The Database contains 877 different managers, representing 1522 different investment strategies. For the current reporting month, 740 managers have reported returns for their programs. For the prior month, we have 937 live programs. In total, the database contains 135059 years of manager data. Photo by Andre Tan on Unsplash
Despite a rather difficult year for Trend Followers, there does not seem to be an abnormal dispersion of yearly returns. It should be said that the data is not adjusted for survivorship biases so the reader should note that the results are shifted upward nor has all manager in the sample reported data for the … Continue reading Dispersion For Trend Followers, Not Larger Than Expected
Based on managers that have reported returns for December, here is the 20 highest performing CTAs. See the Flashreport and the database for more details. Synerginvest CopulaMax ArbitrageMaste 105%SpreadEdge Capital Agriculture Seasonal Spre 91.0%SpreadEdge Capital Diversified Seasonal Spre 182.1%MDC Trading MDLC Global 78.8%GAIA Capital Management GAIA FX+ 69.7%Synerginvest CopulaMax RunnerCatche 62.6%Geosol Capital Onshore I 48.1%e360 … Continue reading Highest Performing CTAs 2018
The database contains 877 different managers, representing 1518 different investment strategies. For the current reporting month, 668 managers have reported returns. For the prior month, we have 929 live managers. In total, the database contains 135039 years of manager data. Sign up for the database at http://www.nilssonhedge.com. Photo by Milivoj Kuhar on Unsplash
Trend Following strategies is often marketed as being able to provide Crisis Alpha, i.e. positive returns in negative equity markets. This is obviously more complicated than simply being short equity markets as most trend followers have diversified exposure which can create a rather different exposure than expected. That nuance is often lost in the marketing … Continue reading What Crisis Alpha?
We have expanded the Flashreports to now including performance rankings by year-to-date performance as well as adding a year-to-date column. Database contains 875 different managers, representing 1494 different investment strategies. For the current reporting month, 377 managers have reported returns. For the prior month we have 865 live managers. In total, the database contains 134806 … Continue reading Flash Reports