Despite the tremendous focus on a few leveraged Long/Short Equity funds, epic short squeezes, and the impact of retail traders, January looks likes a relatively calm month, with the average hedge fund losing 0.1%. CTAs suffered into the month-end and lost 60 bps mainly as an effect of month-end action. NilssonHedge is proud to present an early list of almost 1000 managers reporting early returns for January. As per usual, Crypto Managers provided the most spectacular returns.
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.
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 2047 different managers, representing 3800 different investment strategies. For the current reporting month, 994 managers have reported returns. For the prior month, we have 1707 live managers. In terms of CTAs, for the current reporting month, 174 CTA programs have reported returns. For the prior month, we have 667 live programs.In total, the database contains 27040 years of manager data. We cover 402 bn of Assets in the Hedge Fund space. Out of which 210 bn of Assets in CTA/Managed Futures managers.
Over the last three calendar months, we have added 196 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2436
Number of Equity Long Short Strategies: 347
Number of Market Neutral Strategies: 110
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 136
Number of Crypto Strategies: 197
Number of Asset Allocation Strategies: 161
Number of Risk Premia Strategies: 48
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
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