The Newedge Volatility Trading Index returned an estimated -1.33 per cent in August 2009, compared with an estimated +0.67 per cent the previous month.
The Newedge Volatility Trading Index returned an estimated -1.33 per cent in August 2009, compared with an estimated +0.67 per cent the previous month.
Since inception, the index has returned +10.94 per cent.
From 1 August 2009, the Swiss Alpha – Alpha Strategies Fund has been included in the Newedge VTI calculation.
The index is comprised of nine funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners LP, Class B; Maple Leaf Macro Volatility 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.
