Best & Worst Funds August 2021

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly basis. This is calculated from 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 volatility. We only rank funds that have reported returns for the current reporting month.

CTA

While the general CTA tends to be trend-driven, most of the outliers are driven by specific markets or market effects. The dispersion for the best/worst funds are high, but you may learn something about how they and correlated strategies react to different market developments. To the see full CTA list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/cta-rankings/


Bovell : Global Macro  :  16.86% [0.00]<br> Kopis Capital Management : Commodity Long Short  :  12.20% [0.71]<br> Alpha Kairos Asset Management : Acclivity Sys  :  8.97% [0.00]<br> WG Wealth Guardian : QT Program  :  8.81% [1.50]<br> World Cup Advisor : Jorg Diemand Volatility Patterns  :  7.85% [0.05]<br> Soaring Pelican : Overnight Advantage  :  6.13% [0.65]<br> RCMA Capital : Merchant Commodity Fund  :  5.70% [237.00]<br> Sigma Advanced Capital Management : Carbon Neutral Alpha Program  :  5.43% [2.20]<br> Alpha Kairos Asset Management : Acclivity Prop  :  5.41% [0.00]<br> THS Capital Management : Diversified Futures Accelerated Growth  :  5.34% [1.45]<br> Eclipse Capital Management : Tactical Alpha Program  :  -5.45% [146.80]<br> Glenhaven Capital : Glenhaven Global II  :  -5.64% [4.60]<br> Hornsby & Company : Ryan Alderson Intermediate Swing  :  -6.17% [0.03]<br> World Cup Advisor : Larry Williams Mini S&P  :  -6.20% [0.04]<br> Astute Capital Group : Pulse Program  :  -6.33% [6.07]<br> Superfund Capital Management : Green Silver SICAV  :  -7.40% [124.00]<br> World Cup Advisor : Petra Ilona Zacek Eclipse  :  -10.71% [0.01]<br> Worldwide Capital Strategies : Profit Quest Macro World  :  -13.19% [5.30]<br> World Cup Advisor : Paige Williams Day Trader  :  -18.26% [0.01]<br> World Cup Advisor : Sebastian Baumgaertel Target Zones  :  -32.95% [0.01]<br> >

World Cup Advisor : Jorg Diemand Volatility Patterns  :  7.85% [0.05]<br> Martin Fund Management : Martin Options Program  :  2.83% [69.00]<br> Meyers Capital Management : Meyers Capital Management  :  4.97% [1.90]<br> RCMA Capital : Merchant Commodity Fund  :  5.70% [237.00]<br> Kopis Capital Management : Commodity Long Short  :  12.20% [0.71]<br> AIS Capital Management : MAAP 3-6X  :  -4.33% [45.10]<br> Glenhaven Capital : Glenhaven Global II  :  -5.64% [4.60]<br> GAIA Capital Management : GAIA FX+  :  3.07% [63.15]<br> Alpha Kairos Asset Management : Acclivity Prop  :  5.41% [0.00]<br> Alpha Kairos Asset Management : Acclivity Sys  :  8.97% [0.00]<br> Asset Management by Windsor Securities : Broad Heuristic Tactical Strategy  :  0.76% [27.20]<br> Auspice Capital Advisors : Short Term (AST)  :  0.28% [11.60]<br> WG Wealth Guardian : GVR Program  :  -0.03% [1.20]<br> Hornsby & Company : Ryan Alderson Intermediate Swing  :  -6.17% [0.03]<br> World Cup Advisor : Paige Williams Day Trader  :  -18.26% [0.01]<br> World Cup Advisor : Jan Smolen Gold Standard Program  :  -4.61% [0.00]<br> World Cup Advisor : Petra Ilona Zacek Eclipse  :  -10.71% [0.01]<br> World Cup Advisor : Sebastian Baumgaertel Target Zones  :  -32.95% [0.01]<br> World Cup Advisor : Yuwen Cao CC US Futures  :  -0.55% [0.02]<br> World Cup Advisor : Asset Risk Manager  :  -2.77% [0.02]<br> >

