Current Drawdowns across CTAs


While the recent months have offered a string of strong returns across the managed futures / cta space, most managers are still in fairly large drawdowns. Approximately 1/3rd of the CTAs are still in a drawdown larger than 5%. The table below shows the managers with the largest drawdowns, that are still reporting (there are … Continue reading Current Drawdowns across CTAs

The NilssonReport is Updated


The NilssonReport is updated, with more than 60% of the funds reporting, performance numbers are now more reliable. Check if your funds have reported.

Database Updated


The Database contains 1461 different managers, representing 2688 different investment strategies. For the current reporting month, 673 managers have reported returns. For the prior month, we have 1067 live managers. In total, the database contains 291825 years of manager data.