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.
Based on early reporting, the estimated MTD performance for Hedge Funds is 5.6% taking the YTD number to 10.8%. The estimated MTD performance for CTAs is 2.3% taking the YTD number to 4.1%. 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/
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The Database contains 1973 different managers, representing 3617 different investment strategies. For the current reporting month, 902 managers have reported returns. For the prior month, we have 1542 live managers. In terms of CTAs, for the current reporting month, 164 CTA programs have reported returns. For the prior month, we have 636 live programs.In total, the database contains 26044 years of manager data. We cover 377 bn of Assets in the Hedge Fund space. Out of which 194 bn of Assets in CTA/Managed Futures managers.
Below is results for CTA managing more than $100mn, sorted by returns for the month.
| Manager | Program | Current Month | Prior Month | YTD |
| UBS | Currency Allocation Return | 9% | 0% | -9% |
| IPM Informed Portfolio Management | IPM Systematic Macro | 7% | -2% | -6% |
| Drury Capital | Diversified Trend-Following Program | 7% | -3% | 6% |
| Equinox Fund Management | MutualHedge Futures Strategy | 6% | -4% | -20% |
| Systematica Investments | BlueTrend Fund | 6% | -2% | 5% |
| SEB Group | Asset Selection | 6% | -1% | -3% |
| NN | Alternative Beta | 6% | 0% | 10% |
| Crabel Capital Mgmt | Crabel Advanced Trend | 6% | 0% | 14% |
| Quantica Capital AG | Managed Futures Program Focus | 5% | -2% | 0% |
| Bridgewater | Core Global | 5% | -1% | -5% |
| Cantab Capital Partners | CCP Core Macro | 5% | -2% | -5% |
| Quantica Capital AG | Managed Futures Program | 5% | -2% | -1% |
| Ocean Areto | Arete Macro (Keplar) | 5% | 1% | 10% |
| Millburn Ridegfield Corporation | Diversified Program | 5% | -5% | -12% |
| Blue Diamond Asset Management | Blue Diamond Non-Directional Strategy | 5% | -2% | 12% |
| Allianz Global Investors | Managed Futures Strategy | 4% | -1% | -5% |
| Lupus | Alpha Volatility Risk | 4% | -1% | -10% |
| Man AHL | American Beacon AHL Mgd Futs Strat Instl | 3% | -2% | 5% |
| Man AHL | AHL Trend Alternative | 3% | -2% | -4% |
| PGIM QMA | Keynes Systematic | 3% | -1% | 0% |
| Man AHL | AHL Diversity Alternative | 3% | -2% | -3% |
| EMC Capital Advisors | Alpha Program | 3% | -1% | 5% |
| Fort LP | Global Contrarian UCITS | 3% | -2% | 0% |
| Amundi | Absolute Return Multi | 3% | 0% | 3% |
| Abbey Capital | Abbey Capital Futures Strategy | 2% | -1% | 4% |
| Goldman Sachs | Alternative Trend | 2% | -1% | -1% |
| Graham Capital Mgmt LP | Tactical Trend | 2% | -1% | -4% |
| JPMorgan | Global Macro | 2% | 0% | 6% |
| ADG Capital Management | ADG Systematic Macro | 2% | 2% | -7% |
| Altegris Advisors | Evolution | 2% | 0% | -18% |
| PIMCO | Trends Composite | 2% | 0% | 4% |
| Crabel Capital Mgmt | Crabel Gemini | 2% | -2% | 0% |
| Campbell & Company | Managed Futures | 2% | 1% | 0% |
| Mondiale Asset Management | Leveraged Trading Proram | 2% | 0% | 24% |
| Amundi | Global Macro Forex | 1% | -1% | -3% |
| Metori Capital Management | Epsilon Global Trend (Lyxor) | 1% | -1% | 8% |
| Mulvaney Capital Management | Global Diversified Program | 1% | 2% | -1% |
| RV Capital | Asia Opportunity | 0% | 1% | 5% |
| AXA Chorus | Systematic Macro | 0% | -2% | -3% |
| Fort LP | Global Diversified UCITS | 0% | -1% | -11% |
| First Quadrant LP | FQ Macro FX – 10% Risk | 0% | -1% | 21% |
| AQR Capital Management | AQR Managed Futures HV Strategy | 0% | 3% | 0% |
| Dunn Capital Management | DUNN WMA Institutional (ML Capital) UCITS | 0% | 0% | -5% |
| AXA Chorus | World Funds Multi Strategy | 0% | 0% | 4% |
| Aspect Capital Limited | Aspect Systematic Global Macro | -1% | 0% | 3% |
| Winton Capital Management | Winton Futures Fund | -1% | 0% | -21% |
| Graham Capital Mgmt LP | Graham Macro UCITS | -1% | -1% | 9% |
| Transtrend BV | Enhanced Risk | -1% | 2% | -1% |
| Aspect Capital Limited | Aspect Core Trend Fund | -1% | 0% | -3% |
| Aspect Capital Limited | Diversified Program | -2% | 0% | -11% |
| AQR Capital Management | Managed Futures UCITS | -3% | 0% | -6% |
| Amundi | Absolute Volatility World | -3% | 0% | 24% |
| Amundi | Absolute Volatility Euro | -3% | 1% | 19% |
| AQR Capital Management | AQR Managed Futures | -3% | 2% | -4% |
| Lemanik | Global Strategy | -4% | 1% | 10% |
| P/E Investments | FX Strategy – Standard UCITS | -9% | 2% | -6% |
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