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 tabs have been enhanced, to only include funds that have reported numbers for current month.
Please also note that the database have grown over the last couple of months, with the inclusion of additional strategies.
The report can be accessed here. Sign up for the underlying database here (free).
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