Eight Newedge hedge fund indices positive in March
Eight of Newedge’s 11 hedge fund indices showed positive performance during March.
The Newedge Trend Index increased 1.89 per cent in March, followed by the Newedge CTA Index, which gained 1.29 per cent. The Newedge Trend Index and Newedge CTA Index have risen 3.68 per cent and 2.87 per cent, respectively, for the year.
The Newedge Short-Term Trading Index was up 0.80 per cent in March and 3.51 per cent for 2013.
The Newedge Volatility Trading Index had the worst performance during the month and was down 0.81 per cent.
The Newedge Trend Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 10 trend following based CTAs that are willing to provide daily returns and are open to new investment.
The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest twenty CTAs that are willing to provide daily returns and are open to new investment. Both indices are rebalanced and reconstituted annually.
The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of short-term, diversified CTAs who have less than a 10-day average holding period, are willing to provide daily returns and are open to new investment.
The Newedge Volatility Trading Index 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.
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