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Best’n’Worst August 2024

Before we dig into the numbers, NilssonHedge has a small favor to ask. Together with Eric Uhlfelder, we are fundraising for the 40th Annual MS Bike Ride. So, if you have an excellent year, please donate a small amount to those less fortunate.

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Based on the most recent return data that we have available, we can provide a comprehensive overview of the top-performing and bottom-performing strategies for each category, taking into account both monthly and yearly results. Our analysis is based on proprietary composite data streams that we have compiled, but we must note that there is always the possibility of errors or inaccuracies in our calculations.

CTA

Black Tango : VIX Program  :  18.38% [0.03]<br> Schindler Capital Management : Dairy Advantage Program  :  13.73% [0.85]<br> Schindler Capital Management : Institutional Dairy Advantage  :  13.28% [2.36]<br> Moddco Capital Associates : MCA  :  12.48% [0.28]<br> Advanced Alpha Advisers : Art Short Term Systematic  :  12.47% [6.00]<br> Glenhaven Capital : Glenhaven Global II  :  -14.84% [4.31]<br> t24 Capital : Global Macro  :  -16.04% [1.00]<br> t24 Capital : TCM Global Index Fund  :  -16.04% [25.53]<br> Purple Valley Capital : Diversified Trend 1  :  -17.51% [6.70]<br> Mulvaney Capital Management : Global Diversified Program  :  -20.09% [203.00]<br> >
Moddco Capital Associates : MCA  :  12.48% [0.28]<br> Mulvaney Capital Management : Global Diversified Program  :  -20.09% [203.00]<br> Alleman Capital Management : Alleman Capital Crude Hedge  :  7.62% [0.02]<br> Advanced Alpha Advisers : Art Short Term Systematic  :  12.47% [6.00]<br> The Tape Reader : Absolute Return Alpha  :  -2.41% [0.63]<br> SMN Investment Services : Structural Alpha Trend  :  -1.14% [75.02]<br> Swarm Technology : Swarm XVI  :  -8.37% [75.00]<br> QTS Capital Management : Tail Reaper  :  -6.09% [6.20]<br> Arion Investment Management : Arion Copper Arbitrage  :  -0.82% [7.50]<br> Vigo Capital : Fund  :  -0.68% [1.87]<br> >


To explore the full list of CTAs and their rankings, including dynamic updates as new data becomes available, we invite you to visit our website at the Link provided.

Market Neutral

Cognios : Cognios Market Neutral Large Cap  :  4.34% [0.00]<br> Campbell & Company : Campbell Quantitative Equities Portfolio  :  3.80% [0.00]<br> RAM : Long Short Global  :  3.15% [14.27]<br> Gotham : Gotham Neutral  :  3.08% [0.00]<br> Federated Hermes : MDT Market Neutral  :  2.68% [0.00]<br> Fulcrum Asset Management : Thematic Equity Market  :  -0.89% [415.80]<br> MarshallWace : MW Tops  :  -1.27% [2062.40]<br> Seven Seas : Alpha Japan Neutral (Permal)  :  -2.02% [23.39]<br> BNP Theam : Quant Dispersion US  :  -2.49% [125.27]<br> PIMCO : PIMCO RAE Fundamental Advantage PLUS  :  -2.67% [0.00]<br> >
Aphilion : Aphilion SIF  :  0.86% [40.63]<br> Gotham : Gotham Neutral  :  3.08% [0.00]<br> AQR Capital Management : Equity Market Neutral  :  0.56% [726.69]<br> MarshallWace : MW Market Neutral TOPS Fund A EUR  :  1.60% [0.00]<br> Campbell & Company : Campbell Quantitative Equities Portfolio  :  3.80% [0.00]<br> Sandbar : Global Equity Market Neutral (Lumyna)  :  -0.52% [67.99]<br> Pictet Asset Management : Agora  :  -0.19% [151.52]<br> Nanjia Capital Limited : Cyrus  :  0.00% [13.88]<br> LGT Capital Partners : LGT Sustainable Equity Market  :  1.05% [49.64]<br> Sector Asset Management : Munin Quant  :  1.05% [40.00]<br> >

To explore our extensive list of Market Neutral funds and their dynamic rankings, we invite you to visit our website at the link provided here.

