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Newedge VTI down 2.01 per cent in February

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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.

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