Newedge Indices: January Tough Month For CTAs

Feb 14 2011 | 11:30am ET

Hedge funds and commodity trading advisers saw lackluster results in January, according to Newedge's Hedge Fund Indices.

The best performers were volatility traders, who were up 0.72% for the month. On the other end of the spectrum, commodity trading advisers were the worst performers, returning -1.47%.

Index

Jan. '11
Newedge CTA Index -1.47%
Newedge CTA Trend Sub-Index -1.15%
Newedge Trend Indicator 0.51%
Newedge AlternativeEdge Short-Term Traders Index -0.48%
Newedge Macro Trading Index -0.94%
Newedge Macro Trading Index (Quantitative) -1.43%
Newedge Macro Trading Index (Discretionary) -0.65%
Newedge Commodity Trading Index -0.29%
Newedge Commodity Trading Index (Trading) -0.37%
Newedge Commodity Trading Index (Equity) 0.14%
Newedge Volatility Trading Index 0.72%

  

The Newedge CTA Index’s top performers for the month of January included:

  • IKOS Futures Fund: est. +3.37 percent
  • IKOS FX Fund: est. +2.10 percent
  • Graham Capital Mgmt. (Discretionary - 6V): est. +1.31percent

The STTI’s top performers for the month of January included:

  • Revolution Capital (Mosaic): est. +5.44 percent
  • Digilog Capital (Strike): est. +2.16 percent
  • Crabel Capital (Multi-Product): +1.79 percent

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Chicago-based independent futures brokerage and clearing firm R.J. O’Brien & Associates (RJO) has hired industry veteran Daniel Staniford as Executive Director, responsible for the firm’s institutional business development in New York and London.

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