Nilsson Hedge provides a CTA/Managed Futures and Hedge Fund database. The 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.
The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 2.6% taking the YTD number to -5.5%. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is -0.2% taking the YTD number to -0.9%.The estimated MTD performance for CTAs is 1.2% taking the YTD number to 1.4%.
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/.
Explore our free overview of Hedge Fund performance at https://nilssonhedge.com/reports/nilsson-report/
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The Database contains 2722 different managers, representing 4804 different investment strategies. For the current reporting month, 2014 managers have reported returns. For the prior month, we have 2227 live managers. In terms of CTAs, for the current reporting month, 532 CTA programs have reported returns. For the prior month, we have 640 live programs.In total, the database contains 31945 years of manager data. We cover 505 bn of Assets in the Hedge Fund space. Out of which 242 bn of Assets in CTA/Managed Futures managers.
Over the last three calendar months, we have added 132 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2586
Number of Equity Long Short Strategies: 375
Number of Market Neutral Strategies: 116
Number of Event Driven Strategies: 68
Number of Fixed Income Strategies: 181
Number of Crypto Strategies: 737
Number of Asset Allocation Strategies: 181
Number of Risk Premia Strategies: 65
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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