As we are still relatively early in gathering data for July, we thought it would be prudent to give you an update on how the database is continuing to grow as we are capturing more and more strategies. If you are a member you can get a glimpse of current returns here.
Nilsson Hedge provides an extensive 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.
We have recently passed a milestone and our database now contains half a million return estimates. For anyone doing research on Hedge Funds, and especially CTAs, this is a unique, cost-efficient data source. In total, the database contains 41,936 years of manager return data. In many cases, we have programs that are not present in other databases and have a tendency to capture emerging managers faster.
- The Database contains 3197 different management entities, representing 6568 different investment strategies. We use more than twelve thousand return streams to verify quality and aggregate returns.
- For the current reporting month, 938 managers have reported returns.
- For the prior month, we have 2068 live managers. In terms of CTAs, for the current reporting month, 225 CTA programs have reported returns. For the preceding month, we have 643 live programs.
- Over the last three calendar months, we have added 625 new strategies to the database.
For historical reasons, our focus has been on Macro and CTA strategies, but we are working on extending coverage for other strategies. UCITS,40-act, and other listed funds are a true blessing as they offer high transparency. Please feel free to reach out if you have a need for a new data source. We offer free sample data and can arrange for one-off access.