The Easter bunnies are working hard to provide you with this report. We are looking at a strong end to the first quarter, with a notable turnaround for the CTAs, most likely looking at a positive result for March. The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 3.1% taking the YTD number to 12.4%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 1.1% taking the YTD number to 2.3%.The estimated MTD performance for CTAs is 1.1% taking the YTD number to 2.2%.
For the year, with the exception of the strong results for Crypto Managers, we also observed strong results for the Equity Market Neutral strategies that have staggered a come back from the prior dismal results. In particular, the Systematic Equity Market Neutral managers have managed to navigate the rotation from growth to value with good results.
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/.
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.
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 2131 different managers, representing 3939 different investment strategies. For the current reporting month, 1001 managers have reported returns. For the prior month, we have 1683 live managers. In terms of CTAs, for the current reporting month, 165 CTA programs have reported returns. For the prior month, we have 608 live programs.In total, the database contains 27541 years of manager data. We cover 393 bn of Assets in the Hedge Fund space. Out of which 200 bn of Assets in CTA/Managed Futures managers.
Over the last three calendar months, we have added 149 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2480
Number of Equity Long Short Strategies: 351
Number of Market Neutral Strategies: 110
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 140
Number of Crypto Strategies: 269
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
NilssonHedge is a free resource, but we would appreciate a small donation that will be used to maintain the site.
