NilssonHedge

Back to our regular programming and we are pleased to share our ranking of liquid alternative strategies. While much will have changed once the March… Read More »Best’n’Worst February 2023

There is a popular meme going around that shows an intoxicated Captain Haddock downing a stiff drink, complaining about having bad a rough week. Tintin… Read More »What a week, huh? Captain, is it Monday, Wednesday, or Friday?

Over the weekend, the ultimate fate of SVB (Silicon Valley Bank) will be determined. The FDIC has taken control of the bank and is working… Read More »Crypto – SVB and USDC

As we only have two trading days left in February, we thought providing our readers with a performance preview of the expected results would be… Read More »Performance Preview – Februrary 2023

Using our extensive database, we have ranked close to 2,000 reporting hedge funds. From the best to the worst result in January. As noted by… Read More »Best’n’Worst January 2023

NilssonHedge asked OpenAI to write a short success story for one of our many users. It turned out to be pretty ok. We do apologize… Read More »Jack – a man with a talent for numbers

We have been working behind the scenes the last few weeks and have created additional refinements when it comes to diving deeper into benchmarking exercises.… Read More »Adding Additional Indices

During the last few weeks, we have been engaged in a number of housekeeping issues. One of them is our index reconstitution. We will be… Read More »New Members in the NilssonHedge Indices

2022 was a year that reestablished CTAs as the prime strategy for portfolio diversification. Many of the strategies with the best absolute performance were CTAs.… Read More »Best’n’Worst Dec 2022

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… Read More »An overview of our Database

As we eluded to in our earlier post, 2022 was not a great year for several strategies. But, CTAs and in particular systematic managers generated… Read More »Hedge Fund Indices

Very few winners and a lot of losers. That is a short summary of the annus horribilis that 2022 turned out to be. CTAs and… Read More »Flash Report Dec 22

Happy holidays from NilssonHedge.com! We hope this holiday season brings joy, laughter, and plenty of cheer to you and your loved ones. Thank you for… Read More »Happy Holidays

Conditions for the high-flying CTAs turned considerably more difficult in November. Several of the highest-performing CTAs suffered from drawdowns, resulting in slightly less stellar returns… Read More »Frosty Conditions – Best’n’Worst Nov 22

In terms of average performance, November was a strong month for Equity Risk related strategies. Equity L/S, Risk Parity, (Credit Sensitive) Fixed Income, and Market… Read More »Index Update – Nov 22

“Autumn carries more gold in its pocket than all the other seasons.” – Jim Bishop. Unfortunately, for Managed Futures and especially for Trend Following managers,… Read More »FlashReport November 2022

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »Index Update October 2022

October was a month of recovery for equity markets. Trend reversed. This had a profound impact on the performance of the best and worst managers.… Read More »Best’n’Worst October 2022

October was generally a positive month for Hedge Funds and Liquid Alternatives, with most strategies producing positive numbers. CTAs, the strategy with the best performance… Read More »Performance Preview – October 22

While we are waiting for the October returns, we thought it would be worthwhile to bring your attention to a recent Marex report to which… Read More »A Contempory Update

Hedge fund allocation is a performance sport, but the question of which performance is ideal is a contentious one. Here, we keep things straightforward by… Read More »Best’n’Worst September 2022

Given that CTAs are on a record-breaking outperformance path compared to other hedge fund strategies, a relevant question to ask is if those returns are… Read More »Managed Futures – An industry in rude health?

NilssonHedge measures dispersion as the difference between the upper and lower quartiles. As a continuation of our prior work, we are now adding calculations for… Read More »Dispersion – CTA dominates over 3 years

September is likely to be another negative month for Hedge Funds, the rare positive exception is CTAs. While only a handful of managers in that… Read More »FlashReport September 2022

Mid-month, with a substantial amount of managers reporting August numbers, we have now compiled the best and worst managers per category. There are some very… Read More »The Hit Parade August 2022

Going into the end of the third quarter, there is precious little time left in 2002 for several strategies to deliver positive performance for their… Read More »Hedge Fund Performance – August 2022

August was a month where we saw markets driven by anticipations and reactions to the Jackson Hole Symposium. At the meeting, the US Federal Reserve… Read More »First Estimates – August 2022

While we still have a few days to go in August and it ain’t over until the fat lady sings, it looks like CTAs recovered… Read More »August 2022 – CTAs likely positive

Having collected some 1800+ strategy returns from the public domain, we can now present the best and worst performing strategies. In a month where equity… Read More »Best’n’Worst Hedge Funds July 2022

