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 -0.5% taking the YTD number to 5.7%. The estimated MTD performance for CTAs is -0.2% taking the YTD number to 3.8%. 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 1887 different managers, representing 3488 different investment strategies. For the current reporting month, 1080 managers have reported returns. For the prior month, we have 1519 live managers. In terms of CTAs, for the current reporting month, 306 CTA programs have reported returns. For the prior month, we have 640 live programs. In total, the database contains 25459 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