March was a month where volatility wreaked havoc to the markets, but also to most hedge fund strategies. The rare exception was tail risk strategies and to some extent Trend Following CTAs. Not all of the Managed Futures managers managed to have positive returns, but on average, the result was up a few percents. The … Continue reading CTA Dispersion – High Levels in March

The NilssonHedge database is gradually expanding coverage of return streams that are in the public domain. Our spider gradually learns how to interpret and structure data. We thought it would be useful to display what the database is coverage. NilssonHedge does not track individual funds, but rather aggregated strategies. Return streams that have highly similar … Continue reading Database Coverage – 3k+ Strategies Tracked

The Database contains 1778 different managers, representing 3335 different investment strategies. For the current reporting month, 1402 managers have reported returns. For the prior month, we have 1593 live managers. In total, the database contains 24221 years of manager data.

The last couple of days prices action in WTI, a Crude Oil, has raised a lot of interesting questions, especially so about negative Futures and Commodity prices. We will not dig into the reasons for the negative prices, but the current Corona crisis and the storage situation in Cushing,OK certainly played a large part. We … Continue reading Negative Commodity Prices

The Database contains 1773 different managers, representing 3327 different investment strategies. For the current reporting month, 1382 managers have reported returns. For the prior month, we have 1590 live managers.In total, the database contains 24220 years of manager data.

We have update our monthly summary report, the NilssonReport, showing the performance for a large set of managers. In terms of improvements, we have added average MTD returns for the strategy. Given the preponderance of the CTAs in the database, we have further broken down the strategy returns in sub-strategies. Furthermore the top 10/bottom 10 … Continue reading NilssonReport Updated with Improvements