Early Indicator – August Returns

NilssonHedge publishes an early indicator of Hedge Fund performance, based on a selected sample of daily funds and managers that have decided to report their returns early in the month. While we acknowledge that there may be biases in these numbers, the general direction of returns tends to be correct due to the use of actual funds. Equity markets strategies benefitted on the back of strong equity markets, while CTAs and Market Neutral managers had flat performance, on average.

CTAEquity LSEvent DrivenMarket Neutral
0.3%2.8%0.7%-0.4%

The above data is sourced from our daily indices: https://nilssonhedge.com/index/daily-indices/.

We have captured over 750 funds for August and we are looking to keep you updated in the coming weeks. This data is now also available in our database and given the preliminary nature of the data, please expect errors and omissions. A data report can be found here: https://nilssonhedge.com/reports/nilsson-report/

ManagerProgramCurrent MonthPrior MonthYTD
Cyber Capital BVCyber Capital Fund A36%28%236%
OdeyAbsolute Return13%-6%1%
Ravinia Investment ManagementAlgorithmic Multi Strategy13%-1%51%
Purple Valley CapitalDiversified Trend 111%27%87%
Cederberg CapitalGreater China (Banor)10%10%39%
Petrus AdvisersSpecial Situations10%-4%-10%
InfusiveConsumer Alpha Global9%9%33%
AlgebrisFinancial Equity Fund9%-5%-24%
Brisslen Capital ManagementBrisslen Energy Strategy9%-1%-7%
ArcusJapan Long Short8%-3%-18%
H2OVivace8%-3%-60%
Future Trade AGThales Swing Trading Programme8%14%-8%
MerianUK Dynamic Equity8%-2%-10%
LiontrustEuropean Strategic8%-2%-20%
DecaliaMuse8%6%27%
JPMorganJPMorgan Opportunistic Equity L/S7%5%16%
ToewsToews Tactical Monument7%7%36%
QQFundcomAlpha Beta Program7%8%84%
ABRDynamic Blend Equity & Volatil7%4%60%
CavalierCavalier Growth Opportunities7%8%22%
StadionTactical Defensive7%5%-1%
Eclipse Capital ManagementGlobal Monetary Program7%3%27%
GPSSector Rotation Fund7%5%11%
Natixis ASGNatixis ASG Tactical US Market7%4%-5%
Equinox Fund ManagementEquinox Ampersand Strategy Fund7%7%3%
Catalyst/LyonsCatalyst/Lyons Tactical Allocation7%5%13%
VeritasChina7%4%47%
RESQDynamic Allocation7%2%2%
WaycrossWaycross Long/Short Equity7%3%13%
ACRMulti-Strategy Quality Ret (MQR)7%4%-15%
PinnacleMulti-Strategy Core7%6%14%
ArtemisStrategic Assets7%-6%-18%
CharlemagneOaks Emerging and Frontier7%-5%-24%
Sloane RobinsonEmerging (Keplar)7%5%11%
PSIStrategic Growth7%6%14%
Spectrum AdvisorsPreferred Investor7%5%22%
MeederMuirfield6%4%-5%
HorizonActive Asset Allocation6%5%2%
SalientSalient Tactical Plus6%3%4%
TebergTeberg6%6%6%
MajedieTortoise6%-1%0%
Eclipse Capital ManagementGlobal Alpha6%0%11%
PersimmonPersimmon Long/Short6%3%6%
Electron Capital PartnersElectron Global (Franklin K2)6%5%4%
CavalierCavalier Tactical Rotation6%2%-9%
HanlonTactical Dividend & Momentum6%4%-2%
Caldwell & OrkinCaldwell & Orkin – Gator Capital L/S6%3%-27%
HadronAlpha Select6%12%-9%
SwmcEuropean Fund6%-1%-8%
ZealGreater China (Lumyna)6%3%26%
PlatinumWorld Portfolios International6%3%-4%
GothamGotham Defensive Long 5006%3%-6%
Weitz Partners IIIWeitz Partners III Opportunity6%4%-3%
CDAMGlobal Opportunities (Keplar)6%5%3%
GothamGotham Hedged Core Institutional6%5%7%
NavigatorNavigator Equity Hedged6%4%10%
JanusHendersonHorizon China6%11%18%
CavalierCavalier Tactical Economic6%4%-5%
CarmignacPortfolio Long Short Global Equities6%3%7%
NewfoundRisk Managed US Sector6%5%-6%
Goldman ManagementNavigator Fund6%4%-1%
Lombard Odier Investment ManagersCommodity Risk6%8%-7%
StadionTactical Growth5%5%8%
ColumbiaColumbia Adaptive Risk Allocation5%3%5%
ArabesqueSystematic USA5%7%5%
Kettle HillUS Long Short5%1%13%
Dorsey WrightDWA Tactical5%6%3%
Balter EuropeanEuropean L/S Small Cap5%2%-3%
DynamicDynamic US Opportunity5%5%14%
Parus FinanceEquity Long Short (Rotschild)5%1%8%
Neuberger Berman GroupNeuberger Berman Long Short5%2%11%
James AlphaJames Alpha EHS Portfolio5%4%6%
YorkEvent Driven (Lumyna)5%1%7%
AntipodesGlobal Fund5%4%0%
