The latest April 2010 estimate for the NewEdge Volatility Index (VTI) is -0.56% making this the sixth consecutive month that the index has recorded a negative return.
The index, which consists of the following ten funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund Ltd; CAAM Funds Volatility World Equities; Cassiopeia Fund; JD Capital – Tempo Volatility Fund Ltd; KBD Capital Partners LP, Class B; MM Capital Select Fund Ltd; and Swiss Alpha – Alpha Strategies Fund Inc, is down 4.13% for the year to date.
