The Database contains 1552 different managers, representing 2826 different investment strategies.For the current reporting month, 969 managers have reported returns. For the prior month, we have 1177 live managers.In total, the database contains 21407 years of manager data. We are now 82% updated.
While the end of the last month looked dicey, things have turned around for most CTAs and we are looking at what looks like a solid result for the (mainly) trend following strategies in the NilssonHedge Daily CTA index. At pixel-time, the index was up 2.6%, higher than before the Corona Virus introduced temporary risk … Continue reading Mid-Month Update
The NilssonHedge report has been updated, a most comprehensive performance summary. It feautures a unique look into the database and sortable performance for the funds that we cover.
While the list has a bit of reporting bias (Word Cup Advisors), we see large dispersion for January. Some of the best performing managers from last year (Martin Fund Management) saw some sizeable losses in January this year. We expect to see some latecomers report January numbers and the list is not yet final. Manager … Continue reading Best/Worst Managers for January 2020
Due to a busy agenda, the database update was somewhat delayed. The Database contains 1545 different managers, representing 2810 different investment strategies. For the current reporting month, 762 managers have reported returns. For the prior month, we have 1040 live managers. In total, the database contains 21324 years of manager data.
Since we started monitoring the opening and closing of new CTA/Managed Futures firm, last week formed a week where we only observed closures of managers. Some of these managers have not reported returns in years and some of the closures may represent corporate restructurings. Our list below. NilssonHedge operates an email list that distributed the … Continue reading Into the Sunset – CTA Closures Last Week