The NilssonReport is updated


The premier source of free hedge fund and CTA performance is updated, with 86% of the fund reporting numbers for the month. In total 1062 performance streams are considered live. The average performance for May is flat, with large variations between the best and worst managers. Please note that the database has moved to a … Continue reading The NilssonReport is updated

Database Updated


The Database contains 1369 different managers, representing 2626 different investment strategies. For the current reporting month, 921 managers have reported returns. For the prior month, we have 1063 live managers. In total, the database contains 213172 years of manager data. Photo by Yucel Moran on Unsplash

CTA performance worsening for May


CTA or “Managed Futures” performance is getting worse as more managers are reporting for May. Currently, the NilssonHedge estimate is that that the average CTA lost 60 bps in May. The index is still up 1.7% for the year.