March 2020

A summary of the best and worst performing funds for 2020, based on collected data as the end of February. March will bring a slew… Read More »Top 10/Bottom 10 YTD 2020

While March numbers will probably trump any returns that were generated in February, we are now able to present a somewhat delay top 10/bottom 10… Read More »Top 10 / Bottom 10 February 2020

The Database contains 1796 different managers, representing 3579 different investment strategies.For the current reporting month, 1722 managers have reported returns. For the prior month, we… Read More »Database Updated

A quick check on the performance for CTA/Macro strategies. It seems as we are witnessing large dispersion across the field. More to follow as we… Read More »March Intra-Month Results for CTAs

The Database contains 1561 different managers, representing 2860 different investment strategies. For the current reporting month, 1004 managers have reported returns. For the prior month,… Read More »Database Updated – 85% Updated

The Database contains 1554 different managers, representing 2840 different investment strategies. For the current reporting month, 706 managers have reported returns. For the prior month,… Read More »Database Updated – 69% updated for February

The Database contains 1554 different managers, representing 2840 different investment strategies.For the current reporting month, 600 managers have reported returns. For the prior month, we… Read More »Database Updated

The last couple of weeks have offered “interesting” markets (May we live in volatile times), but also a high degree of differentiated performance for trend… Read More »Explaining Dispersion for Trend Following Strategies in February

Our assessment of the state of the CTA universe is now available here: https://nilssonhedge.com/reports/new-and-closed/new-closed-2020-february/ We continue to observed a net decline in managers and found… Read More »New & Closed in February 2020

Based on a very limited sample of managers with daily report, we note that there was some managers that delivered crisis alpha, while other clearly… Read More »February Early Return Estimates

The Database contains 1552 different managers, representing 2830 different investment strategies. For the current reporting month, 264 managers have reported returns. For the prior month,… Read More »Database Updated