With close to 80% of the funds reporting for October, our best and worst list is now getting closer to becoming final. We note that White Indian had a rough period, taking 4 places on the list for the worst programs throughout October. The top list is slightly more diversified with a number of Crypto … Continue reading Top 10 / Bottom 10 Hedge Funds for October
The NilssonReport is updated, with 78% of the funds reporting half-way through the month. Dispersion for the managers have been lower in October compared to prior months.
As part of our usual coverage of returns for the larger CTAs, we now have substantially more manager report, 138 over 100 mn and note that the average AUM decline is 1.4% for October and up 7.3% for the year. Despite the two last difficult months, most of the CTAs are still positive for the … Continue reading Returns for CTAs over 100mn – Underwater again…
The Database contains 1468 different managers, representing 2712 different investment strategies. For the current reporting month, 879 managers have reported returns. For the prior month, we have 1124 live managers. In total, the database contains 312769 years of manager data.
A beta version of the Daily Data set is now available through AlphaBot ( https://www.alphabot.net/ ). For users that would like to avoid the pain of managing manual downloads and importing into their report sheets, AlphaBot offers an interesting interface for manager analysis. The daily dataset is updated daily so you can follow your favorite … Continue reading Daily Data Set – Available on AlphaBot
Morningstar has recently been in some hot water, as a recent paper highlights that they may be assigning too high ratings to several bonds funds. The author of the paper (Chen, Cohen, Gurun) found the difference when comparing regulatory filings and the holdings morningstar have in their database as reported by the underlying managers. To … Continue reading Research Review: Morningstar Fund Ratings