Newedge has posted the monthly performance data for its suite of hedge Fund Indices. All bar one of the indices were in negative territory dung the month with the Newedge Volatility Trading Index the only positive performer at +0.89% (+5.11% year-to-date).
The Newedge CTA Index was down 1.69% in June (-3.96 YTD) while the index’s top performers for the month included: IKOS FX Fund: est. +3.36 per cent; Ortus Capital Mgmt. (Currency): est. +1.07 per cent; and Mapleridge Capital (Diversified): est. +0.06 per cent.
The Newedge AlternativeEdge Short-Term Traders index meanwhile, was down 0.12%. Its top performers for the month included: Revolution Capital (Mosaic), est. +11.55 per cent; Ion Asset Architecture: est. +0.80 per cent; and Crabel Capital (Multi-Product): est. +0.75 per cent.
The word perfuming indices were the Newedge Commodity Trading Index (Equity) (-3.37%; -6.76% YTD) and the Newedge CTA Trend Sub-Index (-3.33%, -6.75% YTD).