PlatinumWorld Portfolios Asia5%9%20%
Abbey CapitalAbbey Capital Multi Asset Fund5%4%17%
GothamGotham Total Return5%3%-7%
AllianceBernsteinSelect US Long/Short5%3%5%
SwmcSmall Cap European5%2%-6%
Anavon CapitalGlobal Equity (Tages)5%0%0%
FundXFundX Conservative Upgrader5%4%5%
ToewsToews Tactical Defensive Alpha5%4%5%
EgertonEgerton Equity (Schroders)4%5%6%
WesMarkTactical Opportunity4%4%0%
GAM International ManagementStar Alpha Spectrum4%1%0%
ToewsTactical Growth Allocation4%4%24%
MatisseMatisse Discounted Cl-End Fd Strat4%3%-14%
MeederRiskPro Tactical 0-304%3%-2%
GabelliGlobal Rising Income and Div4%5%-6%
New CapitalStrategic Portfolio4%5%16%
GianoLS Equity (ML)4%-2%4%
PrivilEdgeAmber Event Europe4%1%-4%
USAATarget Managed Allocation4%6%5%
MeederMeeder Balanced4%3%-1%
ArdevoraUk Equity4%-2%-5%
CarmignacPortfolio Long Short European Equities4%-2%8%
GuidePathTactical Allocation4%3%-3%
Absolute Investment AdvCapital Opportunities4%-1%7%
AllianceBernsteinGlobal Risk Allocation4%4%2%
GAM International ManagementStar Global Rates4%4%-1%
Good HarborTactical Select4%3%-6%
HundredfoldSelect Alternative4%5%24%
CalamosCalamos Phineus Long/Short4%-4%1%
PortlandHill Catalyst Driven4%4%6%
NuveenNuveen Equity Long/Short4%2%-1%
Allianz Global InvestorsGlobal Dynamic Allocation4%4%3%
Diamond Capital ManagementEnhanced S&P Program4%4%0%
LongboardLongboard Alternative Growth4%6%19%
Anchor CapitalTactical Equity Strategies4%5%15%
ACMDynamic Opportunity4%8%14%
Diamond HillDiamond Hill Research Opportunities4%4%-4%
ToewsToews Tactical Oceana4%3%17%
LoCorr Fund ManagementDynamic Equity4%1%-9%
BNP TheamQuant Dispersion US4%-2%1%
ArgonautAbsolute Return4%3%29%
H2OFidelio4%-6%-14%
ToewsToews Tactical Opportunity4%4%23%
Auspice Capital AdvisorsBroad Commodity Index4%4%-4%
H2OAllegro4%10%-37%
FintrustFintrust Income and Opportunity4%8%1%
ChiltonEquity Long Short (Franklin K2)4%4%1%
Goldman Sach ManagementGrowth & Inc Strat4%4%5%
LazardRathmore Alternative4%4%8%
ThornburgThornburg Long/Short Equity4%0%-10%
DoubleLineMulti-Asset Growth4%4%-3%
Lombard Odier Investment ManagersTerreneuve4%0%10%
SalientSalient Tactical Growth3%3%8%
Roubaix CapitalStars & Stripes (Prosper)3%1%16%
OdeyEuropean Focus Absolute3%-3%-3%
DNCA InvestVenasquo3%-1%-2%
SchwabSchwab Hedged Equity3%2%-6%
Virtus KARVirtus KAR Long/Short Equity3%4%14%
NationwideNationwide Long/Short Equity3%3%-1%
QSStrategic Real Return3%5%-4%
Absolute CapitalAsset Allocator3%4%1%
361 CapitalGlobal Long/Short Equity3%6%5%
WellingtonTechnology (Franklin K2)3%1%9%
MarketfieldMarketfield3%7%5%
GothamGotham Hedged Plus Institutional3%6%1%
American BeaconSSI Alternative Inc3%2%6%
CRMLong/Short Opportunities3%3%9%
LevendiThornbridge Defined3%0%-2%
GuggenheimGuggenheim Long Short Equity3%3%1%
JPMorganMulti Manager Sustainable3%2%17%
VanEckManaged Allocation3%3%0%
361 CapitalDomestic Long/Short Equity3%6%8%
PowerPower Momentum Index3%10%-14%
Virtus RampartMulti-Asset Trend3%4%-3%
JHancockHancock Seaport Long/Short3%2%5%
GabelliMergers & Acquisitions3%2%-4%
First Quadrant LPFQ Long-Short Equity3%1%-8%
HiltonHilton Tactical Income3%3%-5%
NewtonMulti Asset Diversified3%0%0%
LumynaEnhanced Equity Volatility3%2%-13%
Absolute CapitalDefender3%4%2%
H2OMultireturns3%-1%-22%
MerianUK Specialist Equity3%0%10%
USAAManaged Allocation3%3%4%
WOAAll Asset I3%3%-4%
Neuberger Berman GroupUS Equity Put Write3%4%2%
KestrelGlobal Portfolio3%4%1%
FS InvestmentsLong/Short Equity3%-1%-7%
Amundi PioneerFlexible Opportunities3%5%-3%
Contour Asset ManagementTech Long/Short (Schroders)3%2%26%
Clough GlobalClough Global Long/Short3%6%11%
Securian AMSecurian AM Managed Volatility Eq3%1%-8%
Anchor CapitalTactical Global Strategies3%2%5%
Neuberger Berman GroupUS Long Short3%2%7%
UnigestionCross Asset Navigator3%1%-6%
GreenAshMulti Asset3%4%3%
EllingtonEllington Structured Credit (Franklin K2)3%3%-6%
GAM International ManagementStar Alpha Technology3%10%6%
361 Capital361 Global Managed Futures Strategy Fund3%-2%-7%
