Early Return Indicator

As per usual, our databases are updated and available for download. As the month is drawing to a close, we thought it would be prudent to provide you with early estimates of Hedge Fund performance. Crypto managers seem to be in for another volatile month and we have our Crypto Index down 21% for June. Remarkably, the index is still up triple digits after two gut-wrenching months. Other hedge fund strategies are printing mixed numbers for the month.

Daily Returns for CTA, Market Neutral, Equity Long Short and Event Driven
Daily Hedge Fund Indices showing recent trends in performance

The Equity L/S and CTA indices suffered from the FOMC policy changes and are likely to print a modestly negative month, depending on how much markets are able to bounce back. Market Neutral strategies gave back most of the profits from the prior month and gradually traded down throughout the month. Event-Driven managers are likely to see a small monthly loss. However, we still have a few trading days left and things may change as we approach the turn of the month.

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 in 2021, differentiating between discretionary and systematic strategies. In addition, we have five daily indices. You can find more info about the indices here.

Monthly Hedge Fund Index Returns
Monthly Indices (returns will continuously update as we receive additional estimates)

To view estimates of current performance, our daily indices provide unique insights (https://nilssonhedge.com/index/daily-indices/). These are set of daily hedge fund indices, covering CTAs, Market Neutral, Equity Long/Short, Event-Driven and Crypto managers. We typically deliver index estimates on T-1, making them the fastest indicator of hedge fund performance available. These indices helps you to form a narrative, understand exposures, benchmark existing managers, and to explain performance to clients.

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.

Buy Me A Coffee