Database Updated – 76%

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 -1.6% taking the YTD number to 7.7%. The estimated MTD performance for CTAs is -0.3% taking the YTD number to 5.4%. 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 survivorship adjusted number, we would like to direct you to the NilssonHedge indices at https://nilssonhedge.com/index/.

The Database contains 1879 different managers, representing 3482 different investment strategies. For the current reporting month, 1150 managers have reported returns. For the prior month, we have 1527 live managers. In terms of CTAs, for the current reporting month, 360 CTA programs have reported returns. For the prior month, we have 649 live programs. In total, the database contains 25200 years of manager data. We cover 381 bn of Assets in the Hedge Fund space. Out of which 193 bn of Assets in CTA/Managed Futures managers.

Database overview, including graveyard:
Number of CTA Strategies: 2323
Number of Equity Long Short Strategies: 312
Number of Market Neutral Strategies: 103
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 116
Number of Crypto Strategies: 149
Number of Asset Allocation Strategies: 126
Number of Risk Premia Strategies: 44

Sign up for the underlying database here (free).

This text is auto-generated and may contain mistakes. Past performance is not indicative of future results

Leave a Reply

Please log in using one of these methods to post your comment:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.