NilssonReport


One of the analytical reports that we are updating every week, is the NilssonReport. This report covers all the currently reporting managers (approximately 2,000 strategies). The report covers the most recent monthly return, year-to-date numbers, geometric returns, AUM estimates, Sharpe Ratios, and a few Risk metrics (e.g. return standard deviation, current and maximum drawdown). This … Continue reading NilssonReport

Best and Worst Hedge Funds – July 2021


In keeping up with our promise to transparency, we show he Top 10 and Worst 10 funds for each category for July 2021. This is based on our proprietary composite data streams but may contain errors. These are not filtered for Asset Under Management and are ranked on a simple return metric without adjusting for … Continue reading Best and Worst Hedge Funds – July 2021

Index Update


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 … Continue reading Index Update

1st Estimates – July 2021


The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 4.7% taking the YTD number to 25.0%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 0.4% taking the YTD number to 5.2%.The estimated MTD performance for CTAs is 0.7% taking the YTD number to 5.3%.We note that this is … Continue reading 1st Estimates – July 2021