Drury CapitalDiversified Trend-Following Program3%4%8%
Allianz Global InvestorsDiscovery Europe Strategy3%-1%1%
JKGlobal Opportunities3%6%15%
ThreadneedlePan-European Absolute3%1%5%
M&R CapitalLivestock Trading Program3%5%-5%
Quantica Capital AGManaged Futures Program 2x3%6%-3%
AlgebrisAsset Allocation3%1%-6%
LS OpportunityLS Opportunity Fund3%3%-2%
Multi-ManagerMulti-Manager Directional Alt Strat3%2%-8%
Advent GlobalAdvent Global Partners (ML)3%3%8%
Mercantile Analytics and TradingGlobal Diversified Commodity3%3%9%
Cargo Investment ManagementNorth America Long Short Equity (Banor)3%-2%-14%
Chesapeake Capital CorporationEquinox Chesapeake Strategy3%2%-5%
VeritasGlobal Real Return3%-1%6%
InclineGlobal Long Short3%2%25%
InvescoBalanced Risk 82%3%-1%
SchrodersEuropean Alpha2%-1%4%
Standard LifeGlobal Focused Strategies2%2%3%
Eaton VanceGlobal Macro2%0%2%
PolarCapital Global Absolute2%1%13%
Diamond HillDiamond Hill Long-Short2%1%-14%
AlgerDynamic Opportunities2%5%30%
CarmignacPatrimoine2%2%7%
Dynamic Beta InvestmentsLiquid Alternative (SEI)2%1%2%
AQR Capital ManagementDiversified Arbitrage2%2%8%
AQR Capital ManagementDelphi Long Short2%1%2%
TriumESG Emissions Impact2%3%9%
KairosPegasus2%-4%-16%
ArdevoraGlobal Equity2%1%9%
Baillie GiffordBaillie Gifford Multi Asset2%4%0%
InvescoMacro Allocation Strategy2%3%-4%
Eaton VanceRich Bern All Asst Strat2%3%6%
GAM International ManagementStar Flexible Global2%1%0%
AlgerAlger Dynamic2%5%30%
EJFAlpha Opportunities (IAM)2%-1%-9%
GothamGotham Absolute Return Institutional2%3%-6%
ElevaAbsolute Return Europe2%1%8%
AQR Capital ManagementLong-Short Equity2%1%-14%
OysterGlobal Convertible2%3%5%
Stein Investment ManagementTrading Evolution2%2%12%
Goldman Sach ManagementGoldman Sachs Mngd Futures Strat Instl2%1%2%
LeutholdCore Investment2%4%5%
NewfoundMulti-Asset Income2%4%-8%
RiverParkRiverPark Long/Short Opportunity2%6%40%
Plurimi Investment ManagersGlobal Macro (Prosper)2%-3%1%
YorkAsian Event (Lumyna)2%4%12%
MFMGlobal Thematic Long Short2%1%1%
PictetMandarin2%6%20%
Tom Capital AGModerate Model Portfolio2%3%-19%
Auspice Capital AdvisorsAuspice Diversified2%3%9%
JanusHendersonHorizon Pan European Alpha2%3%1%
AQR Capital ManagementRisk Parity II HV2%5%-2%
LazardOpportunistic Strategies2%3%5%
GAM International ManagementSystematic Dynamic Credit2%1%-3%
WilmingtonWilmington Global Alpha Equities2%3%-1%
AlgebrisGlobal Credit Opportunities2%1%7%
Goldman SachsAbsolute Return2%2%-1%
LupusAlpha Volatility Risk2%2%-12%
BlackrockUK Emerging Companies2%3%9%
NewtonReal Return2%4%3%
CogniosCognios Market Neutral Large Cap2%1%2%
Goldman Sach ManagementBalanced Strategy2%3%5%
H2OAdagio2%1%-5%
Lombard Odier Investment ManagersFundamental Equity2%4%2%
Hancock HorizonHancock Horizon Quant Long/Short2%4%-6%
ColumbiaManaged Futures Strategy Fund2%2%-2%
Legg MasonBrandywine Global Enhanced Absolute Return2%4%-13%
AQR Capital ManagementMulti-Asset2%3%-3%
Tyrus CapitalGlobal Convertible2%3%5%
BridgewaterCore Global2%3%-7%
Beech HillBeech Hill Total Return2%3%1%
PIMCOPIMCO RAE Worldwide Long/Short PLUS2%0%-15%
AQR Capital ManagementStyle Premia2%-2%-22%
SanlamReal Return2%3%-4%
BellevueGlobal Macro2%-1%-2%
James AlphaJames Alpha Relative Value2%3%-1%
AssenagonAlpha Volatility2%-2%18%
LatitudeHorizon2%1%1%
MSInv Liquid Alpha2%3%5%
UBSGlobal Equity Long Short2%0%1%
AdvisorOneCLS Shelter2%2%-12%
PlatinumWorld Portfolios Japan2%1%-11%
Melissinos TradingEupatrid Commodity2%-3%-14%
Boston PartnersBoston Partners Long/Short Rsrch2%1%-16%
Graham Capital Mgmt LPTactical Trend2%6%-1%
Fort Point Capital PartnersTactical Alpha2%0%3%
Auspice Capital AdvisorsManaged Futures Index2%2%3%
PanAgoraRisk Parity2%4%7%
GothamGotham Neutral 5002%0%-7%
Crow PointCrow Point Global Tactical Alloc2%1%-5%
Catalyst FundsSystematic Alpha2%7%3%
Snow CapitalSnow Capital Long/Short Opportunity2%1%-20%
Anavon CapitalAbsolute Alpha2%-2%-2%
JanusHendersonEuropean Absolute2%3%2%
AXA ChorusWorld Funds Multi Strategy2%3%4%
DNCA InvestMiuri2%-1%1%
AMGRiver Road Long-Short2%2%-5%