For most Hedge Funds, July was a turn-around month. What worked in the first half of 2022, didn’t work particularly well last month and vice… Read More »Hedge Fund Performance July 2022

Throughout July, we witnessed a minor giveback of profits for CTAs as markets went back into a risk-on mode. Based on early reporting, most other… Read More »1st Database Update – July 2022

As the FED delivered its second triple hike in a row, and we saw a second negative quarterly GDP print, markets decided that recession was… Read More »Performance Preview July 2022

The Database contains 2804 different managers, representing 4955 different investment strategies. For the current reporting month, 1891 managers have reported returns. For the prior month,… Read More »Database Updated – July 2022

Based on a nearly complete set of reporting, we can now present the best and worst performing Hedge Funds, per strategy for June 2022. The… Read More »Best & Worst Hedge Funds – June 2022

As a few our subscribers may have noted, Crypto Strategies suffered greatly in June. We saw the third consecutive large negative down month for the… Read More »Crypto Drawdown – Have we seen the worst?

Based on early reporting, we can now get a good read for how hedge funds did in June 2022. The answer is not so good,… Read More »June 2022 Performance Preview

Some time ago (this manager does not exist), we highlighted that we found a set of managers (likely the same underlying entity) that was trying… Read More »This Manager Does not Exist – The Sequel

Defining the best and worst fund is obviously more complicated than simply looking at returns, that said, returns still carry some information. Here we highlight… Read More »Best & Worst May 2022

Based on estimates obtained for some 1,800 funds, the only strategy that is delivering this year, Managed Futures had a flat month but has outperformed… Read More »Difficult Conditions for Hedge Funds

While we are still in the early reporting cycle for May, we note that most Hedge Fund struggled to generate returns in May, with one… Read More »May 2022 – Performance Preview

One of the largest stories in the last weeks is the guilty plea of Allianz with regards to their Structured Alpha products, which imploded in… Read More »Structured Alpha?

Based on the latest available return data, NilssonHedge can now present the best and worst strategies for April 2022. Our rankings are presented on a… Read More »Best and Worst Hedge Funds – April 2022

While we have done our usual database update (1946 strategies out of which 507 CTAs for April) we thought it would be prudent to focus… Read More »Crypto Carnage – Database Updated

We are proud to present the first database update for April 2022, an update that contains a surprisingly large amount of managers. 1680 strategies with… Read More »Early Reporting Bias – Shining CTAs

April ended with a large sell-off in Equities, with the major indices down more than 3%, a move that likely benefitted Managed Futures strategies, while… Read More »CTAs on a run – Liquid Alternatives April 2022

We now have sufficient data to present the performance-based rankings for the top-performing strategies in Q1 2022. These rankings are based on unadjusted performance, and… Read More »Best & Worst Hedge Funds March /Q1 2022

We have yet again distributed our hedge fund database, with close to 2,000 strategies reporting returns for March 2022. We note that CTAs continues to… Read More »Database Update 2022-04-17

By now, we know that CTAs managed to outperform significantly in the first quarter of 2022. In particular, the most common strategy, Trend Following, and… Read More »A closer look at what worked – Q1 2022

Q1 was a volatile quarter where the Russian Ukrainian War created large moves in commodities and strengthened the pre-existing inflationary trends. While Developed Equity Markets… Read More »Q1 2022 – Liquid Alternatives Performance

Nilsson Hedge provides a CTA/Managed Futures and Hedge Fund database. The majority of the database covers CTA or Managed Futures Managers, using a variety of… Read More »Database Update 2022-03-27

The best and worst funds for February 2022, are dominated by strategies that have high sensitivity to the war in Ukraine. In particular, we note… Read More »Best & Worst Funds – February 2022

While barely halfway through the month, trend following strategies have been able to partially offset losses in equity markets (and most likely from other equity-related… Read More »CTAs Providing Negative Correlation

From a global perspective, February 2022, could be one of the more tumultuous months that we have experienced, so far. With new facts on the… Read More »Performance Preview – February 2022

Based on the latest available return data, we can present the best and worst strategies per category, for January 2022. This is calculated from our… Read More »January 2022 – Best & Worst Hedge Funds

NilssonHedge covers close to 800 dedicated Crypto Strategies and is thus one of the more complete resources for investors that seek to understand the behavior… Read More »Is the Crypto Trading Industry losing steam?

