Skip to content

An overview of our Database

Our latest posts have been focused on performance, but we thought it would be worthwhile to remember our readers about our broader database offerings.

Nilsson Hedge provides a cost-efficient 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 Strategies, and Multi-Strategy hedge funds.

  • The Database contains 2880 different managers, representing 5089 different investment strategies, including the graveyard (managers that have stopped reporting).
  • For the current reporting month, 1759 managers have reported returns
  • For the prior month, we have 2056 strategies reporting data.

In terms of CTAs, for the current reporting month:

  • 517 CTA programs have reported returns for December 2022.
  • 683 live programs reported returns for November 2022.
  • In total, the database contains 34,446 years of manager data or over 400,000 unique data points.
  • We cover 553 bn of Assets in the Hedge Fund space, out of which 294 bn of Assets are in CTA/Managed Futures managers.

We create a condensed return database where we aggregate different share classes, currencies, and structures into the longest possible track record for any strategy. This allows you to explore different options for your portfolio in a more stringent manner.

Over the last three calendar months, we have added 61 new strategies to the database.

Database overview, including graveyard:

  • Number of CTA Strategies: 2700
  • Number of Equity Long Short Strategies: 397
  • Number of Market Neutral Strategies: 124
  • Number of Event Driven Strategies: 70
  • Number of Fixed Income Strategies: 187
  • Number of Crypto Strategies: 839
  • Number of Asset Allocation Strategies: 188
  • Number of Risk-Premia Strategies: 69

While we recently switched to a premium database approach, we are still offering a number of free options to explore return data. Index data is freely available, and you can download a sample database set for free (this contains a random sample of 2% of the actual rows in the database), and the NilssonReport. The NilssonReport is a condensed way to assess recent strategy performance. These options require that you register an account.

Leave a Reply