ValuTracIcf Absolute2%0%-1%
KiteLakeEvent Driven2%1%2%
AQR Capital ManagementRisk Parity II MV2%3%-1%
JPMorganGlobal Macro Opportunities2%1%7%
CZAbsolute Alpha2%-1%-6%
Lombard Odier Investment ManagersEvent Convexity2%0%4%
AstorAstor Dynamic Allocation2%3%-5%
CMGMauldin Core2%4%-1%
Allianz Global InvestorsVolatility Strategy2%2%-8%
LazardEmerging Markets Total2%2%9%
Lomas Capital ManagementLong Short Us Equity (Keplar)2%0%-14%
Water IslandWater Island Diversified Event-Driven2%1%5%
New CapitalCapital All Weather2%1%1%
PacificG10 macro rates2%0%9%
Auspice Capital AdvisorsTactical Futures2%3%6%
Hancock HorizonDynamic Asset Allc2%4%2%
Dunn Capital ManagementManaged Futures Strategy (Arrow)2%-2%-4%
Franklin K2Alternative Strategies2%2%1%
MaverickQM Neutral (GS)2%6%8%
CounterpointCounterpoint Tactical Equity1%1%-21%
Hancock HorizonDiversified Income1%3%-8%
Absolute Investment AdvConvertible Arbitrage1%2%6%
OsmosisMore World Sustainable1%1%5%
AberdeenGlobal Absolute Return1%2%4%
Allianz Global InvestorsFixed Income Macro1%1%9%
HSBCAdvantedge1%2%2%
PIMCOEm Mkts Ccy and S/T Invsmt (daily)1%2%-3%
ProteaCrawford Lake US Equities1%1%-13%
SEIMulti-Asset Accumulation1%4%0%
BlackrockGlobal Long Short1%-1%5%
LyxorArma 81%3%6%
Caerus GroupOil Futures Trading Program1%-3%-15%
LupusAlpha Volatility Invest1%1%-6%
InvenomicInvenomic Institutional1%0%-8%
TwelveFalcon ILS Strategy1%1%4%
JPMorganMulti Manager Alternatives1%1%5%
Quantica Capital AGManaged Futures Program1%3%0%
BantleonEvent Driven Equities1%1%-1%
LFISVision Perspective1%0%1%
PictetAtlas1%3%9%
Carillon CougarCarillon Cougar Tactical Allocation1%3%5%
NumenCredit (HI)1%0%12%
Neuberger Berman GroupAbsolute Return1%2%3%
UBSEquity Opportunity1%4%13%
LupusAlpha All Opportunities1%1%-1%
OdeyPortfolio1%0%-8%
JPMorganJPMorgan Research Market Neutral1%1%11%
InvestecEnhanced Natural Resources1%2%-5%
WestwoodWestwood Market Neutral Income Instl1%2%4%
AvivaInvestors Global Convertibles1%3%5%
JupiterMerlin Real Return1%2%-1%
GuidePathManaged Futures Strat1%5%10%
CrossBorder CapitalAR Systematic Macro Strategy1%-6%1%
GabelliGabelli ABC1%1%0%
James AlphaMacro1%4%-3%
Nordea Asset ManagementNordea 1  Alpha 15 MA Fund1%2%9%
AXA ChorusSystematic Macro1%1%-2%
MuzinichEuropean Credit Alpha1%2%2%
OysterEquity Premia Global1%2%0%
AstorAstor Sector Allocation1%2%-8%
AnimaStar High Potential Europe1%0%9%
Man AHLAHL TargetRisk Fund1%2%2%
BNY Mellon Asset ManagementAbsolute Return1%1%4%
Metori Capital ManagementEpsilon Global Trend (Lyxor)1%1%8%
AXA ChorusWorld Funds1%2%8%
GAM International ManagementStar Lux Convertible1%2%-5%
IPM Informed Portfolio ManagementIPM Systematic Macro1%5%-5%
Goldman SachsGlobal Multi1%3%4%
Two Sigma Investments LPDiversified (Schroders)1%0%-3%
AmericaFirstAmericaFirst Defensive Growth1%9%-8%
Secquaero AdvisorsCat Bond (Schroders)1%1%3%
GuggenheimGuggenheim Alpha Opportunity1%1%-2%
New MountainVantage (ML)1%1%-14%
BlackstoneDiversified Multi-Strategy1%1%-10%
ProFundsFalling US Dollar (daily)1%4%2%
PIMCOAll Asset1%3%-2%
CheyneEnhanced Global Credit1%1%-3%
GamcoMerger Arbitrage1%1%1%
InvescoGlobal Absolute Return1%-1%-9%
BlackrockAsia-Pacific Diversified1%4%10%
BlackrockEmerging Markets Absolute1%-5%-23%
ThreadneedleAmerican Absolute Alpha1%-1%-1%
Black and White CapitalInnovation1%-1%5%
ADG Capital ManagementADG Systematic Macro1%2%-9%
InsightGlobal Absolute Return1%2%-6%
SEIMulti-Asset Income1%4%0%
BlackrockEvent Driven Equity1%1%3%
CausewayCauseway Global Absolute Return Instl1%1%-26%
JPMorganGlobal Macro Sustainable1%0%4%
WellingtonUS Equity Long1%6%12%
Man AHLAmerican Beacon AHL Mgd Futs Strat Instl1%2%6%
RV CapitalAsia Opportunity1%1%4%
BluebayEmerging Market Unconstrained1%2%6%
ForesterForester Value1%-2%1%
ThreadneedleUK Absolute Alpha1%-1%-9%
VictoryVictory Market Neutral Income1%0%4%
HighlandHighland Long/Short Healthcare1%4%8%
Man GLGGLG Credit Multi1%1%4%
EMC Capital AdvisorsEMC Balance Program1%2%1%
PIMCOGIS Mortgage Opportunities1%1%2%
EntrustGlobal Alternative Income1%3%-1%
