Top 10 / Bottom 10 Hedge Funds for August

World Cup Advisor – John Ehlers MESA ES 53% Geosol Capital – Onshore I 46% Geosol Capital – SMA 44% Mulvaney Capital Management – Global Diversified Program 30% Dreiss Research Corp – Global Diversified Program 26% Purple Valley Capital – Diversified Trend 1 25% Red Oak Commodity Advisors – Fundamental Trading Program 23% Dunn Capital … Continue reading Top 10 / Bottom 10 Hedge Funds for August

NilssonReport Updated

The final update for September has been completed. For August, we know have 912 different funds reporting data, representing 88% of the fund that reported data in the prior month. The average return is hovering around 1%, with a skew to the upside.

Database Updated

The Database contains 1395 different managers, representing 2582 different investment strategies. For the current reporting month, 918 managers have reported returns. For the prior month, we have 1043 live managers. In total, the database contains 271339 years of manager data.

Daily Performance for Liquid Alternative funds

Using our new daily dataset, we can compile indices of hedge fund (“liquid alt”) on a daily basis. While the composition is highly preliminary, we note that most of the strategies have positive performance year-to-date. Market neutral funds are struggling which seems to coincide with the momentum crash that has taken place in September for … Continue reading Daily Performance for Liquid Alternative funds

Daily Data Set Forthcoming

As part of our data collection exercise, we are gradually adding more data. This time it has come to daily hedge fund data, collected from UCITS or 40 act vehicles. This is still in development and we hope to have a full dataset available before the year-end. From this preliminary summary of funds with managed … Continue reading Daily Data Set Forthcoming

August Performance Report

Mr Brennan at has added nice colour to the performance of CTAs in August. We are there chaps. We finally have removed that nasty persistent drawdown that has been plaguing us since early 2015….and it’s time to celebrate. On writing this momentous report with the benefit of hindsight there is a small kick in … Continue reading August Performance Report