Equity Long/Short

FMG Malta : Impega  :  8.53% [0.00]<br> Rhenman & Partners Asset Management : Rhenman Healthcare Equity LS  :  5.27% [1014.00]<br> Renaissance Technologies : Equities Fund International  :  5.10% [19548.29]<br> Sherborne : Investors Guernsey  :  4.89% [0.00]<br> Forester : Forester Value  :  4.39% [0.00]<br> Veritas : China  :  -4.94% [16.21]<br> HELSINKI CAPITAL PARTNERS : HCP Quant  :  -5.68% [10.80]<br> Guggenheim : Guggenheim Long Short Equity  :  -5.76% [0.00]<br> Proxy P Management : Proxy Renewable LongShort Energy  :  -5.79% [38.00]<br> Adrigo Asset Management : Adrigo Small  & Midcap LS  :  -7.59% [34.20]<br> >
Quantitative Investment Management : Tactical Fund  :  -2.12% [414.00]<br> FMG Malta : Impega  :  8.53% [0.00]<br> TIND Asset Management : TIND Discovery Fund  :  2.69% [0.00]<br> HELSINKI CAPITAL PARTNERS : HCP Focus Fund  :  0.55% [16.80]<br> CXC Investments : CXC Opportunities Fund  :  3.05% [1.88]<br> Veritas : China  :  -4.94% [16.21]<br> Sherborne : Investors Guernsey  :  4.89% [0.00]<br> Proxy P Management : Energy Transition  :  -2.51% [13.19]<br> Proxy P Management : Proxy Renewable LongShort Energy  :  -5.79% [38.00]<br> BNP : Environmental Absolute Return  :  2.98% [11.18]<br> >

To explore our extensive Equity Long/Short list, with dynamic rankings, please see Link

Event Driven

PSAM : Global Event (Lumyna)  :  2.38% [231.65]<br> AllianceBernstein : Event Driven Portfolio  :  2.18% [159.00]<br> Formue Nord : Fokus  :  1.96% [73.20]<br> Bardin Hill : Arbitrage (Franklin K2)  :  1.59% [57.49]<br> TreeCap : Arbitrage Fund (Composite)  :  1.48% [0.00]<br> PrivilEdge : Amber Event Europe  :  -0.55% [145.80]<br> Hunting Hill Global Capital : Hunting Hill Equity Arbitrage  :  -1.22% [0.00]<br> Pictet Asset Management : Lotus  :  -1.34% [149.24]<br> Formue Nord : Formue Nord Markedsneutral AS  :  -1.72% [31.70]<br> CIAM : Satellite Event Driven  :  -2.71% [1.37]<br> >


MY Alpha Management : Asian Event Driven  :  -0.18% [18.22]<br> Third Point : Third Point  :  0.46% [0.00]<br> PSAM : Global Event (Lumyna)  :  2.38% [231.65]<br> Gabelli : Merger Plus  :  0.00% [0.00]<br> RBC GAM : BlueBay Event Driven Credit Fund (EDCF)  :  0.95% [196.12]<br> Melqart Asset Management : Event Driven  :  -0.13% [121.83]<br> Alpine : Merger Arbitrage  :  0.82% [108.84]<br> CIAM : Satellite Event Driven  :  -2.71% [1.37]<br> Neuberger Berman : Distressed Debt Global Shares  :  0.00% [0.00]<br> Neuberger Berman : Distressed Debt Ordinary Shares  :  0.00% [0.00]<br> >

To explore our extensive Event-Driven list, with dynamic rankings, please see Link

Fixed Income

Acheron Capital : Life Settlement Assets  :  8.00% [0.00]<br> EJF Investments : Event Driven  :  6.43% [0.00]<br> Excalibur Asset Management : Excalibur  :  5.03% [101.70]<br> GCP : Asset Backed Income  :  4.69% [0.00]<br> Numen : Credit (HI)  :  4.51% [84.07]<br> Selwood : Market Neutral Credit (ESG)  :  -0.74% [17.65]<br> Pareturn : Gladwyne Absolute Credit  :  -0.81% [30.94]<br> VPC : Specialty Lending Investments  :  -0.91% [0.00]<br> Vontobel Asset Management : Twenty Four Income Fund  :  -1.14% [0.00]<br> Skandinaviska Kreditfonden : Scandinavian Credit Fund I  :  -1.39% [388.90]<br> >
GCP : Asset Backed Income  :  4.69% [0.00]<br> Blackstone : Loan Financing  :  1.07% [0.00]<br> Marble Point : Loan Financing  :  0.00% [0.00]<br> Chenavari : Toro Income Fund  :  3.12% [0.00]<br> CABA Capital : CABA Hedge  :  2.49% [163.20]<br> GAM International Management : Star Global Rates  :  2.63% [236.55]<br> GAM International Management : Star Emerging Market  :  0.15% [9.24]<br> Legg Mason : Western Asset Macro Opp  :  0.88% [796.07]<br> Skandinaviska Kreditfonden : Scandinavian Credit Fund I  :  -1.39% [388.90]<br> VPC : Specialty Lending Investments  :  -0.91% [0.00]<br> >