LazardEuropean Alternative1%0%2%
Man GLGGLG Event Driven1%2%4%
GlenmedeQuant US Long/Short Equity1%1%-8%
MidoceanAbsolue Return Credit (Alma)1%5%4%
IMSStrategic Income1%3%-5%
BlackrockAmericas Diversified Equity1%-1%4%
Man GLGGLG Global Convertibles1%1%6%
PremierMulti Asset Absolute1%0%-2%
SycomoreLS Opportunities1%-1%-4%
MerianUK Opportunities1%-1%2%
PIMCOSelect Unconstrained Bond1%1%0%
361 Capital361 Managed Futures Strategy Fund1%1%-15%
VontobelAbsolute Return Bond1%1%2%
Fulcrum Asset ManagementDiversified Liquid Alternatives1%3%-2%
UnigestionAlternative Risk1%0%-17%
MerianStrategic Absolute Return1%1%8%
GuidePathFlexible Income Allc1%2%5%
Boston PartnersBoston Partners Long/Short Equity1%1%-11%
LaffitteDynamic Strategies1%1%-21%
Legal & GeneralDynamic Bond1%2%6%
Standard LifeAbsolute Global Bond1%1%2%
EMC Capital AdvisorsAlpha Plus Program1%2%4%
PowerGlobal Tactical Allc/JAForlines1%4%-7%
MygaleEvent Driven (ML)1%1%-2%
UBSDynamic Alpha1%3%-1%
Absolute InsightCredit1%0%-2%
TrojanFund1%1%7%
PSITactical Growth1%-1%-6%
AnimaStar High Potential Italy1%0%-9%
AberdeenHFRI Liquid1%1%-2%
WG Wealth GuardianSAFI2 Program1%2%10%
TTEuropean Opportunities Long Short1%2%11%
CheyneGlobal Credit1%1%-2%
EMC Capital AdvisorsEMC Classic Program1%2%18%
HermesAbsolute Return1%1%-1%
AvivaInvestors Multi Strategy Target Income1%1%-6%
Cantab Capital PartnersCCP Core Macro1%4%-4%
HSBCGif Gem Debt1%3%1%
BerenbergDymacs Volatility Premium1%2%-24%
Goldman SachsAlternative Trend1%2%0%
RobecoQI Long Short1%0%-3%
7imReal Return1%0%-2%
Credit Suisse Asset ManagementSmall and Mid Cap Long Short Alpha1%2%11%
EmsoEmerging Markets Absolute1%0%-7%
PictetAkari1%2%-2%
BlackrockGlobal Event Driven1%1%3%
M & G Investment ManagementDynamic Allocation1%2%-7%
AberdeenTarget Return Bond1%2%2%
FeriOptoflex1%1%4%
KamesAbsolute Return Bond1%1%1%
Man GLGGLG US Absolute1%4%16%
Nordea Asset ManagementNordea 1  Alpha 10 MA Fund1%1%6%
Dalton Strategic PartnershipVelox1%2%2%
EMC Capital AdvisorsAlpha Program1%1%5%
GAM International ManagementStar Cat Bond1%1%3%
BlackrockGlobal Absolute Return1%1%1%
SyquantHelium Selection1%0%-1%
ThreadneedleGlobal Investment1%1%0%
FidelityAbsolute Return Asian1%2%2%
Smith & WilliamsonEnterprise1%0%-3%
JanusHendersonGlobal Equity1%0%6%
MemnonMarket Neutral1%2%-4%
WellingtonPagosa (Schroders)1%1%1%
Fulcrum Asset ManagementDiversified Absolute Return1%2%5%
InvescoGlobal Targeted Returns1%-1%-2%
Man GLGGLG Innovation Equity1%4%14%
PareturnGladwyne Absolute Credit1%2%-10%
Capital Fund ManagementIS Trends Fund InRIS1%2%-1%
Man GLGGLG Alpha Select1%1%4%
SchrodersGaia Helix1%2%4%
Water IslandArbitrage1%1%2%
ThreadneedleCredit Opportunities1%1%-1%
Lombard Odier Investment ManagersCat Bonds1%1%3%
BlackrockStrategic Funds Fixed0%1%1%
SecurisCatastrophe Bond0%1%4%
BNP TheamQuant Volatility0%1%-21%
GatewayTarget Beta0%1%-12%
BlackrockMacro Opportunities0%0%-1%
Credit Suisse Asset ManagementPrima Multi-Strategy0%1%2%
FS InvestmentsEvent Driven0%2%-2%
NomuraDiversified Absolute Return0%1%-2%
SelwoodMarket Neutral Credit (Alma)0%0%-1%
Fulcrum Asset ManagementFulcrum Diversified0%2%3%
SilverPepperSilverPepper Merger Arbitrage0%0%-7%
Trend Capital ManagementTrend Macro (U Access)0%0%7%
Global Credit AdvisersLong/Short Credit (U Access)0%1%5%
OctopusGlobal Strategies0%1%-2%
Legg MasonWestern Asset Macro Opp0%4%2%
AzimutStrategic Trend0%-1%-7%
Legg MasonBrandywine Global Credit Opportunities0%0%-7%
Man GLGGLG European Equity0%1%2%
Marble Bar Asset ManagementChelodina (ML)0%2%6%
MuzinichLong Short Credit0%2%4%
LeaderselEvent Driven0%1%-3%
Man AHLAHL Trend Alternative0%3%-2%
LoCorr Fund ManagementLoCorr Macro Strategies0%3%3%
TenaxAbsolute Return Strategies (Church House)0%1%0%
InvescoGlobal Targeted Returns (Lux)0%-1%-2%
LazardDiversified Return0%2%-2%
JPMorganIncome Opportunity0%1%-1%
MergerMerger0%1%1%
ChenavariCredit Strategy (Lyxor)0%1%4%
KamesUK Equity Absolute0%0%3%
LiontrustAbsolute Return0%1%3%
JanusHendersonHorizon Total0%1%4%
TungstenPariton ui0%1%-5%
