Database Update

The Database contains 1377 different managers, representing 2557 different investment strategies. For the current reporting month, 907 managers have reported returns. For the prior month, we have 1047 live managers. In total, the database contains 251780 years of manager data.

Top 10 / Worst 10 Hedge Funds in July

Our ten best and worst performing managers for July are slowly getting updated and we note that the list has stabilized. In the top we generally find quantitative based strategies and the bottom is dominated by aggressive rent a system managers. Quantitative Investment Management – Global Program 3x 16% Turk Capital – Long Short Oil … Continue reading Top 10 / Worst 10 Hedge Funds in July

NilssonHedge Indices YTD

The currently calculated NilssonHedge indices are updated and performance remains strong (but not due to the fact that NilssonHedge has constructed the indices). Returns from the blockchainers is still dominating the returns, but seems to be moderating in July.

Best and Worst Hedge Funds YTD

While not all of the CryptoTraders have updated their performance for July, they are still in the lead (we suspect that the lead will be somewhat less when the returns are updated). Pantera Capital Management LP – Pantera Bitcoin Fund Ltd 195% 3iQ Corp – 3iQ Global Cryptoasset Fund 187% Tokenpot Capital LP – Tokenpot … Continue reading Best and Worst Hedge Funds YTD

CTA Performance July – Comments by ATS Trading

Good and strong color on the performance of CTA and in particular the managers that are systematically using trend following methods can be found at ATS Trading. The performance results for July are now in. We use NilssonHedge for reporting purposes which allows us to expand our performance coverage to include a broader array of … Continue reading CTA Performance July – Comments by ATS Trading

Returns by Strategy – Managed Futures

While no strategy has statistically performed better or worse than any other strategy, the medan performer of Trend Following and Diversified (here mainly Fund of funds) is dominating the Managed Futures performance space on a year-to-date basis.