Database Update – Week 3 80%

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 Top 10 and Worst 10 funds for the last month are shown below. This is based on our proprietary composite data streams but may contain errors. These are not filtered for Asset Under Management and are ranked on a simple return metric without adjusting for volatility. We only rank funds that have reported returns for the current reporting month. AUM within brackets.

CTA

Martin Fund Management : Martin Options Program : 15.37% [77.00]
World Cup Advisor : Yuwen Cao CC US Futures : 15.08% [0.04]
World Cup Advisor : Paige Williams Day Trader : 10.91% [0.02]
World Cup Advisor : Andrea Unger 30 & 500 : 9.55% [0.03]
Asset Management by Windsor Securities : 2 : 8.64% [0.00]
Asset Management by Windsor Securities : MBHT : 8.64% [0.00]
Purple Valley Capital : Diversified Trend 1 : 7.72% [4.70]
Ditsch Trading : Agricultural Trading Program : 6.86% [2.70]
SpreadEdge Capital : Commodity Seasonal Spread Program : 6.72% [0.34]
World Cup Advisor : Larry Williams China Gold : 6.64% [0.05]

World Cup Advisor : Sebastian Baumgaertel Target Zones : -19.61% [0.01]
WG Wealth Guardian : GVR Program : -14.52% [1.30]
Astute Capital Group : Pulse Program : -14.21% [4.71]
World Cup Advisor : Asset Risk Manager : -14.05% [0.03]
Algocentric Capital : $100000 Program : -12.93% [0.80]
WG Wealth Guardian : Strategic Volatility Returns Program : -12.42% [1.00]
Covenant Capital Management : Total Volatility Program : -11.75% [6.20]
Statar Capital : Natural Gas Strategy : -11.15% [1099.45]
World Cup Advisor : Petra Ilona Zacek Eclipse : -10.44% [0.01]
Opus Futures : Opus Macro Monitor Proprietary : -9.95% [0.66]

Market Neutral

KLP Kapitalforvaltning AS : KLP Alfa Global Energi : 7.13% [0.00]
Blackrock : Asia-Pacific Diversified : 6.13% [21.00]
PIMCO : PIMCO RAE Fundamental Advantage PLUS : 5.76% [0.00]
Schroders : Global Equity Market Neutral : 5.48% [27.00]
Merian : Global Equity Absolute : 4.88% [1012.00]
Vanguard : Vanguard Market Neutral : 3.13% [0.00]
John Locke Investments : Equity Market Neutral : 3.08% [25.00]
QS : QS Global Market Neutral : 2.90% [0.00]
Memnon : Market Neutral : 2.78% [132.00]
AQR Capital Management : Equity Market Neutral : 2.72% [0.00]

Man GLG : GLG Innovation Equity : -3.25% [512.00]
JPMorgan : JPMorgan Research Market Neutral : -3.24% [0.00]
Maverick : QM Neutral (GS) : -2.90% [218.00]
BNP Theam : Quant Dispersion US : -2.62% [56.00]
Osmosis : More World Sustainable : -2.48% [47.00]
Blackrock : European Absolute Return : -2.21% [2177.00]
Sandbar : Global Equity Market Neutral (Lumyna) : -2.12% [1322.00]
Man GLG : GLG UK Absolute Value : -1.78% [356.00]
GAM International Management : Star Lux European : -1.62% [117.00]
Exane : Ceres : -1.52% [558.00]

Equity Long/Short

Hussman : Hussman Strategic Growth : 12.21% [0.00]
Proxy P Management : Proxy Renewable LongShort Energy : 11.63% [0.00]
Adrigo Asset Management : Adrigo Small & Midcap LS : 10.40% [0.00]
Cederberg Capital : Greater China (Banor) : 9.12% [335.00]
Symmetry Invest : Symmetry Invest AS : 8.97% [0.00]
Veritas : China : 7.61% [46.00]
JanusHenderson : Horizon China : 6.45% [113.00]
Lucerne Capital Management : Nordic : 6.45% [0.00]
Atlant Fonder : Atlant Sharp : 5.28% [0.00]
Lupus : Alpha All Opportunities : 5.00% [81.00]

Lombard Odier Investment Managers : Fundamental Equity : -25.93% [109.00]
Odey : Absolute Return : -12.54% [544.00]
Carmignac : Portfolio Long Short Global Equities : -10.55% [84.00]
Navigator : Navigator Sentry Managed Volatility : -9.80% [0.00]
FS Investments : Long/Short Equity : -8.72% [0.00]
Cooper Creek : North America Long Short Equity (ML) : -8.24% [132.00]
Boston Partners : Boston Partners Long/Short Equity : -7.45% [0.00]
Counterpoint : Counterpoint Tactical Equity : -6.91% [0.00]
Liontrust : European Strategic : -6.45% [45.00]
Max Mitteregger Kapitalforvaltning : Gladiator Fond : -6.11% [0.00]

Event Driven

Odey : Special Situations : 7.74% [31.00]
Hadron : Alpha Select : 3.40% [41.00]
Vivaldi : Vivaldi Merger Arbitrage : 3.20% [0.00]
Water Island Long/Short Fund : Water Island Long/Short Fund : 2.72% [0.00]
Cheyne : Cheyne Arbitrage (U Access) : 2.53% [73.00]
Tiedemann : Arbitrage Strategy (Lyxor) : 2.50% [1313.00]
Ramius : Merger Arbitrage (Lumyna) : 2.26% [190.00]
Bantleon : Event Driven Equities : 2.22% [23.00]
Alpine : Merger Arbitrage : 1.87% [152.00]
Gamco : Merger Arbitrage : 1.79% [336.00]

