At this point, we have most of the returns for 2021 and can give a clear indication of the strategies that had the best performance last year. We are also working with AlphaWeek and AlphaBot on an award that will use advanced analytics to pick the best CTA. More info here.
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 is 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/
![World Cup Advisor : Sebastian Baumgaertel Target Zones : 62.48% [0.01]<br> World Cup Advisor : Jan Smolen Alpha Dynamic Plus : 48.93% [0.03]<br> AIS Capital Management : MAAP 3-6X : 25.35% [45.23]<br> Macrocapital Limited : Macrocapital Adaptive Volatility Strategy Macro : 23.03% [0.14]<br> QTS Capital Management : Theta Scraper : 22.75% [0.50]<br> THS Capital Management : Diversified Futures Accelerated Growth : 18.33% [2.12]<br> World Cup Advisor : Jan Smolen Gold Standard Program : 18.16% [0.00]<br> AIS Capital Management : MAAP 2-4X : 16.81% [14.58]<br> ABR : Enhanced Short Volatility : 13.36% [12.70]<br> World Cup Advisor : Andrea Unger Micro 500 : 12.96% [0.01]<br> Lemanik : Global Strategy : -7.45% [299.65]<br> Adalpha Asset Management : Diversified Short-Term : -7.93% [40.00]<br> Eamon Capital : Zephyr Program : -9.58% [5.44]<br> Astute Capital Group : Pulse Program : -11.45% [5.79]<br> GT Capital CTA : Systematic Day Trading : -11.58% [0.24]<br> WG Wealth Guardian : QT Program : -12.17% [1.50]<br> Rosetta Analytics : RL Carbon : -14.89% [5.80]<br> World Cup Advisor : Petra Ilona Zacek Eclipse : -14.90% [0.01]<br> Algocentric Capital : Algo II Trading Prog : -16.91% [0.20]<br> Algocentric Capital : $100000 Program : -19.24% [0.60]<br> >](https://nordichedge.com/Database/CTATopBottom10MTD.png)
![World Cup Advisor : Jorg Diemand Volatility Patterns : 6.18% [0.04]<br> Meyers Capital Management : Meyers Capital Management : 0.63% [1.57]<br> Martin Fund Management : Martin Options Program : -0.73% [120.00]<br> RCMA Capital : Merchant Commodity Fund : 0.30% [244.00]<br> Commodity Asset Management : Futures Only : 4.10% [42.00]<br> QTS Capital Management : Theta Scraper : 22.75% [0.50]<br> Kopis Capital Management : Commodity Long Short : 3.11% [0.73]<br> GAIA Capital Management : GAIA FX+ : 1.65% [70.00]<br> Katonah Eve : Long-Short Commodity Program - Accelerated : -0.53% [0.20]<br> SMN Investment Services : Structural Alpha Trend : -1.74% [18.46]<br> QTS Capital Management : Tail Reaper : 3.15% [13.26]<br> QTS Capital Management : Chimera : 3.15% [8.34]<br> Algocentric Capital : $100000 Program : -19.24% [0.60]<br> Auspice Capital Advisors : Short Term (AST) : -2.40% [6.01]<br> World Cup Advisor : Sebastian Baumgaertel Target Zones : 62.48% [0.01]<br> The Great O'Neill : Great O'Neill : -4.33% [1.00]<br> World Cup Advisor : Yuwen Cao CC US Futures : -6.96% [0.02]<br> Algo Capital : Energy : -7.11% [6.34]<br> World Cup Advisor : Petra Ilona Zacek Eclipse : -14.90% [0.01]<br> World Cup Advisor : Asset Risk Manager : -4.20% [0.02]<br> >](https://nordichedge.com/Database/CTATopBottom10YTD.png)
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> >](https://nordichedge.com/Database/MarketNeutralTopBottom10MTD.png)
![Not Reported : Dummy Variable : 1.00% [0.00]<br> Not Reported : Dummy Variable : -1.00% [0.00]<br> >](https://nordichedge.com/Database/MarketNeutralTopBottom10YTD.png)
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> >](https://nordichedge.com/Database/EquityLSTopBottom10MTD.png)
![Not Reported : Dummy Variable : 1.00% [0.00]<br> Not Reported : Dummy Variable : -1.00% [0.00]<br> >](https://nordichedge.com/Database/EquityLSTopBottom10YTD.png)
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> >](https://nordichedge.com/Database/EventDrivenTopBottom10MTD.png)
![Not Reported : Dummy Variable : 1.00% [0.00]<br> Not Reported : Dummy Variable : -1.00% [0.00]<br> >](https://nordichedge.com/Database/EventDrivenTopBottom10YTD.png)
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> >](https://nordichedge.com/Database/FixedIncomeTopBottom10MTD.png)
![Not Reported : Dummy Variable : 1.00% [0.00]<br> Not Reported : Dummy Variable : -1.00% [0.00]<br> >](https://nordichedge.com/Database/FixedIncomeTopBottom10YTD.png)
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/
