The NilssonReport is updated, with 88% of the funds reporting, we have a flat performance for the hedge funds that NilssonHedge tracks. The median value for both January and February is flat. The report can be access here. Sign up for the underlying database here (free).
The final database update for February has been completed and is available for download. The Database contains 969 different managers, representing 1782 different investment strategies. For the current reporting month, 914 managers have reported returns. For the prior month, we have 1032 live managers. In total, the database contains 162657 years of manager data. Sign … Continue reading Database Updated
Crypto Hedge funds seems to have recovered a portion of the losses in January, but the index is still down year-to-date. The index is thin and not all managers have reported.
The Database contains 927 different managers, representing 1674 different investment strategies. For the current reporting month, 843 managers have reported returns. For the prior month, we have 973 live managers. In total, the database contains 159933 years of manager data.
AUM in the CTA space approximately follows a power-law. A large share of smaller managers with a large aum concentration to the largest of the largest managers. In other terms, the top 86 managers controls 95% of the assets, with the top 10 controls some 60% of the assets. Sign up for the free database … Continue reading Power laws – AUM