Trading), which fell 1.16 per cent.
The Newedge Trend Indicator was down 0.33 per cent in November taking it to -16.69 per cent year-to-date, while the Newedge Volatility Trading Index is now up 4.75 per cent so far this year following a gain of 0.17 per cent in November.
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