Volatility Hedge Funds Rise In June, All Other Strategies Fall

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.


In Depth

Why Ponzi Schemes Work: An In-Depth Look At The Allen Stanford Fraud

Dec 21 2014 | 10:30am ET

Texan Allen Stanford first appeared on the radars of financial regulators in 1997...

Lifestyle

Hedgie Funds US Squash Program

Dec 24 2014 | 8:46am ET

Squash, anyone?

Guest Contributor

EidoSearch’s Top Three Market Projections For 2015

Dec 23 2014 | 4:03am ET

It is that time of year again when prognosticators make their big market calls for...

 

Sponsored Content

Editor's Note

    Guidelines for Guest Articles

    Oct 22 2014 | 9:46am ET

    We are always looking for guest articles from hedge fund managers and buy-side firms.

    If you are interested in submitting a contributed piece for possible publication on FINalternatives, please take a look at the specs. Read more…

 

Futures Magazine

December 2014 Cover

Futures 2014 person of the year

Jeff Sprecher was simply looking for a platform to trade energies when launching ICE 14 years ago but it has grown to reach the pinnacle of both the listed futures and equities world.

The Alpha Pages

TAP July/August 2014 Cover

The Alpha Pages Interview: Senator Rand Paul

Senator Paul sat down in the debut series of the Alpha Pages Interview to discuss the broken tax code, regulation surrounding Bitcoin, and his plans for the 2016 Presidential election.