NilssonReport Updated


The third October edition of the NilssonReport is updated. With 77% coverage for the Hedge Funds and Managed Futures strategies that we track, we should now have a firm grip of the Q3 performance. The median year-to-date performance is 5%, with a large degree of dispersion around it.

Database Updated


The Database contains 1465 different managers, representing 2696 different investment strategies. For the current reporting month, 882 managers have reported returns. For the prior month, we have 1129 live managers. In total, the database contains 291937 years of manager data.

CTAs by Country and State


The NFA provides a lot of information with regards to CTAs and more importantly allows any prospective investor to do a naive background check on any manager that they intend to invest with. Part of the database shows the location of registered CTAs. It may not come as a complete surprise to visitors of this … Continue reading CTAs by Country and State

Current Drawdowns across CTAs


While the recent months have offered a string of strong returns across the managed futures / cta space, most managers are still in fairly large drawdowns. Approximately 1/3rd of the CTAs are still in a drawdown larger than 5%. The table below shows the managers with the largest drawdowns, that are still reporting (there are … Continue reading Current Drawdowns across CTAs