Market Neutral

Market Neutral is one of the least volatile strategies, where returns tend to accumulate over time, rather than printing lumpy returns on the upside or downside. Factor performance tends to dominate the average performance, but specific funds can be exposed to specific strategies that are not captured by academic factors. To explore our extensive Market Neutral list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/market-neutral-rankings/


Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Equity Long/Short

As per common knowledge, half of the returns for Equity Long/Short strategies are driven by the underlying equity markets. Performance for the best and worst managers is typically driven by idiosyncratic security-specific situations. To explore our extensive Equity Long/Short list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/equity-long-short-rankings/


Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Event Driven

Event-Driven managers are commonly exposed to various arbitrage/spread risks related to specialist situations securities. Managers with concentrated exposure tend to end up on this list and exploring the drivers of out or underperformance may yield insights. To explore our extensive Event-Driven list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/event-driven-rankings/


Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Fixed Income

Like Equity Long/Short managers, Fixed Income managers are usually driven by the underlying market conditions. For this list, we typically find managers that are sensitive to a specific subsector, and especially managers that are engaged in the lowest part of the capital structure. To explore our extensive Fixed Income list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/fixed-income-rankings/


Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Not Reported : Dummy Variable  :  1.00% [0.00]<br> Not Reported : Dummy Variable  :  -1.00% [0.00]<br> >

Risk Premia

Risk Premia managers are commonly implemented well explored and researched systematic strategies. These may be viewed as a general proxy for Hedge Fund exposure. Performance of specific factors may reveal differences and similarities to your own portfolio. To explore our extensive Risk Premia list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/risk-premia-rankings/


Catalyst Funds : Systematic Alpha  :  3.73% [0.00]<br> Blackrock : Style Advantage  :  1.93% [128.00]<br> Goldman Sachs Management : Alternative Premia  :  1.88% [0.00]<br> Neuberger Berman Group : US Equity Put Write  :  1.85% [275.00]<br> Allianz Global Investors : Multi Asset Risk Premia  :  1.70% [142.00]<br> Capital Fund Management : Diversified  :  1.68% [86.00]<br> Credit Suisse Multialternative : Credit Suisse Multialternative  :  1.62% [0.00]<br> Dynamic Beta Investments : Liquid Alternative (SEI)  :  1.59% [311.00]<br> Allianz Global Investors : Volatility Strategy  :  1.57% [888.00]<br> Lumyna : Merrill Lynch MCLX  :  1.37% [130.00]<br> LFIS : Vision Premia  :  -0.15% [345.00]<br> Man AHL : Alternative Style Premia  :  -0.21% [417.00]<br> Wells Fargo : Alternative Risk Premia  :  -0.23% [25.00]<br> AQR Capital Management : Alternative Risk Premia  :  -0.25% [0.00]<br> BNP Theam : Quant Equity  :  -0.43% [26.00]<br> Unigestion : Alternative Risk  :  -0.61% [17.00]<br> Eraam : Premia Low Vol  :  -0.66% [2.00]<br> Lombard Odier Investment Managers : Alternative Risk Premia  :  -0.73% [60.00]<br> Wells Fargo : Alternative Risk  :  -0.88% [0.00]<br> Eraam : Premia  :  -1.26% [7.00]<br> >

Catalyst Funds : Systematic Alpha  :  3.73% [0.00]<br> AQR Capital Management : Style Premia Alternative  :  -0.12% [0.00]<br> Neuberger Berman Group : US Equity Put Write  :  1.85% [275.00]<br> Nordea Asset Management : Nordea 1  Alpha 15 MA Fund  :  0.14% [5221.20]<br> AQR Capital Management : Style Premia  :  0.52% [443.00]<br> BNP Theam : Quant Equity  :  -0.43% [26.00]<br> Systematica Investments : Alternative Risk Premia  :  0.35% [146.00]<br> AQR Capital Management : Alternative Risk Premia  :  -0.25% [0.00]<br> Credit Suisse Multialternative : Credit Suisse Multialternative  :  1.62% [0.00]<br> Capital Fund Management : Diversified  :  1.68% [86.00]<br> FS Investments : Global Macro  :  0.26% [0.00]<br> LFIS : Vision Premia  :  -0.15% [345.00]<br> Lombard Odier Investment Managers : Alternative Risk Premia  :  -0.73% [60.00]<br> >

