Newedge Absolute Return IndicesThe Newedge Prime Brokerage Group is an innovator in providing investors with benchmarking tools that accurately represent key hedge fund strategy styles. The Absolute Return Indices represent a range of non-investable products that are highly relevant for demonstrating potential for diversification of returns. Please contact Newedge's Prime Brokerage Group for more information about any of the Absolute Return Indices or to inquire about requirements for inclusion of a fund into one of the indices.
Newedge Volatility Index (VTI)The Newedge Volatility Trading Index was the first ever performance measure for volatility trading within the Alternative Investment industry. Designed to increase awareness of volatility trading as a hedge fund strategy, and as a benchmark index for the strategy, the Newedge Volatility Trading Index is an equally weighed, non-investable index of funds that trades volatility as an asset class.
Newedge Volatility Trading Index (VTI)
Please contact us to request detailed information about the index's methodology and constituents. Newedge Macro Trading Index (MTI)The Newedge Macro Trading Index is a broad based performance measure for constituents that trade Global Macro strategies. These managers may typically employ top-down fundamental research to forecast the effect of global macroeconomic and political events on the valuation of financial instruments and are frequently focused on a diversified basket of instruments.
These strategies may be either discretionary or systematic, and the following sub-indices have been created to provide further transparency and information on the investment strategy:
Newedge MTI - Quantitative Newedge MTI - Discretionary
In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Global Macro strategy, provide monthly performance data, and have AUM greater than USD 30 million.
Newedge Macro Trading Index (MTI)
Newedge Commodity Trading Index (CTI)The Newedge Commodity Trading Index is a broad based performance measure for constituents that trade commodity-related strategies. Commodity funds utilize a variety of investment strategies to profit from price moves in commodity markets.
The following sub-indices have been created to provide further transparency and information on the investment strategy:
Newedge CTI - Trading Strategies A trading orientated approach, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies; or Newedge CTI - Equity Strategies Long/short equity strategies focused on commodity related stocks.
In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Commodity strategy, provide monthly performance data, and have AUM greater than USD 30 million. Newedge Commodity Trading Index (CTI)
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Newedge News10
Mar
2010
Newedge Implements New Global Business Line Structure Streamlined Organization Reflects Changes in Market Environment
Newedge announces an important reorganization of its global business line structure [...] read more |