NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices are transparent and are formed at the beginning of each year, based on managers in the database at that particular point in time. They are not backfilled and gives an indication of the returns from a broad-based basket of Hedge Funds. We are currently producing 12 monthly different indices (including subindices). Following our prior process, we also launched two Market Neutral subindices, differentiating between discretionary and systematic strategies. In addition, we have five daily indices. These indices are not also available via the AlphaBot platform. You can find more info about the indices here.
We continue to note that extraordinary returns from Digital Assets, with the index having a 30%+ return for February. Within the CTA bucket, systematic strategies had the better returns, only beaten by, presumably slightly leveraged, Fund-of-Funds. Strategies relating to equity markets, had a good month, returning 2.2% for the month. Noteworthy is that all our indices are positive for the year.
The Database contains 2129 different managers, representing 3930 different investment strategies. For the current reporting month, 1412 managers have reported returns. For the prior month, we have 1721 live managers. In terms of CTAs, for the current reporting month, 409 CTA programs have reported returns. For the prior month, we have 632 live programs.In total, the database contains 27427 years of manager data. We cover 390 bn of Assets in the Hedge Fund space. Out of which 197 bn of Assets in CTA/Managed Futures managers. Over the last three calendar months, we have added 276 new strategies to the database.
NilssonHedge is a free resource, but we would appreciate a small donation that will be used to maintain the site.
