CTA looks likely to be the winner amongst the Hedge Fund strategies that we track. CTAs continued to enjoy strong trends in equity and commodity markets and are now back on new highs, after a moderate drawdown. The result for October looks to be between 2-3% on average, taking the YTD result north of 7%. Equity Long-Short looks to be the runner-up with a 2% return but remains the leader for the year. Cryptos are of course in a league of their own, with a 30% month.
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 2542 different managers, representing 4511 different investment strategies. For the current reporting month, 2051 managers have reported returns. For the prior month, we have 2212 live managers. In terms of CTAs, for the current reporting month, 590 CTA programs have reported returns. For the prior month, we have 699 live programs. In total, the database contains 30646 years of manager data. We cover 485 bn of Assets in the Hedge Fund space. Out of which 244 bn of Assets in CTA/Managed Futures managers.
Over the last three calendar months, we have added 190 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2548
Number of Equity Long-Short Strategies: 363
Number of Market Neutral Strategies: 114
Number of Event-Driven Strategies: 63
Number of Fixed Income Strategies: 172
Number of Crypto Strategies: 572
Number of Asset Allocation Strategies: 178
Number of Risk Premia Strategies: 61
To view estimates of current performance, our daily indices provide 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.