The year started with volatile equity markets (Global Indices down approximately 5%), with growth stock selling off aggressively. As macro risks increased, in terms of… Read More »Hedge Fund Performance Review Jan 2022

As we now have most of the data for December, we wanted to give you a quick update on the returns for our indices. In… Read More »Index Update – Complete 2021

At this point, we have most of the returns for 2021 and can give a clear indication of the strategies that had the best performance… Read More »Best and Worst Performing Hedge Funds 2021

As part of our unique service offering, we are providing sophisticated investors with several performance barometers. For five different markets, we are calculating daily indices… Read More »Daily Indices – Database Update

Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a… Read More »Database Updated – 2nd week

With the US equity market up close to 30%, it is hard to argue that a lot of hedge funds managed to outshine the most… Read More »2021 Review – Preliminary Hedge Fund performance

First of all, hope you have had a good Christmas weekend and that you are looking forward to a calm closing of 2021. NilssonHedge would… Read More »Best Wishes for 2022 – Database Updated

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly… Read More »The Hitparade – November 2021

November looks to be a rather weak month for liquid alternative strategies with several strategies reporting negative numbers. On the positive side, we note that… Read More »November 2021 – Index Performance

CTAs took a beating into the November month-end as asset prices deflated quickly into the month-end as a new Covid variant (omikron) was discovered. At… Read More »Flash Report – Trend Carnage

As the new Coronavirus variant, Omicron emerged markets and trading strategies offered some interesting discounts on Black Friday, for instance with CTA strategies giving up… Read More »CyberMonday special

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly… Read More »Top 10/Worst 10 Hedge Funds October 2021

While we traditionally have a focus on CTA and more traditional Hedge Fund strategies, we also keep track of the growing Crypto Hedge Fund trader… Read More »Crypto Hedge Funds

To assess October’s performance, we have return estimates for more than 1,600 funds. In terms of CTAs, for the current reporting month, 299 CTA programs… Read More »FlashReport – First Performance Estimates

CTA looks likely to be the winner amongst the Hedge Fund strategies that we track. CTAs continued to enjoy strong trends in equity and commodity… Read More »Performance Preview

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly… Read More »Best & Worst Hedge Fund Strategies September 2021

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »Index Update

As part of our search for new managers to include in our database, we scan a wide variety of sources. Most of these managers are… Read More »This Manager Does not Exist

We have recently collaborated with Marex Capital Introductions and Advisory, and we are pleased to provide you with our Contemporary Evaluation of Key Alternative Investments,… Read More »A Contemporary Evaluation of Key Alternative Investments

Performance for Liquid Alternatives seems to be relatively flat for the month of September 2021. The markets have shown some volatility on the back of… Read More »Performance Preview – Sep 2021

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly… Read More »Best & Worst Funds August 2021

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »NilssonHedge Index Update

In terms of visible returns to our data collection process, August seems to have been a positive month for Hedge Funds. In particular, Crypto Managers… Read More »Database Updated – First August 2021 Returns

One of the analytical reports that we are updating every week, is the NilssonReport. This report covers all the currently reporting managers (approximately 2,000 strategies).… Read More »NilssonReport

In keeping up with our promise to transparency, we show he Top 10 and Worst 10 funds for each category for July 2021. This is… Read More »Best and Worst Hedge Funds – July 2021

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »Index Update

The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is 4.7% taking the YTD number to 25.0%. The estimated MTD performance for Hedge… Read More »1st Estimates – July 2021

July was a month with large dips and volatility in risky assets, triggering a sharp reversal and an equally strong recovery in for instance equity… Read More »Hedge Fund Performance Preview – July 2021

We recently have had a lot of new subscribers, and we wanted to use this update to give you an introduction and perhaps a refresher… Read More »A few words about our Database

Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a… Read More »Database Updated

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »Index Special – Database Updated

Happy 4th of July to all of our US based readers. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is -0.0% taking… Read More »Database Updated – Flash Performance Estimates

As per usual, our databases are updated and available for download. As the month is drawing to a close, we thought it would be prudent… Read More »Early Return Indicator

Based on early estimates of hedge fund returns, we note that the Cryptoverse was severely impacted by the moves in digital assets. The average manager… Read More »Crypto Carnage – but no contagion

The Top 10 and Worst 10 funds for the last month are shown below. This is based on our proprietary composite data streams but may… Read More »Best and Worst Managers April 2021

Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a… Read More »653 Strategies Added – Database Updated

NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices… Read More »Database Update (89%) – Index Special

Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a… Read More »Database Update – 1st Week

As per our usual weekly cycle, we have updated our databases, and we have seen some promising returns for April (we have more than 900… Read More »Database Update & Webinars

April looks to be a strong month for Hedge Funds and we can provide some meaningful expectations for end of month results. We have CTAs,… Read More »Weekly Update – Expected Return April 2021