Tuesday, 22 July 2014
Last updated 9 hours ago
Jul 15 2011 | 11:15am ET
Volatility hedge funds did very well in June—to the exclusion of just about everybody else, according to Newedge.
Newedge's Volatility Trading Index added 0.89% last month (5.11% year-to-date), but was the only strategy in the black in June.
Commodity trading and commodity trend funds, by contrast, were the worst performers, shedding 3.37% (down 6.76% YTD) and 3.33% (down 6.75% YTD), respectively.
Overall, commodity trader advisers were down 1.69% on the month (down 3.96% YTD), while short-term traders lost an average of just 0.12%. Those two indices had a bright spot or two in a very, very dark month. The latter includes Revolution Capital's Mosaic fund as a constituent, a fund that rose 11.55% last month.
Unfortunately, second and third place fell to funds that added 0.8% and 0.75%, respectively. The CTA index's top constituent was IKOS Asset Management's foreign exchange fund, up 3.36% on the month.
Jul 8 2014 | 10:48am ET
The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…