Danske Bank Asset ManagementDanske Invest Eastern Europe Absolute0%-3%-5%
SMIDynamic Allocation0%7%11%
Bardin HillArbitrage (Franklin K2)0%1%1%
Jaguar InvestmentsAegir Capital Strategy0%1%24%
HighlandHighland Merger Arbitrage0%1%4%
PictetCorto Europe Long Short0%1%4%
SyquantHelium Opportunities0%0%-1%
SyquantHelium Performance0%0%-2%
RAMLong Short European0%3%-4%
BlackrockEuropean Absolute Alpha0%2%10%
Legg MasonBrandywine Global Fixed Income Absolute Return0%3%2%
Salus Alpha CapitalGlobal Alpha (GAX)0%0%15%
DCIMarket Neutral Credit0%0%3%
InsightAbsolute Return Bond0%1%0%
AmericaFirstAmericaFirst Income0%2%-15%
BlackrockAsia-Pacific Absolute0%2%6%
JanusHendersonMulti Asset0%-1%-1%
MainfirstContrarian Opportunities0%-1%-10%
JHancockDiversified Strategies0%1%0%
SyquantHelium0%0%-1%
XaiaCredit Basis0%0%0%
KLS DiversifiedKLS Fixed Income (Lumyna)0%2%-13%
Man AHLAHL Diversity Alternative0%2%-1%
Crediton HillManaged Account0%0%2%
MacQuarieGlobal Income Opportunities0%1%1%
MetzlerAlternative Multi Strategy0%0%-16%
GothamGotham Master Neutral0%1%-5%
QuantologyAbsolute Return0%0%5%
RWCPensato Europa Absolute0%1%6%
Winton Capital ManagementWinton Trend Fund0%1%2%
Duet GroupEmim Africa (HI)0%9%6%
Rational AdvisorsRational/ReSolve Adaptive Asset Allc0%2%-5%
XaiaCredit Basis II0%1%1%
AmundiGlobal Macro Bonds Low Vol0%0%-3%
InvescoInvesco Global Market Neutral0%-1%-8%
AlkenAbsolute Return0%-2%-10%
BlackrockGlobal Long Short UCITS0%0%6%
BurrenGlobal Arbitrage (ML)0%0%-1%
M & G Investment ManagementAbsolute Return0%1%-1%
Boston PartnersBoston Partners Emerging Mkts L/S0%4%2%
Salus Alpha CapitalCommodity Arbitrage (CAX)0%1%11%
WG Wealth GuardianStrategic Volatility Master Program0%5%2%
Allianz Global InvestorsEvent Driven Strategy0%1%0%
Graham Capital Mgmt LPGraham Macro UCITS0%5%11%
LFISVision Premia0%1%-10%
CounterpointConvergence Long/Short Equity0%0%-13%
BluebayInvestment Grade Absolute0%1%1%
VivaldiVivaldi Merger Arbitrage0%0%-1%
AmundiAbsolute Volatility Euro0%1%20%
Seven SeasAlpha Japan Neutral (Permal)0%0%-6%
SchrodersUK Dynamic Absolute0%-1%-9%
Eaton VanceDiversified Currency0%3%4%
SiriosSirios Long/Short0%4%-5%
Royal LondonAbsolute Return0%1%1%
TagesPaladin0%0%9%
Catalyst Capital AdvisorsMulti-Strategy0%3%-2%
Absolute InsightMulti Strategy0%1%-3%
Candriam Investors GroupLong Short Credit0%1%0%
HussmanStrategic Total Return0%2%12%
PSAMGlobal Event (Lumyna)0%-2%1%
Aspect Capital LimitedAspect Systematic Global Macro0%-3%1%
Abbey CapitalAbbey Capital Futures Strategy0%1%4%
NuveenNuveen Equity Market Neutral0%-2%-9%
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS B0%-1%-2%
HPX FinancialOld School Program0%0%4%
ProbabilitiesProbabilities0%5%-17%
EraamPremia Low Vol0%0%-10%
TellworthEuropean Market Neutral0%2%4%
PIMCOAll Asset All Authority0%3%-6%
Prentice CapitalEquity Long Short (Rotschild)0%5%19%
RoxburyCredit Events0%1%0%
Allianz Global InvestorsMerger Arbitrage Strategy0%0%-2%
ArtemisUs Absolute Return0%0%-2%
SEB GroupAsset Selection0%2%-6%
BlackrockEuropean Absolute Return0%2%9%
Warrington Asset ManagementStrategic0%0%1%
LLBAlternative Strategy Global0%1%-5%
Absolute InsightEmerging Markets0%1%-2%
SandlerUS Equity (Lyxor)0%2%10%
Candriam Investors GroupIndex Arbitrage0%0%2%
PzenaPzena Long/Short Value0%-1%-28%
LaffitteRisk Arbitrage0%1%-7%
TresidesTotal Return Commodities0%-2%-7%
InvescoGlobal Targeted Income0%-1%-2%
FidelityAbsolute Return Multi0%1%2%
JanusHendersonUnited Kingdom0%0%2%
7imAbsolute Return Portfolio0%-2%-2%
HussmanHussman Strategic International0%0%-3%
Absolute InsightCurrency0%0%0%
Ocean AretoArete Macro (Keplar)0%0%8%
Man GLGGLG European Mid0%-1%-3%
OdeySwan0%-2%-15%
Red Rock CapitalSystematic Global Macro0%2%-5%
ExaneCeres0%-1%1%
BMOReal Estate Equity0%1%5%
Absolute InsightEquity Market0%1%0%
Kinkopf Capital ManagementS&P Select Program0%0%16%
Lake Geneva Investment PartnersFixed Income Allocator0%0%5%
ManulifeAsian Bond Absolute0%1%0%
GAM International ManagementMultistock Absolute Return0%2%0%
