In terms of visible returns to our data collection process, August seems to have been a positive month for Hedge Funds. In particular, Crypto Managers bounced back aggressively as Digital Assets recovered. Crypto Strategies have almost recovered the drawdown that they suffered a few months ago. At pixel time, 75% of the manager have reported numbers (fewer CTAs, more in other categories).
The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 11.7% taking the YTD number to 42.7%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 0.6% taking the YTD number to 6.1%.The estimated MTD performance for CTAs is 0.2% taking the YTD number to 5.7%. 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 2452 different managers, representing 4417 different investment strategies. For the current reporting month, 1498 managers have reported returns. For the prior month, we have 2002 live managers. In terms of CTAs, for the current reporting month, 238 CTA programs have reported returns. For the prior month, we have 625 live programs.In total, the database contains 30183 years of manager data. We cover 457 bn of Assets in the Hedge Fund space. Out of which 223 bn of Assets in CTA/Managed Futures managers.
Over the last three calendar months, we have added 105 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2536
Number of Equity Long Short Strategies: 362
Number of Market Neutral Strategies: 113
Number of Event Driven Strategies: 62
Number of Fixed Income Strategies: 169
Number of Crypto Strategies: 507
Number of Asset Allocation Strategies: 179
Number of Risk Premia Strategies: 61
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.
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