Weekly Update – Expected Return April 2021

April looks to be a strong month for Hedge Funds and we can provide some meaningful expectations for end of month results. We have CTAs, looking to deliver a positive month, with our index up 1.6%. Equity LS managers are enjoying the strong equity markets are likely to print an even better result (current MTD estimate 2.6%). Event-Driven is having a comparable strong month and is up 1.4%. Equity Market Neutral, the turnaround strategy of the year, is looking at a modest month of 0.2% after managers took profits on the recent value trend.

For our rocket-fueled Crypto traders, our index looks to be up 2.9% which is insignificant given the volatility in the asset class. As a reminder, the last time our daily index had a negative month was in September 2020. To view estimates of current performance, our daily indices provides unique insights (https://nilssonhedge.com/index/daily-indices/)

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 2140 different managers, representing 3959 different investment strategies. For the current reporting month, 1624 managers have reported returns. For the prior month, we have 1791 live managers. In terms of CTAs, for the current reporting month, 569 CTA programs have reported returns. For the prior month, we have 679 live programs.In total, the database contains 27635 years of manager data. We cover 405 bn of Assets in the Hedge Fund space. Out of which 211 bn of Assets in CTA/Managed Futures managers.

Over the last three calendar months, we have added 170 new strategies to the database.

Database overview, including graveyard:
Number of CTA Strategies: 2489
Number of Equity Long Short Strategies: 352
Number of Market Neutral Strategies: 110
Number of Event Driven Strategies: 51
Number of Fixed Income Strategies: 141
Number of Crypto Strategies: 278
Number of Asset Allocation Strategies: 161
Number of Risk Premia Strategies: 48

This text is auto-generated and may contain mistakes. Past performance is not indicative of future results

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