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 -0.6% taking the YTD number to 5.7%.
The estimated MTD performance for CTAs is -0.0% taking the YTD number to 3.9%. 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 1885 different managers, representing 3488 different investment strategies. For the current reporting month, 874 managers have reported returns. For the prior month, we have 1510 live managers. In terms of CTAs, for the current reporting month, 167 CTA programs have reported returns. For the prior month, we have 639 live programs. In total, the database contains 25427 years of manager data. We cover 381 bn of Assets in the Hedge Fund space.
Out of which 197 bn of Assets in CTA/Managed Futures managers.
Database overview, including graveyard:
Number of CTA Strategies: 2331
Number of Equity Long Short Strategies: 308
Number of Market Neutral Strategies: 103
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 116
Number of Crypto Strategies: 151
Number of Asset Allocation Strategies: 126
Number of Risk Premia Strategies: 44
This text is auto-generated and may contain mistakes. Past performance is not indicative of future results.
| Manager | Program | Current Month | Prior Month | YTD |
| Macrotheme Capital Management | Macrotheme Opportunity | 15% | 24% | -9% |
| WG Wealth Guardian | QT Program | 12% | -8% | 42% |
| Purple Valley Capital | Diversified Trend 1 | 10% | -21% | 64% |
| Polar Asset Management AS | Multi Asset | 8% | 2% | 6% |
| WG Wealth Guardian | Trend Fix Portfolio | 6% | -3% | 21% |
| Brisslen Capital Management | Brisslen Energy Strategy | 6% | -9% | -12% |
| Transtrend BV | Tulip Trend Fund UCITS | 4% | -5% | -8% |
| Hoss Capital Management | Trading Program | 4% | 1% | -1% |
| Ravinia Investment Management | Algorithmic Multi Strategy | 4% | -11% | 44% |
| Stein Investment Management | Trading Evolution | 3% | -3% | 12% |
| AQR Capital Management | AQR Managed Futures HV Strategy | 3% | -3% | 0% |
| Silicon Valley Quantitative Advisors | US Quantitative Portfolio (UQP) | 3% | 1% | -2% |
| Schindler Capital Management | Dairy Advantage Program | 2% | 0% | 12% |
| Tianyou Asset Management | Tianyou Fund | 2% | 3% | -26% |
| RG Niederhoffer Capital Management | RGN Smart Alpha | 2% | -3% | -1% |
| Diamond Capital Management | Enhanced S&P Program | 2% | -4% | -1% |
| P/E Investments | FX Strategy – Standard UCITS | 2% | 6% | 4% |
| The Great O’Neill | Great O’Neill | 2% | 1% | 6% |
| Caerus Group | Oil Futures Trading Program | 2% | 2% | -11% |
| Transtrend BV | Enhanced Risk | 2% | -3% | 0% |
| AQR Capital Management | AQR Managed Futures | 2% | -2% | -1% |
| Panima Capital Management | Diversified Futures | 2% | 0% | 6% |
| Schindler Capital Management | Institutional Dairy Advantage | 2% | -2% | 8% |
| Transtrend BV | Standard Risk | 1% | -2% | -1% |
| Conservative Concept AG | Athena UI Fund | 1% | 3% | 9% |
| Salus Alpha Capital | Directional Markets (DMX) | 1% | 3% | 10% |
| Alternative Capital Advisors | Strategic Ag Program | 1% | 2% | 10% |
| ADG Capital Management | ADG Systematic Macro | 1% | -2% | -10% |
| J8 Capital Management | J8 Global Absolute Return Strategy | 1% | -3% | 6% |
| Amundi | Absolute Volatility Euro | 1% | 1% | 23% |
| Global Sigma Group | AGSF | 1% | 1% | 9% |
| WG Wealth Guardian | SAFI2 Program | 1% | -6% | 5% |
| Global Sigma Group | Global Sigma Fund LP | 1% | 1% | 3% |
| Mobius Asset Mgt | MCR Trading Program | 1% | 0% | -2% |
| Lemanik | Global Strategy | 1% | -1% | 14% |
| Amundi | Global Macro Bonds | 1% | 0% | 0% |
| Crystal Tower Advisors | Crystal Tower Futures | 1% | 2% | 5% |
| AXA Chorus | World Funds | 1% | 1% | 11% |
| Red Rock Capital | Systematic Global Macro | 1% | -2% | -6% |
| Goldman Sach Management | Goldman Sachs Mngd Futures Strat Instl | 1% | -2% | 1% |
| Tages | Paladin | 1% | 0% | 9% |
| Gresham Investment Management | Managed Futures Strat | 1% | -1% | 2% |
| Ocean Areto | Arete Macro (Keplar) | 1% | -3% | 5% |
