FlashReport & Database Update

Due to last weekend taking place over a major holiday, we did not update the data until now.

We now have an early read on a number of CTAs that are available through daily funds. Noting here that trend following did fairly ok, catching the bounce back in the markets. It is still early days but most of the managers are still up for the year.

The Database contains 1469 different managers, representing 2733 different investment strategies. For the current reporting month, 134 managers have reported returns. For the prior month, we have 1033 live managers. In total, the database contains 335023 years of manager data.

managerprogramCurrentMonthYTD
Superfund Capital ManagementManaged Futures Strategy5%23%
Rational AdvisorsRational/ReSolve Adaptive Asset Allc3%24%
Graham Capital Mgmt LPTactical Trend3%20%
Longboard Asset Management LPManaged Futures Strategy3%-8%
LoCorr Fund ManagementLoCorr Macro Strategies3%14%
Dunn Capital ManagementManaged Futures Strategy (Arrow)3%16%
P/E InvestmentsFX Strategy – Standard3%12%
Altegris AdvisorsManaged Futures2%6%
Equinox Fund ManagementMutualHedge Futures Strategy2%13%
StebenManaged Futures Strategy2%7%
GSA Capital PartnersGSA Trend Fund2%1%
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl2%1%
Abbey CapitalAbbey Capital Futures Strategy2%10%
361 Capital361 Managed Futures Strategy Fund2%7%
Guggenheim InvestmentsGuggenheim Managed Futures Strategy1%10%
361 Capital361 Global Managed Futures Strategy Fund1%5%
PIMCOTrends Composite1%2%
Aspect Capital LimitedAspect Core Trend Fund1%9%
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl0%4%
Allianz Global InvestorsManaged Futures Strategy0%1%
Catalyst Capital AdvisorsMulti-Strategy0%2%
James AlphaMacro0%8%
Chesapeake Capital CorporationEquinox Chesapeake Strategy0%0%
LoCorr Fund ManagementLong/Short Commodity Strats0%-7%
FS InvestmentsManaged Futures0%0%
Campbell & CompanyManaged Futures0%15%
Campbell & CompanyCampbell Dynamic Trend Fund0%8%
Dorsey WrightDWA Tactical0%15%
GuidePathManaged Futures Strat0%10%
Gresham Investment ManagementManaged Futures Strat0%8%
AQR Capital ManagementAQR Managed Futures0%0%
AlphaSimplex GroupManaged Futures Composite0%10%
PanAgoraPanAgora Managed Futures Strategy0%-2%
AQR Capital ManagementAQR Managed Futures HV Strategy-1%0%
PIMCOEm Mkts Ccy and S/T Invsmt (daily)-1%2%
ColumbiaManaged Futures Strategy Fund-1%-4%
First Quadrant LPFQ Macro FX – 10% Risk-1%-2%
Altegris AdvisorsEvolution-1%4%
IPM Informed Portfolio ManagementIPM Systematic Macro (daily)-2%-3%


Categories: NilssonHedge

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