Lutetia : Absolute Return : -4.85% [11.00]
Pictet : Agora : -1.13% [1309.00]
Leadersel : Event Driven : -0.97% [332.00]
PrivilEdge : Amber Event Europe : -0.88% [73.00]
Portland : Hill Catalyst Driven : -0.86% [46.00]
Boussard Gavaudan : Absolute Return : -0.85% [254.00]
Mygale : Event Driven (ML) : -0.47% [227.00]
GAM International Management : Merger : -0.46% [149.00]
Bardin Hill : Arbitrage (Franklin K2) : -0.28% [123.00]
Kellner : Kellner Merger : -0.19% [0.00]

Fixed Income

Numen : Credit (HI) : 5.40% [106.00]
Nykredit Asset Management : Nykredit MIRA Hedge Fund : 3.35% [0.00]
Frost Asset Management : Frost : 3.26% [0.00]
Lazard : Rathmore Alternative : 2.25% [501.00]
Borea Asset Management AS : Borea European Credit : 2.03% [0.00]
Danske Bank Asset Management : Danske Invest Fixed Income Relative Value : 1.94% [0.00]
Danske Bank Asset Management : Danske Invest Fixed Income Global Value : 1.88% [0.00]
Moma Advisors : Asgard Fixed Income Fund : 1.74% [0.00]
Roxbury : Credit Events : 1.57% [15.00]
Capital Four Management : Capital Four Credit Opportunities Fund : 1.57% [0.00]

H2O : Vivace : -4.46% [135.00]
Legg Mason : Western Asset Macro Opp : -2.77% [5367.00]
CIFC : Long Short Credit : -1.93% [235.00]
Legg Mason : Brandywine Global Enhanced Absolute Return : -1.56% [295.00]
GAM International Management : Systematic Dynamic Credit : -1.45% [6.00]
Fisch Asset Management : Convertible Global Defensive : -1.31% [0.00]
Legg Mason : Brandywine Global Fixed Income Absolute Return : -1.26% [606.00]
Lazard : Emerging Markets Debt Blend : -1.17% [0.00]
Lazard : Emerging Markets Local Debt : -1.16% [0.00]
Selwood : Market Neutral Credit (Alma) : -0.97% [355.00]

Risk Premia

BNP Theam : Quant Equity : 6.86% [24.00]
AQR Capital Management : Style Premia : 3.40% [447.00]
Catalyst Funds : Systematic Alpha : 1.66% [0.00]
Blackrock : Style Advantage : 1.53% [269.00]
BNP Theam : Absolute Alpha : 1.33% [1.00]
Evli Fund Management : Evli Factor Premia : 1.28% [0.00]
Robeco : QI Multi Factor : 1.11% [14.00]
Dynamic Beta Investments : Liquid Alternative (SEI) : 0.56% [238.00]
Credit Suisse Asset Management : Liquid Alternative : 0.54% [361.00]
Lumyna : Merrill Lynch MCLX : 0.43% [140.00]

LGT Capital Partners : LGT Alpha Generix : -2.73% [47.00]
Estlander & Partners : Glacies : -2.37% [0.00]
Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : -1.18% [2503.00]
Aberdeen : Alternative Risk Premia : -1.14% [28.00]
Eraam : Premia : -1.14% [23.00]
Nordea Asset Management : Nordea 1 Alpha 10 MA Fund : -0.84% [3301.00]
Eraam : Premia Low Vol : -0.81% [2.00]
Systematica Investments : Alternative Risk Premia : -0.74% [134.00]
Nordea Asset Management : Nordea 1 Alpha 7 MA Fund : -0.51% [0.00]
JPMorgan : Systematic Alpha : -0.36% [108.00]

Crypto

Future Chain Index : Future Chain Index : 193.3% [0.00]
Metelkova : METELKOVA Metelkova Crypto Underground : 186.3% [0.00]
Ethereal Capital : Ethereal Capital DeFI Index : 136.2% [0.00]
GoldHorn : Crypto DeFi : 130.6% [0.00]
Mountains and Valleys : MAV Mountains and Valleys : 126.2% [0.00]
DeFi Core : DeFi Core : 122.4% [0.00]
2100news : NWSET 2100news Ethereum Tokens Index Fund : 88.77% [0.00]
Blockchain : BEA Blockchain Easy Access : 87.13% [0.00]
Ragnarok Crypto : Ragnarok Crypto : 85.27% [0.00]
CARUS-AR : CARUS-AR : 80.26% [0.00]

Crypto Global Management – UK : CRYPTOGLOBALUK : -6.00% [0.00]
GoldHorn Crypto World : GoldHorn Crypto World : -2.46% [0.00]
Limestone Investment Fund : LIMESTONE : -2.35% [0.00]
Lavaliere Capital Management : Lavaliere Capital Fund : -2.15% [0.00]
BASICORN : BASICORN : -1.92% [0.00]
CrypTezuma : BITFOLIO : -1.89% [0.00]
The Intelligent CryptoInvestor Strategy : CRIPTOCONFIDENCIAL : -1.77% [0.00]
Jump Start : JUMPSTART : -1.39% [0.00]