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Database Update – What do we cover?

Nilsson Hedge provides a CTA/Managed Futures and Hedge Fund database at a competitive price. The median manager is a CTA or Managed Futures Managers, but we also cover more traditional strategies such Equity Long/Short. We have almost twelve thousand return streams that are used to create a comprehensive intelligence source for Hedge Fund Performance.

While initially starting out as a CTA/Macro focused database, we are now covering a large amount of more traditional Hedge Fund strategies. Today, of the active strategies, 1/3 are CTAs. We are much more than a CTA database.

Based on the data that we have in the database, we have the following estimates for strategy performance:

  • The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is -0.0% taking the YTD number to 6.6%.
  • The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is -0.7% taking the YTD number to 0.7%.The estimated MTD performance for CTAs is -1.6% taking the YTD number to -0.7%.
  • 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/.
  • As pointed out, Trend following strategies suffered in March. More info can be found here: https://nilssonhedge.com/reports/dispersion/

Explore our overview of Hedge Fund performance at https://nilssonhedge.com/reports/nilsson-report/

  • The Database contains 2947 different managers, representing 5960 different investment strategies.
  • For the current reporting month, 1704 managers have reported returns. For the prior month, we have 2054 live managers.
  • In terms of CTAs, for the current reporting month, 460 CTA programs have reported returns. For the prior month, we have 660 live programs.
  • In total, the database contains 35652 years of manager data.
  • We cover 705 bn of Assets in the Hedge Fund space. Out of which 423 bn of Assets in CTA/Managed Futures managers.
  • With more than 400,000 unique data points this is an interesting resource for academics and students. We offer free access to academic researchers.

Over the last three calendar months, we have added 137 new strategies to the database.

  • Database overview, including graveyard:
  • Number of CTA Strategies: 3167
  • Number of Equity Long Short Strategies: 454
  • Number of Market Neutral Strategies: 130
  • Number of Event Driven Strategies: 80
  • Number of Fixed Income Strategies: 208
  • Number of Crypto Strategies: 975
  • Number of Asset Allocation Strategies: 212
  • Number of Risk Premia Strategies: 78

To view estimates of current performance, our daily indices provide unique insights (https://nilssonhedge.com/index/daily-indices/). CTAs are staging a comeback in April.

Thansk for your attention! Your support is much appreciated.