Introducing the Data Explorer

We have been working hard to create a visual interface for the database so that users can quickly explore the wealth of data that is contained here. To facilitate those quick takes on the underlying managers, we have built a Data Explorer and we are now opening it up to the public. This interface allows you to calculate some of the more rudimentary statistics, such as the index, rate of return, volatility, and drawdowns. When available, we also show assets under management. In addition, we calculate skew, kurtosis, value-at-risk, and estimated shortfall based on the existing track-record. The data explorer can be found at https://nilssonhedge.com/research-tools/data-explorer/ to navigate to a particular program. Many thanks to Alex Lostado for connecting the database with a robust user interface. 

Data Explorer Main View

The database is built in Shiny (a visual interface for R applications) and runs on a separate server. While this is not on the same level as our partners, we think this interface is useful for the casual explorer of our site.

Hedge Fund Dispersion

The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 4.3% taking the YTD number to 8.3%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 1.8% taking the YTD number to 1.5%.The estimated MTD performance for CTAs is 2.3% taking the YTD number to 1.5%. 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/..

NilssonHedge is a free resource, but we would appreciate a small donation that will be used to maintain the site.

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