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 behaviors are aggregated into one strategy. As seen above, the database has grown since launch in late 2018 from a measly 300 strategies to over 3200 different hedge fund(-like) strategies. Not all of the strategies are “live” and have either closed or stopped reporting numbers.
This number is generally not compatible with other databases, that shows share class data, which means that they typically inflate their numbers.
For historical reasons, the database has focused on CTAs/Managed Futures managers, but is gradually expanding coverage to other strategies. While not all covering, the database now consists of 10% Equity Long/Short strategies.
In terms of years worth of data, the database covers more than 24,000 years’ worth of return history.
NilssonHedge provides Index data for a set of strategies that can be downloaded and used for benchmarking. Moreover, there is a daily database, classification, excess return data, and much more. Please feel free to explore the database, at no cost.
Sign up for the underlying database here (free).