The Newedge Volatility Trading Index fell by an estimated 2.01 per cent in February 2010.
This follows an estimated fall of 1.18 per cent the previous month.
From 1 February 2010, the Cassiopeia Fund has been included in the Newedge VTI calculation.
The number of constituent funds is 12.
The funds are: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund; CAAM Funds Volatility World Equities; Cassiopeia Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners LP, Class B; Maple Leaf Macro Volatility Fund; MM Capital Select Fund; and Swiss Alpha – Alpha Strategies Fund,
Newedge VTI 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.