AvivaInvestors Multi Strategy Target Returns0%1%-1%
InsightAbsolute Return Equity0%1%0%
MarshallWaceMW Tops0%3%5%
SchrodersIsf Alternative Risk0%1%-17%
Sibilla CapitalSibilla Macro (HI)0%1%-11%
AmundiGlobal Macro Forex0%0%-3%
RAMLong Short Emerging0%2%-9%
FinlaboDynamic Equity0%1%-11%
GAM International ManagementGAM Systematic Alternative Risk Premia0%1%-4%
KellnerKellner Merger0%2%-2%
Fort LPGlobal Futures0%2%-3%
GAM International ManagementStar Lux European0%3%0%
ATACATAC Rotation Investor0%5%42%
Allianz Global InvestorsManaged Futures Strategy0%1%-8%
AberdeenAlternative Risk Premia0%3%-16%
GAM International ManagementStar Emerging Market0%1%7%
Longboard Asset Management LPManaged Futures Strategy0%0%-3%
XaiaCredit Debt Capital0%1%2%
EraamLong Short Equity0%1%-5%
TellworthTellworth / Sanditon Uk Select0%3%10%
LutetiaPatrimoine0%2%-14%
UnigestionCross Asset Trend Follower0%1%-5%
AmericaFirstAmericaFirst Tactical Alpha0%3%-8%
SevenDiversified Fund0%2%1%
Putnam PanAgoraPutnam PanAgora Market Neutral0%2%-5%
Legg MasonMartin Currie Abs Alpha0%2%-10%
IAMCore Defensive0%-1%-11%
M & G Investment ManagementEpisode Macro Fund0%1%0%
RubricsGlobal Fixed Income0%1%6%
SanlamManaged Risk0%0%-10%
AmundiGlobal Macro Bonds0%1%-1%
JupiterEuropa0%-1%-4%
John Locke InvestmentsEquity Market Neutral0%1%-2%
MProved SystematicMProved Systematic Merger Arbitrage0%0%-2%
Amapa Capital AdvisorsAmapa Investment Program0%-1%5%
RufferTotal Return0%1%6%
ExaneOverdrive0%-1%7%
Gresham Investment ManagementManaged Futures Strat0%2%2%
TRYCON GCMTungsten Trycon Basic0%1%4%
UnigestionAlternative Equities0%-1%-16%
PictetDiversified Alpha0%3%5%
AQR Capital ManagementSystematic Total Return0%1%-15%
TiedemannArbitrage Strategy (Lyxor)0%1%-1%
MarshallWaceMW Tops Market Neutral-1%2%5%
AlpineMerger Arbitrage-1%2%-5%
MFSMFS Managed Wealth-1%1%4%
Salus Alpha CapitalDirectional Markets (DMX)-1%0%5%
BlackrockUK Equity Absolute-1%-1%-2%
IssacharIssachar-1%6%23%
SandbarGlobal Equity Market Neutral (Lumyna)-1%1%6%
BluebayGlobal Sovereign Opportunities-1%1%-4%
ManulifeAbsolute Return Rates-1%-1%0%
Shannon RiverLong/Short Technology (U Access)-1%1%13%
Fort LPGlobal Equity-1%0%-8%
LFISVision Credit-1%0%3%
Tianyou Asset ManagementTianyou Fund-1%6%-30%
Fort LPGlobal Contrarian UCITS-1%1%-1%
AmundiAbsolute Volatility World-1%-1%26%
RamiusMerger Arbitrage (Lumyna)-1%2%-4%
LGT Capital PartnersLGT Alpha Generix-1%3%5%
FS InvestmentsManaged Futures-1%0%10%
BlackrockUK Absolute Alpha-1%-1%-2%
InvescoGlobal Equity Market-1%-2%-19%
Transtrend BVTulip Trend Fund UCITS-1%5%-8%
PictetKosmos-1%0%11%
Allianz Global InvestorsMulti Asset Long Short-1%4%-7%
Fulcrum Asset ManagementFulcrum Risk Premia-1%2%-19%
PictetAgora-1%-1%2%
Allianz Global InvestorsMulti Asset Risk Premia-1%0%-7%
BlackrockStyle Advantage-1%-1%-19%
Boussard GavaudanAbsolute Return-1%1%-1%
MerianGlobal Equity Absolute-1%1%-4%
Fort LPGlobal Trend UCITS-1%2%2%
TriumEuropean Equity Market-1%0%-6%
Fort LPGlobal Diversified UCITS-1%2%-10%
AQR Capital ManagementManaged Futures UCITS-1%-1%-2%
First Quadrant LPFQ Macro FX – 10% Risk-1%4%22%
Boston PartnersPartners Global Long/Short-1%2%-10%
Capital Fund ManagementDiversified-1%0%-20%
M & G Investment ManagementGlobal Target-1%1%1%
American CenturyMarket Neutral Val-1%-1%-4%
Quality Capital ManagementGlobal Diversified-1%4%29%
UBSCurrency Allocation Return-1%7%-13%
WellingtonGlobal Currency Absolute-1%-4%-3%
MelchiorEuropean Absolute return-1%1%-2%
MarshallWaceMW Liquid-1%2%7%
SchrodersIsf European Equity-1%0%2%
John Locke InvestmentsCyril Systematic UCITS Fund-1%4%11%
LutetiaAbsolute Return-1%-1%-7%
Superfund Capital ManagementManaged Futures Strategy-1%6%11%
Conservative Concept AGAthena UI (UCITS)-1%-1%4%
BNP TheamAbsolute Alpha-1%1%-5%
GuggenheimGuggenheim Market Neutral-1%4%9%
Tendance FinanceNext AM Fund-1%0%18%
PIMCOTrends Composite-1%3%5%
LGT Capital PartnersLGT Sustainable Equity Market-1%1%2%
SalusAlpha Directional Markets-1%-1%10%
AQR Capital ManagementEquity Market Neutral-1%-2%-15%
