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Newedge VTI returns estimated -0.42 per cent in April

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The estimated April 2009 return for the Newedge Volatility Trading Index is -0.42 per cent, compared with an estimated March 2009 return of -0.89 per cent.

The estimated April 2009 return for the Newedge Volatility Trading Index is -0.42 per cent, compared with an estimated March 2009 return of -0.89 per cent.

Since inception, the index has returned +11.15 per cent.

The index consists of eight funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners, Class B; Maple Leaf Macro Volatility Fund; and SGAM Global Volatility 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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