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The Newedge Trend Index increased 1.89% in March, followed by the Newedge CTA Index, which gained 1.29%. The Newedge Trend Index and Newedge CTA Index have risen 3.68% and 2.87%, respectively, for the year.
The Newedge Short-Term Trading Index was up 0.80% in March and 3.51% for 2013.
The Newedge Volatility Trading Index had the worst performance during the month and was down -0.81%.
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 twenty CTAs that are willing to provide daily returns and are open to new investment. Both indices are rebalanced and reconstituted annually.
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. It is an equally weighed portfolio of Volatility Trading & Arbitrage funds.
Index – Mar. 2013 – YTD
Newedge CTA Index – 1.29% – 2.87%
Newedge Trend Index – 1.89% – 3.68%
Newedge Trend Indicator – -0.56% – -3.16%
Newedge Short-Term Traders Index – 0.80% – 3.51%
Newedge Macro Trading Index – 0.51% – 1.52%
Newedge Macro Trading Index (Quantitative) – 0.41% – 1.54%
Newedge Macro Trading Index (Discretionary) – 0.60% – 1.53%
Newedge Commodity Trading Index – 1.22% – 1.02%
Newedge Commodity Trading Index (Trading) – -0.05% – -0.75%
Newedge Commodity Trading Index (Equity) – 9.71% – 12.83%
Newedge Volatility Trading Index – -0.81% – -2.58%
Some of the top performing hedge funds during March included:
The Newedge CTA Index:
• Graham Capital (K4D-15V): est. +4.46 percent
• FX Concepts (Multi-Strategy): est. +3.93 percent
• Capital Fund Management (Discus): est. +3.62 percent
The Newedge Trend Index:
• Graham Capital (K4D-15V): est. +4.46 percent
• Winton Capital (Diversified): est. +2.66 percent
• Transtrend (Enhanced Risk): est. +2.18 percent
The Newedge STTI Index:
• Capital Fund Management (Discus): est. +3.62 percent
• R.G. Niederhoffer (Diversified): est. +3.44 percent
• Crabel Capital (Multi-Product): est. +1.81 percent
Newedge’s Alternative Investment Solutions Group, part of Newedge’s Prime Clearing Services, is an innovator in providing investors with benchmarking tools that accurately represent key hedge fund strategy styles.
Newedge is the leading prime broker for the CTA market, servicing the largest share of the CTA fund market in the word. Currently Newedge ranks No. 3 based on the CFTC’s tracking of customer assets on deposit.
Contacts
PR Americas: Dan Kaplan
P: +1 212 754 5468 - E: dkaplan[.]intermarket.com
PR Europe: Alex Jones
P: +44 207255 5154 E: alex.jones[.]capitalmsl.com.
PR APAC: Tracy Ho
P: +852 3655 0515 E: tracy[.]ryanfin.com.
About Newedge
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All information, prices or projections are subject to change without notice. Some financial products and investments are subject to fluctuations in price and or value and investors may get back less than originally invested. Futures and options, as well as certain other financial instruments, are speculative products and the risk of loss can be substantial. Consequently, only risk capital should be used to trade futures and options and other speculative products. Investors should fully understand the risks and potential losses and seek their own independent investment and trading advice having regard to their objectives, financial situation and needs. This information is not intended to be construed as investment advice.
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nicole.wesch[.]newedge.com 