| Campbell & Company | Managed Futures | 1% | 0% | -2% |
| Claughton Capital | ARP Institutional Program | 1% | 0% | 35% |
| Global Sigma Group | Equity Advantage II | 1% | 1% | 4% |
| Chelton Wealth | Currency Al | 1% | 2% | 13% |
| Amundi | Absolute Volatility World | 0% | 1% | 28% |
| RV Capital | Asia Opportunity | 0% | 0% | 4% |
| Neuberger Berman Group | Diversified Currency | 0% | 0% | 0% |
| Pacific | G10 macro rates | 0% | 0% | 9% |
| Numberline Capital Partners | Numberline | 0% | 1% | 8% |
| Altegris Advisors | Evolution | 0% | -1% | -20% |
| Aspect Capital Limited | Aspect Core Trend Fund | 0% | -1% | -1% |
| Alessia | Absolute Return Macro | 0% | 0% | 3% |
| PIMCO | Em Mkts Ccy and S/T Invsmt (daily) | 0% | -1% | -4% |
| Amundi | Global Macro Bonds Low Vol | 0% | 0% | -3% |
| AQR Capital Management | Global Macro Opportunities | 0% | 0% | -5% |
| Jyske Capital | FX Alpha | 0% | 0% | -1% |
| Salus Alpha Capital | Global Alpha (GAX) | 0% | 0% | 15% |
| Berenberg | Dymacs Volatility Premium | 0% | 0% | -24% |
| Manulife | Absolute Return Opportunities | 0% | 0% | 0% |
| Columbia | Managed Futures Strategy Fund | 0% | -3% | -5% |
| Absolute Insight | Currency | 0% | 0% | 0% |
| PIMCO | Trends Composite | 0% | -3% | 2% |
| Martin Fund Management | Martin Options Program | 0% | 0% | 11% |
| Dunn Capital Management | DUNN WMA Institutional (ML Capital) UCITS | 0% | -2% | -5% |
| AQR Capital Management | Managed Futures UCITS | 0% | -1% | -3% |
| Wellington | Global Currency Absolute | 0% | 3% | -1% |
| Fulcrum Asset Management | Multi Asset Trend Fund | 0% | -1% | -9% |
| United Standard Equities | Serie A | 0% | 0% | 13% |
| Blake Capital Management | SRD Currencies | 0% | 0% | 0% |
| Campbell & Company | Campbell Dynamic Trend Fund | 0% | 0% | -3% |
| ecamos Capital AG | ecamos Core Strategy 2X | 0% | 0% | -25% |
| Lynx Asset Management | Lynx | 0% | -4% | -4% |
| Winton Capital Management | Absolute Return Futures | 0% | 0% | -14% |
| WG Wealth Guardian | GVR Program | 0% | -10% | -26% |
| WG Wealth Guardian | Strategic Volatility Returns Program | 0% | -13% | -14% |
| Mobius Asset Mgt | Ceed Trading Program | 0% | 0% | -3% |
| UBS | Currency Allocation Return | 0% | -4% | -17% |
| Warrington Asset Management | Strategic | 0% | 0% | 0% |
| Winton Capital Management | Winton Futures Fund | 0% | 0% | -20% |
| BNP Theam | Quant Volatility | 0% | 2% | -20% |
| Red Rock Capital | Commodity Long-Short | 0% | 0% | 11% |
| Blackrock | Macro Opportunities | 0% | 0% | -1% |
| Aspect Capital Limited | Diversified Program | 0% | -1% | -9% |
| Mondiale Asset Management | Leveraged Trading Proram | 0% | 3% | 23% |
| Graham Capital Mgmt LP | Tactical Trend | 0% | -4% | -6% |
| TRYCON GCM | Tungsten Trycon Basic | 0% | 0% | 4% |
| GuidePath | Managed Futures Strat | 0% | -3% | 6% |
| Quest Partners | AlphaQuest (ML Capital) | 0% | -4% | 2% |
| Tom Capital AG | Moderate Model Portfolio | 0% | -2% | -22% |
| AXA Chorus | World Funds Multi Strategy | 0% | 1% | 5% |
| 361 Capital | 361 Global Managed Futures Strategy Fund | 0% | 0% | -7% |
| Aspect Capital Limited | Aspect Systematic Global Macro | 0% | 2% | 3% |
| PAK Capital | Currency Program | 0% | 0% | 0% |
| Unigestion | Cross Asset Trend Follower | 0% | -2% | -7% |
| Graham Capital Mgmt LP | Graham Macro UCITS | 0% | 0% | 11% |
| Dunn Capital Management | Managed Futures Strategy (Arrow) | 0% | -5% | -10% |
| Crabel Capital Mgmt | Crabel Advanced Trend | 0% | -3% | 7% |
| 361 Capital | 361 Managed Futures Strategy Fund | 0% | 1% | -14% |
| James Alpha | Macro | 0% | -2% | -5% |
| Robust Methods | Robust Methods LLC | -1% | -10% | 19% |
| Amundi | Global Macro Forex | -1% | -1% | -4% |
| Garraway Capital Management | Garraway Financial Trends | -1% | -2% | -10% |
| Chelton Wealth | Chelton Wealth Alternativ | -1% | 1% | 14% |
| Acadian | Multi Asset Absolute Return | -1% | -1% | -4% |
| Bridgewater | Core Global | -1% | -2% | -10% |
| Abbey Capital | Abbey Capital Futures Strategy | -1% | -2% | 2% |
