Author Archives

  • Top 10 / Bottom 10 Hedge Funds for August

    World Cup Advisor – John Ehlers MESA ES 53% Geosol Capital – Onshore I 46% Geosol Capital – SMA 44% Mulvaney Capital Management – Global Diversified Program 30% Dreiss Research Corp – Global Diversified Program 26% Purple Valley Capital –… Read More ›

  • NilssonReport Updated

    The final update for September has been completed. For August, we know have 912 different funds reporting data, representing 88% of the fund that reported data in the prior month. The average return is hovering around 1%, with a skew… Read More ›

  • Database Updated

    The Database contains 1395 different managers, representing 2582 different investment strategies. For the current reporting month, 918 managers have reported returns. For the prior month, we have 1043 live managers. In total, the database contains 271339 years of manager data.

  • Daily Performance for Liquid Alternative funds

    Using our new daily dataset, we can compile indices of hedge fund (“liquid alt”) on a daily basis. While the composition is highly preliminary, we note that most of the strategies have positive performance year-to-date. Market neutral funds are struggling… Read More ›

  • Daily Data Set Forthcoming

    As part of our data collection exercise, we are gradually adding more data. This time it has come to daily hedge fund data, collected from UCITS or 40 act vehicles. This is still in development and we hope to have… Read More ›

  • August Performance Report

    Mr Brennan at https://atstradingsolutions.com/ has added nice colour to the performance of CTAs in August. We are there chaps. We finally have removed that nasty persistent drawdown that has been plaguing us since early 2015….and it’s time to celebrate. On… Read More ›

  • Best and Worst Hedgefunds YTD

    Altana Wealth – Altana Digital Currency Fund (ADCF) 168% Pantera Capital Management LP – Pantera Bitcoin Fund Ltd 163% QQFundcom – Alpha Beta Program 150% Crypto Fund AG – Systematic DLT Fund Class A – EUR 137% Crypto Fund AG… Read More ›

  • Top 10/Bottom 10 Hedgefunds for August

    World Cup Advisor – John Ehlers MESA ES 53% Geosol Capital – Onshore I 46% Geosol Capital – SMA 44% Mulvaney Capital Management – Global Diversified Program 30% Dreiss Research Corp – Global Diversified Program 26% Purple Valley Capital –… Read More ›

  • The NilssonReport is updated

    The NilssonReport is updated and can be downloaded. Month-to-date, we have 78% of the funds reporting for the last month. Returns continues to creep upward.

  • Database Updated

    The Database contains 1390 different managers, representing 2571 different investment strategies. For the current reporting month, 803 managers have reported returns. For the prior month, we have 1025 live managers. In total, the database contains 271278 years of manager data.