Crypto

As usual Crypto traders are the wildest bunch on the street. Returns tend to be double-digit (or even triple-digit for the best funds), simply due to the volatility of the asset class. To explore our extensive Crypto Strategy list, with dynamic rankings, please see https://nilssonhedge.com/reports/nilsson-report/crypto-strategy-rankings/


AI Growth 2020 : AI Growth 2020  :  178.2% [0.00]<br> Terra Luna Moon Mission : CASVOVTRADING  :  165.3% [0.00]<br> Powercoin Borut Kramar : POWERCOIN  :  163.8% [0.00]<br> Vice Versa Crypto : VICEVERSACRYPTOPROFITS  :  162.7% [0.00]<br> Luna Moon Man : MONDSCHEIN  :  159.6% [0.00]<br> to the sun hot silicon : TOTHESUN  :  158.0% [0.00]<br> Glitter coin : GLITTERCOIN  :  156.6% [0.00]<br> Princess : BOSTI22  :  143.3% [0.00]<br> coindozer : COINDOZER  :  139.5% [0.00]<br> Mutant Investment Assets : ANTWERPCRYPTOASSET  :  130.1% [0.00]<br> Aquarius : POTSANDPANS  :  -0.05% [0.00]<br> MeteFatih : METEFATIH  :  -0.08% [0.00]<br> Propips Florian Michel Alain Uguen : PROPIPS  :  -0.08% [0.00]<br> Happening Crypto Index : HAPPENINGCRYPTOINDEX  :  -0.20% [0.00]<br> don Vincenco : VINCENCO  :  -1.06% [0.00]<br> The crypto vault : THECRYPTOVAULT  :  -3.35% [0.00]<br> Fundamental Trades : CONSERVATIVESAFEHOUSE  :  -7.99% [0.00]<br> AXIUM INVEST : AXIUMFUND  :  -10.67% [0.00]<br> >

CryptoIVPSI : CRYPTOIVPSI  :  27.15% [0.00]<br> Arctur DeFi : MULHACEN  :  57.61% [0.00]<br> LongTerm Fundamentals : LONGTERMFUNDAMENTALS  :  62.34% [0.00]<br> Nobullshit : NOBULLSHIT  :  84.35% [0.00]<br> Smart Crypto : SMARTCRYPTO  :  90.77% [0.00]<br> Crypto Future : GAMERINC  :  49.22% [0.00]<br> Sky Crypto Fund : CRYPTOFUNDAMENTALFUND  :  96.31% [0.00]<br> Nostradamus Adoption Prophecy : NOSTRADAMUSADOPTIONPROPHECY  :  65.95% [0.00]<br> Crypto Basic Invest : CRYPTOBASICINVEST  :  81.24% [0.00]<br> My dream blockchain : MYDREAMBLOCKCHAIN  :  84.45% [0.00]<br> Web3 Foundation : WEB3FOUNDATION  :  30.43% [0.00]<br> All in or nothing : ALLINORNOTHING  :  45.90% [0.00]<br> Why not : WHYNOT  :  29.97% [0.00]<br> DiscretFi : RMACRYPTOEXPERTS  :  89.76% [0.00]<br> Crypto Money Flow Ash : DOTIT8  :  97.20% [0.00]<br> Cinact : CINACT  :  14.59% [0.00]<br> FROANC : FROANC FROANC  :  65.96% [0.00]<br> Davidaiz : DAVIDAIZ  :  58.01% [0.00]<br> TheCryptoOwl Strategy : THECRYPTOOWL  :  62.74% [0.00]<br> Rise baby rise Gruesom Penc : RISEBABYRIS  :  62.52% [0.00]<br> >

Past performance is not indicate of future results.