| Metori Capital Management | Epsilon Global Trend (Lyxor) | -1% | -1% | 7% |
| Mainfirst | Contrarian Opportunities | -1% | 1% | -11% |
| Lupus | Alpha Volatility Invest | -1% | 0% | -7% |
| Catalyst Capital Advisors | Multi-Strategy | -1% | -1% | -3% |
| Rational Advisors | Rational/ReSolve Adaptive Asset Allc | -1% | -3% | -9% |
| SEB Group | Asset Selection | -1% | -1% | -8% |
| Chesapeake Capital Corporation | Equinox Chesapeake Strategy | -1% | -4% | -9% |
| Tendance Finance | Next AM Fund | -1% | -1% | 16% |
| Tresides | Total Return Commodities | -1% | -2% | -10% |
| Longboard Asset Management LP | Managed Futures Strategy | -1% | -3% | -7% |
| Goldman Sachs | Alternative Trend | -1% | -2% | -3% |
| First Quadrant LP | FQ Macro FX – 10% Risk | -1% | 0% | 21% |
| Lupus | Alpha Volatility Risk | -1% | 0% | -14% |
| Winton Capital Management | Winton Trend Fund | -1% | -3% | -2% |
| Allianz Global Investors | Managed Futures Strategy | -1% | -2% | -11% |
| Fort LP | Global Diversified UCITS | -1% | -1% | -11% |
| CrossBorder Capital | AR Systematic Macro Strategy | -1% | -1% | -2% |
| LoCorr Fund Management | Long/Short Commodity Strats | -1% | 1% | 9% |
| Fort LP | Global Futures | -1% | -2% | -7% |
| Campbell & Company | Absolute Return Portfolio (UCITS) | -1% | -3% | -7% |
| CONTRENDIAN | CONTRENDIAN Master F | -1% | -2% | -13% |
| Fort LP | Global Trend UCITS | -2% | -1% | 0% |
| Man AHL | AHL Diversity Alternative | -2% | -3% | -6% |
| Schot Capital Limited | Multi Diversified Program | -2% | -2% | 4% |
| Lynx Asset Management | Constellation | -2% | 0% | -2% |
| Man AHL | American Beacon AHL Mgd Futs Strat Instl | -2% | -3% | 1% |
| FS Investments | Managed Futures | -2% | -1% | 7% |
| AXA Chorus | Systematic Macro | -2% | 0% | -3% |
| SEB Group | Asset Selection Opportunistic | -2% | -3% | -19% |
| Man AHL | AHL Trend Alternative | -2% | -4% | -7% |
| Fort LP | Global Contrarian UCITS | -2% | 0% | -3% |
| Quantica Capital AG | Managed Futures Program | -2% | -4% | -6% |
| Salus | Alpha Directional Markets | -2% | 1% | 8% |
| Blue Diamond Asset Management | Blue Diamond Non-Directional Strategy | -2% | 0% | 7% |
| Dorsey Wright | DWA Tactical | -2% | -4% | -4% |
| Cantab Capital Partners | CCP Core Macro | -2% | -3% | -9% |
| Lumyna | Enhanced Equity Volatility | -2% | 2% | -13% |
| Systematica Investments | BlueTrend Fund | -2% | -4% | -2% |
| SEB Group | Diversified | -2% | -1% | -17% |
| Crabel Capital Mgmt | Crabel Gemini | -2% | -1% | -1% |
| LoCorr Fund Management | LoCorr Macro Strategies | -2% | -1% | 0% |
| IPM Informed Portfolio Management | IPM Systematic Macro | -3% | -4% | -12% |
| WG Wealth Guardian | Strategic Volatility Master Program | -3% | -5% | -6% |
| Guggenheim Investments | Guggenheim Managed Futures Strategy | -3% | -1% | -3% |
| John Locke Investments | Cyril Systematic Strategy | -3% | -6% | 2% |
| PanAgora | PanAgora Managed Futures Strategy | -3% | -1% | -13% |
| Drury Capital | Diversified Trend-Following Program | -3% | -4% | 0% |
| Salus Alpha Capital | Commodity Arbitrage (CAX) | -3% | 6% | 14% |
| MarketCipher Partners | MarketCipher Partners LLC | -3% | -3% | 3% |
| Quantica Capital AG | Managed Futures Program 2x | -4% | -8% | -14% |
| Superfund Capital Management | Managed Futures Strategy | -4% | -5% | 1% |
| Equinox Fund Management | MutualHedge Futures Strategy | -4% | -5% | -25% |
| Millburn Ridegfield Corporation | Diversified Program | -4% | 2% | -16% |
| Eclipse Capital Management | Global Alpha | -5% | -4% | 1% |
| Southwest Managed Investments | Global Diversified | -6% | -8% | 8% |
| Equinox Fund Management | Equinox Ampersand Strategy Fund | -6% | -6% | -10% |
| Eclipse Capital Management | Global Monetary Program | -7% | -6% | 11% |
| Kinkopf Capital Management | S&P Select Program | -9% | -13% | -9% |
| 120 Capital Management | Quantamental Global Macro Program | -8% | -5% |
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