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Good news for most of Newedge’s hedge fund indices
19 April 2013 New York
Reporter: Georgina Lavers

Image: Shutterstock
Eight of Newedge’s 11 hedge fund indices showed positive performance during the month of March.

The Newedge Trend Index increased 1.89 percent in March, followed by the Newedge CTA Index, which gained 1.29 percent. The Newedge Trend Index and Newedge CTA Index have risen 3.68 percent and 2.87 percent, respectively, for the year.

The Newedge Short-Term Trading Index was up 0.8 percent in March and 3.51 percent for 2013, but the Newedge Volatility Trading Index had the worst performance during the month and was down 0.81 percent.

The Newedge Trend Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 10 trend following based CTAs that are willing to provide daily returns and are open to new investment.

The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 20 CTAs that are willing to provide daily returns and are open to new investment.

The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of short-term, diversified CTAs who have less than a 10-day average holding period, are willing to provide daily returns and are open to new investment.

The Newedge Volatility Trading Index is a performance measure for the volatility trading and arbitrage style within the hedge fund universe.
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