Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a variety of styles and strategies. In addition, NilssonHedge offers supplemental coverage of a number of Long/Short Equity Managers, Fixed Income Strategy, and Multi Strategy hedge funds.
The estimated MTD performance for Hedge Funds is 2.4% taking the YTD number to 10.3%. The estimated MTD performance for CTAs is -0.0% taking the YTD number to 4.8%. We note that this is an estimate for reporting funds, and that better performing funds typically report early. These estimates do not include funds that have stopped reporting. For the survivorship adjusted number, we would like to direct you to the NilssonHedge indices at https://nilssonhedge.com/index/.
The Database contains 1876 different managers, representing 3524 different investment strategies. For the current reporting month, 1484 managers have reported returns. For the prior month, we have 1619 live managers. In terms of CTAs, for the current reporting month, 617 CTA programs have reported returns. For the prior month, we have 717 live programs. In total, the database contains 25369 years of manager data. We cover 392 bn of Assets in the Hedge Fund space. Out of which 203 bn of Assets in CTA/Managed Futures managers.
Database overview, including graveyard:
Number of CTA Strategies: 2353
Number of Equity Long Short Strategies: 314
Number of Market Neutral Strategies: 104
Number of Event Driven Strategies: 53
Number of Fixed Income Strategies: 120
Number of Crypto Strategies: 149
Number of Asset Allocation Strategies: 126
Number of Risk Premia Strategies: 45