Author Archives

  • Indices Updated – Strong Returns

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    The NilssonHedge Indices are updated and while trend followers are continuing to enjoy strong performance from bond market trends, the Crypto managers are still far ahead. Our broad CTA index is up 7.8% for the year with Systematic managers outperforming… Read More ›

  • NilssonReport Updated

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    The NilssonReport is updated and as results has been strong, 70% of the fund have reported for the prior month. Performance continues to drift upward, with trend following strategies leading the pack.

  • Database Update

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    Due to time off and travels, updates have been infrequent for the last two weeks. This is the second weekly update of the NilssonHedge database and given generally strong results, a large number of managers have already reported. The Database… Read More ›

  • Database Update

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    The Database contains 1377 different managers, representing 2557 different investment strategies. For the current reporting month, 907 managers have reported returns. For the prior month, we have 1047 live managers. In total, the database contains 251780 years of manager data.

  • Top 10 / Worst 10 Hedge Funds in July

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    Our ten best and worst performing managers for July are slowly getting updated and we note that the list has stabilized. In the top we generally find quantitative based strategies and the bottom is dominated by aggressive rent a system… Read More ›

  • NilssonHedge Indices YTD

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    The currently calculated NilssonHedge indices are updated and performance remains strong (but not due to the fact that NilssonHedge has constructed the indices). Returns from the blockchainers is still dominating the returns, but seems to be moderating in July.

  • Best and Worst Hedge Funds YTD

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    While not all of the CryptoTraders have updated their performance for July, they are still in the lead (we suspect that the lead will be somewhat less when the returns are updated). Pantera Capital Management LP – Pantera Bitcoin Fund… Read More ›

  • CTA Performance July – Comments by ATS Trading

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    Good and strong color on the performance of CTA and in particular the managers that are systematically using trend following methods can be found at ATS Trading. The performance results for July are now in. We use NilssonHedge for reporting… Read More ›

  • Returns by Strategy – Managed Futures

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    While no strategy has statistically performed better or worse than any other strategy, the medan performer of Trend Following and Diversified (here mainly Fund of funds) is dominating the Managed Futures performance space on a year-to-date basis.

  • The NilssonReport is Updated

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    Your trusted source of Managed Futures and Hedge Fund performance is updated. 79% of the managers have reported returns and the performance is on average positive.