![AQR Capital Management : Style Premia Alternative : 10.67% [0.00]<br> AQR Capital Management : Style Premia : 10.18% [441.00]<br> AQR Capital Management : Alternative Risk Premia : 6.06% [0.00]<br> Systematica Investments : Alternative Risk Premia : 4.40% [172.42]<br> Loomis Sayles : Alternative Risk Premia : 4.24% [22.26]<br> Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : 4.21% [5634.00]<br> Man AHL : Alternative Style Premia : 4.12% [436.76]<br> Blackrock : Style Advantage : 3.69% [130.62]<br> Mount Lucas Management Corporation : AlphaCentric Symmetry Strategy : 3.00% [0.00]<br> Franklin K2 : Athena Risk : 2.96% [15.68]<br> Fortem Capital : Alternative Growth : -0.45% [62.25]<br> Credit Suisse Multialternative : Credit Suisse Multialternative : -0.97% [0.00]<br> Lombard Odier Investment Managers : Alternative Risk Premia : -1.25% [23.13]<br> >](https://nordichedge.com/Database/RiskPremiaTopBottom10MTD.png)
![Catalyst Funds : Systematic Alpha : 2.02% [0.00]<br> AQR Capital Management : Style Premia Alternative : 10.67% [0.00]<br> Neuberger Berman Group : US Equity Put Write : 2.95% [276.38]<br> AQR Capital Management : Style Premia : 10.18% [441.00]<br> Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : 4.21% [5634.00]<br> Blackrock : Style Advantage : 3.69% [130.62]<br> Mount Lucas Management Corporation : AlphaCentric Symmetry Strategy : 3.00% [0.00]<br> AQR Capital Management : Alternative Risk Premia : 6.06% [0.00]<br> BNP Theam : Quant Equity : 2.88% [25.40]<br> Lumyna : Merrill Lynch MCLX : 2.59% [176.53]<br> Unigestion : Alternative Risk : 1.22% [13.25]<br> Fortem Capital : Alternative Growth : -0.45% [62.25]<br> Quadriga : Stable Return : 0.26% [36.90]<br> Franklin K2 : Athena Risk : 2.96% [15.68]<br> Goldman Sachs Management : Alternative Premia : 2.89% [0.00]<br> Nomura : Fixed Income Risk Premia : 2.38% [15.16]<br> Lombard Odier Investment Managers : Alternative Risk Premia : -1.25% [23.13]<br> LGT Capital Partners : LGT Alpha Generix : 0.84% [43.91]<br> >](https://nordichedge.com/Database/RiskPremiaTopBottom10YTD.png)
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/
![Big Three Crypto : BIGTHREE : 49.34% [0.00]<br> Luna Moon Man : MONDSCHEIN : 48.28% [0.00]<br> Vice Versa Crypto : VICEVERSACRYPTOPROFITS : 48.25% [0.00]<br> Powercoin Borut Kramar : POWERCOIN : 48.19% [0.00]<br> lunar escape Kamikaza : LUNICA : 48.16% [0.00]<br> Terra Luna Moon Mission : CASVOVTRADING : 47.99% [0.00]<br> Saki : SAKELSEK : 46.61% [0.00]<br> Glitter coin : GLITTERCOIN : 46.41% [0.00]<br> Bushido : BUSHIDO : 44.63% [0.00]<br> AI Growth 2020 : AI Growth 2020 : 44.13% [0.00]<br> Cryptonetic : TESTFUNC : -29.66% [0.00]<br> Slovanea : SLOVANEA : -29.81% [0.00]<br> NFT Powered : GRAZZPNONFUNGIBLETOKENS : -31.18% [0.00]<br> Bank Genese : BANKGENESE : -31.35% [0.00]<br> Why not : WHYNOT : -31.65% [0.00]<br> Bituni Network : BITUNINETWORK1 : -32.02% [0.00]<br> Short Term : SHORTTERM : -32.07% [0.00]<br> Netherstrategy : NETHERSTRATEGY : -32.22% [0.00]<br> LiesCo Fund Vitali Lis : LIESCO : -33.03% [0.00]<br> H meta fund : HMETAFUND : -33.63% [0.00]<br> >](https://nordichedge.com/Database/CryptoTopBottom10MTD.png)
![Pina Criptohold Green-Pina : AAVELEND : -8.73% [0.00]<br> Arctur DeFi : MULHACEN : 38.62% [0.00]<br> CryptoIVPSI : CRYPTOIVPSI : 8.34% [0.00]<br> Nostradamus Adoption Prophecy : NOSTRADAMUSADOPTIONPROPHECY : 4.86% [0.00]<br> AI Growth 2020 : AI Growth 2020 : 44.13% [0.00]<br> Princess : BOSTI22 : 33.48% [0.00]<br> LongTerm Fundamentals : LONGTERMFUNDAMENTALS : 5.04% [0.00]<br> MiJa54 : RFS : 25.74% [0.00]<br> Nobullshit : NOBULLSHIT : -8.10% [0.00]<br> Smart Crypto : SMARTCRYPTO : 5.15% [0.00]<br> Ca6o6opuc : CA6O6OPUC : 2.67% [0.00]<br> Infra VOID : VOIDINFRA VOID : -19.56% [0.00]<br> TheCryptoOwl Strategy : THECRYPTOOWL : 4.13% [0.00]<br> Davidaiz : DAVIDAIZ : 17.83% [0.00]<br> Oneway Likabl Cyclon : GIWEWAY : -5.35% [0.00]<br> Why not : WHYNOT : -31.65% [0.00]<br> Notfinancialadvice CL : NOTFINANCIALADVICE : -14.28% [0.00]<br> Algorithm Performance : ALGORITHMPERFORMANCE : -24.38% [0.00]<br> Handigepeet : HUIJKL : -23.51% [0.00]<br> Rise baby rise Gruesom Penc : RISEBABYRIS : -12.17% [0.00]<br> >](https://nordichedge.com/Database/CryptoTopBottom10YTD.png)
Past performance is not indicative of future results.
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