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 5.9%. The estimated MTD performance for CTAs is -0.6% taking the YTD number to 3.6%. 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/.
Explore our free overview of Hedge Fund performance at https://nilssonhedge.com/reports/nilsson-report/
Sign up for the database here: https://nilssonhedge.com/database-info/databaseinfo/database/register-for-access-to-the-database/
The Database contains 1932 different managers, representing 3557 different investment strategies. For the current reporting month, 1461 managers have reported returns. For the prior month, we have 1646 live managers. In terms of CTAs, for the current reporting month, 572 CTA programs have reported returns. For the prior month, we have 699 live programs.In total, the database contains 25747 years of manager data. We cover 398 bn of Assets in the Hedge Fund space. Out of which 206 bn of Assets in CTA/Managed Futures managers.
Database overview, including graveyard:
Number of CTA Strategies: 2344
Number of Equity Long Short Strategies: 316
Number of Market Neutral Strategies: 108
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 121
Number of Crypto Strategies: 174
Number of Asset Allocation Strategies: 126
Number of Risk Premia Strategies: 47
To view estimates of current performance, our daily indices provides unique insights (https://nilssonhedge.com/index/daily-indices/)
This text is auto-generated and may contain mistakes. Past performance is not indicative of future results
Completion time: 2020-11-22T06:19:04.7949686-05:00