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Newedge VTI returns 0.52 per cent in May

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The estimated May 2009 return for the Newedge Volatility Trading Index is 0.52 per cent, up from an estimated -0.42 per cent the previous month.

The estimated May 2009 return for the Newedge Volatility Trading Index is 0.52 per cent, up from an estimated -0.42 per cent the previous month.

Since inception, the index is up 11.72 per cent.

Since 1 May 2009, the Bay Hill Capital Fund has been included in the Newedge VTI calculation.

The index is made up of nine funds: Acorn Derivatives – Absolute Return Offshore; AM Investment Partners V Fund; BAM Opportunity Fund; Bay Hill Capital Fund; JD Capital – Tempo Volatility Fund; Lyxor G-Multi USD; KBD Capital Partners LP, 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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