The Database contains 2804 different managers, representing 4955 different investment strategies. For the current reporting month, 1891 managers have reported returns. For the prior month, we have 2249 live managers. In terms of CTAs, for the current reporting month, 540 CTA programs have reported returns. For the prior month, we have 662 live programs. In total, the database contains 33020 years of manager data. We cover 548 bn of Assets in the Hedge Fund space. Out of which 285 bn of Assets in CTA/Managed Futures managers.
The hedge funds that we are capturing in the database are doing reasonable well, due to our focus on CTAs and other liquid strategies. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is -1.9% taking the YTD number to -0.4%.The estimated MTD performance for CTAs is -0.2% taking the YTD number to 7.1%. This estimate does of course exclude the Crypto Warriors that we have taken a bit of a beating in 2022.
These estimates do not include funds that have stopped reporting. For additional data and return measures, we would like to direct you to the NilssonHedge indices at https://nilssonhedge.com/index/.
We note that almost all CTAs are positive YTD, regardless of style, but that Trend Following strategies are ahead of the pack.
Over the last three calendar months, we have added 106 new strategies to the database.
Database overview, including graveyard:
Number of CTA Strategies: 2631
Number of Equity Long Short Strategies: 386
Number of Market Neutral Strategies: 121
Number of Event Driven Strategies: 69
Number of Fixed Income Strategies: 184
Number of Crypto Strategies: 810
Number of Asset Allocation Strategies: 184
Number of Risk Premia Strategies: 66
To view estimates of current performance, our daily indices provides unique insights (https://nilssonhedge.com/index/daily-indices/)
After running the largest free hedge fund database freely accessible, we will gradually move away from a free service during the coming quarter, where most of our database will only be available on a subscription basis. Index data will remain free, and we will be generous towards researchers and smaller investors.