Crypto funds year-to-date


While few crypto funds have reported final numbers for 2018, the year is shaping up to a fairly year, with the median fund recording a decline of 64%. Dig into the performance data at http://www.nilssonhedge.com and see who came out with positive returns from Cryptos this year. By the way, we are not sure we … Continue reading Crypto funds year-to-date

CTA Dispersion


Out of the 647 CTA that are currently reporting to a database, we calculate the dispersion of the Year-to-date results (with only a few managers reporting full year-to-date numbers) and note that we are observing a large dispersion with the interquartile range close to 14%. Sign up to http://www.nilssonhedge.com to access the underlying data.