FlashReport – First Performance Estimates

To assess October’s performance, we have return estimates for more than 1,600 funds. In terms of CTAs, for the current reporting month, 299 CTA programs have reported returns. For the prior month, we have 600 live programs. It looks like another positive month, on average, with the exceptions being Risk Premia and Fixed Income strategies that are down slightly.

The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 7.0% taking the YTD number to 61.4%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is 1.2% taking the YTD number to 6.4%. The estimated MTD performance for CTAs is 1.7% taking the YTD number to 6.1%.

A flash report can be accessed here: https://nilssonhedge.com/reports/nilsson-report/

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/.

Sign up for the database here: https://nilssonhedge.com/database-info/databaseinfo/database/register-for-access-to-the-database/

The Database contains 2552 different managers, representing 4544 different investment strategies. For the current reporting month, 1649 managers have reported returns. For the prior month, we have 2069 live managers. In total, the database contains 30759 years of manager data. We cover 482 bn of Assets in the Hedge Fund space. Out of which 241 bn of Assets in CTA/Managed Futures managers.

Over the last three calendar months, we have added 143 new strategies to the database.