To explore our extensive Fixed Income list, with dynamic rankings, please see Link

Risk Premia

SharpeMachine : Eagle Vision  :  5.49% [0.17]<br> Nordea Asset Management : Nordea 1  Alpha 15 MA Fund  :  4.05% [4388.40]<br> SharpeMachine : Eagle Vision Moderate Risk  :  2.84% [0.11]<br> Nordea Asset Management : Nordea 1  Alpha 10 MA Fund  :  2.70% [4590.00]<br> Nordea Asset Management : Nordea 1  Alpha 7 MA Fund  :  1.97% [562.80]<br> Oxeye Capital Management : Oxeye (BOPS) 5X  :  -3.94% [4.13]<br> BNP Theam : Absolute Alpha  :  -3.94% [14.28]<br> Atlantic House : Uncorrelated Strategies  :  -4.32% [335.79]<br> BNP Theam : Quant Cross Asset High Focus  :  -7.29% [712.63]<br> Catalyst Funds : Systematic Alpha  :  -9.41% [0.00]<br> >
AQR Capital Management : Style Premia  :  -1.37% [342.88]<br> AQR Capital Management : Style Premia Alternative  :  -0.71% [1200.00]<br> AQR Capital Management : Alternative Risk Premia  :  -1.39% [0.00]<br> SharpeMachine : Eagle Vision  :  5.49% [0.17]<br> Blackrock : Style Advantage  :  -0.22% [124.88]<br> Oxeye Capital Management : Oxeye (BOPS) 5X  :  -3.94% [4.13]<br> Nordea Asset Management : Nordea 1  Alpha 15 MA Fund  :  4.05% [4388.40]<br> Future Value Capital : Equity Dispersion  :  -3.52% [7.59]<br> Atlantic House : Uncorrelated Strategies  :  -4.32% [335.79]<br> BNP Theam : Quant Cross Asset High Focus  :  -7.29% [712.63]<br> >

To explore our extensive Risk Premia list, with dynamic rankings, please see Link

Crypto

Anna Asset Management : Anna Fund  :  22.76% [39.70]<br> Active Digital : Long Short  :  16.63% [20.00]<br> Lighthouse Collective Capital : Collective Capital Fund  :  9.72% [5.25]<br> North Rock Digital : NRD  :  9.29% [105.16]<br> ML Tech : Statistical Arbitrage TS3  :  4.82% [1.56]<br> Avenue Investments : Digital Investments FoF  :  -31.52% [0.00]<br> Jump Start : JUMPSTART  :  -31.62% [0.00]<br> TitaniumStrategy Titanium : JASMYSTRATEGY  :  -32.50% [0.00]<br> Roble Venture Capital : Roble Venture Capital  :  -35.34% [0.00]<br> Falenti Roman : FALENTI  :  -36.61% [0.00]<br> >
Anna Asset Management : Anna Fund  :  22.76% [39.70]<br> PL Digital Management Pte : Presto Digital Fund  :  4.12% [21.19]<br> TitaniumStrategy Titanium : JASMYSTRATEGY  :  -32.50% [0.00]<br> PL Digital Management Pte : Presto Digital Fund 1  :  3.58% [6.24]<br> North Rock Digital : NRD  :  9.29% [105.16]<br> BitcoinTradingStrategy : BITCOINTRADINGSTRATEGY  :  -8.72% [0.00]<br> Algorithm Performance : ALGORITHMPERFORMANCE  :  -30.70% [0.00]<br> BigCoinMix : BCOINMIX  :  -29.39% [0.00]<br> Utopia Capital : UTOPIADEFI  :  -13.53% [0.00]<br> Arjuss : CRYPTOPAR  :  -28.37% [0.00]<br> >

To explore our extensive Crypto Strategy list, with dynamic rankings, please see Link

Past performance is not indicative of future results.

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