Crypto Carnage – but no contagion

Based on early estimates of hedge fund returns, we note that the Cryptoverse was severely impacted by the moves in digital assets. The average manager lost 24% based on early reporting. Given the volatility of the asset class, a loss that is certainly expected but painful. On the flipside, we note that there were no significant impact on other hedge fund strategies that reported a positive month of 0.7%. From the perspective of our database, we also note that we have more than 350,000 individual return estimates, a fantastic resources for doing research on hedge fund strategies.

The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is -4.7% taking the YTD number to 31.0%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 0.7% taking the YTD number to 4.8%.The estimated MTD performance for CTAs is 1.1% taking the YTD number to 4.6%.
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 2368 different managers, representing 4287 different investment strategies. For the current reporting month, 1531 managers have reported returns. For the prior month, we have 1963 live managers. In terms of CTAs, for the current reporting month, 281 CTA programs have reported returns. For the prior month, we have 611 live programs.In total, the database contains 29460 years of manager data. We cover 415 bn of Assets in the Hedge Fund space. Out of which 219 bn of Assets in CTA/Managed Futures managers.

Over the last three calendar months, we have added 639 new strategies to the database.

Database overview, including graveyard:
Number of CTA Strategies: 2501
Number of Equity Long Short Strategies: 361
Number of Market Neutral Strategies: 111
Number of Event Driven Strategies: 60
Number of Fixed Income Strategies: 163
Number of Crypto Strategies: 433
Number of Asset Allocation Strategies: 179
Number of Risk Premia Strategies: 58

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

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