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 have 1026 live managers.In total, the database contains 21538 years of manager data.
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 following strategies, with some strategies recording negative numbers while others offer a degree of equity market protection. We are currently updating data for February and expect to publish a new … Continue reading 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 a number of noteworthy fund closures. At the same time, the funds that have recently registered may become the stars of the future. Alpha Week recently used this data and … Continue reading 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 did not. For a few of the funds, returns may not yet be final and we may update them throughout the month. This may indicate that the returns were less … Continue reading 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, we have 997 live managers. In total, the database contains 21438 years of manager data. We noted that in addition to the managers we track on a daily basis, there … Continue reading Database Updated