RG Tactical Market Neutral InstitutionalRG Tactical Market Neutral Institutional-1%-3%-16%
Wharton Capital ManagementAgricultural Futures-1%-3%1%
ScharfScharf Alpha Opportunity-1%1%-8%
Otter CreekOtter Creek Long/Short Opportunity-1%6%3%
CheyneCheyne Arbitrage (U Access)-1%3%-4%
Quantitative Investment ManagementGlobal Program-1%-2%-10%
Neuberger Berman GroupUncorrelated Strategies-1%-1%4%
QSQS Global Market Neutral-1%2%-2%
Allianz Global InvestorsJapan Equity Long Short-1%2%1%
BPIAlternative Iberian Equities-1%0%0%
DWSGold Plus-1%5%20%
Transtrend BVStandard Risk-1%4%0%
Lombard Odier Investment ManagersAlternative Risk Premia-1%0%-4%
Millburn Ridegfield CorporationDiversified Program-1%3%-14%
JPMorganSystematic Alpha-1%1%-18%
EraamPremia-1%1%-21%
Quest PartnersAlphaQuest (ML Capital)-2%2%6%
Man GLGGLG UK Absolute Value-2%-1%-2%
ConvergenceConvergence Market Neutral-2%2%-11%
ProFundsRising US Dollar (daily)-2%-4%-6%
AQR Capital ManagementAQR Managed Futures-2%1%0%
Transtrend BVEnhanced Risk-2%6%1%
BNP TheamQuant Multi-2%0%-14%
PIMCOPIMCO RAE Fundamental Advantage PLUS-2%-1%-15%
MelchiorEuropean Enhanced Absolute-2%2%-6%
LoCorr Fund ManagementLong/Short Commodity Strats-2%0%9%
RAMLong Short Global-2%6%0%
Crabel Capital MgmtCrabel Advanced Trend-2%2%11%
Neuberger Berman GroupAbsolute Alpha-2%5%-3%
Equinox Fund ManagementMutualHedge Futures Strategy-2%1%-17%
WellingtonStrategic European Equity-2%-2%-6%
PlatoGlobal Market Neutral-2%1%-11%
Garraway Capital ManagementGarraway Financial Trends-2%1%-8%
RobecoQI Multi Factor-2%1%-19%
Guggenheim InvestmentsGuggenheim Managed Futures Strategy-2%2%1%
Winton Capital ManagementAbsolute Return Futures-2%-2%-14%
LemanikGlobal Strategy-2%3%14%
FinlaboDynamic US Equity-2%-1%-17%
FinlaboDynamic Emerging Markets-2%7%-1%
WG Wealth GuardianStrategic Volatility Returns Program-2%5%-1%
AQR Capital ManagementGlobal Macro Opportunities-2%0%-5%
Systematica InvestmentsBlueTrend Fund-2%3%6%
SevenFortress Fund-2%2%3%
JupiterGlobal Absolute Return-2%-3%-19%
GothamGotham Neutral-2%2%-10%
GAM International ManagementStar Lux Financials-2%0%-4%
JupiterAbsolute Return UK-2%-4%-19%
Crabel Capital MgmtCrabel Gemini-2%0%2%
VanguardVanguard Market Neutral-2%1%-6%
Aspect Capital LimitedAspect Core Trend Fund-2%0%-1%
AQR Capital ManagementAQR Managed Futures HV Strategy-2%1%0%
Lynx Asset ManagementLynx-2%7%-2%
EnnismoreEuropean Smaller Companies-2%-4%-15%
PGIM QMAPGIM QMA Long-Short Equity-2%-1%-16%
Systematica InvestmentsAlternative Risk Premia-3%1%-7%
BanorMistral Long Short Equity-3%-5%-20%
Mulvaney Capital ManagementGlobal Diversified Program-3%3%9%
NuanceNuance Concentrated Value L-S-3%-5%1%
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy-3%1%9%
PerduranceMarket Neutral (Rotschild)-3%3%-7%
Winton Capital ManagementWinton Futures Fund-3%-2%-20%
Cooper CreekNorth America Long Short Equity (ML)-3%2%8%
Campbell & CompanyManaged Futures-3%0%-2%
InvescoInvesco All Cap Market Neutral-3%-1%-14%
MaverickFundamental Quant-3%4%-16%
BNP TheamQuant Equity-3%-2%-4%
Fulcrum Asset ManagementMulti Asset Trend Fund-3%1%-8%
LGT Capital PartnersLGT Dynamic Protection-3%2%18%
HussmanHussman Strategic Growth-3%0%10%
Altegris AdvisorsEvolution-4%0%-20%
OdeyOdyssey-4%-6%3%
H2OGlobal LS-4%-3%-38%
INSCH Capital Management SAKintore-4%6%9%
SchrodersGlobal Equity Market Neutral-4%-3%-12%
ZebraGlobal Equity Market Neutral (Keplar)-4%-3%-18%
Red Rock CapitalCommodity Long-Short-5%-2%11%
OdeySpecial Situations-5%6%28%
Aspect Capital LimitedDiversified Program-5%1%-8%
P/E InvestmentsFX Strategy – Standard UCITS-6%-7%-4%
PanAgoraPanAgora Managed Futures Strategy-6%-2%-10%
WG Wealth GuardianTrend Fix Portfolio-6%4%19%
Schindler Capital ManagementInstitutional Dairy Advantage-6%1%8%
Schindler Capital ManagementDairy Advantage Program-8%0%10%
WG Wealth GuardianGVR Program-8%-1%-18%
WG Wealth GuardianQT Program-12%17%38%
NavigatorNavigator Sentry Managed Volatility-17%-10%-39%

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