Author Archives

  • Database Update

    The NilssonHedge Database has been updated. Due to a business trip, the next update will be in approximately two weeks. The Database contains 970 different managers, representing 1787 different investment strategies. For the current reporting month, 399 managers have reported… Read More ›

  • Best/Worst Hedge Fund – March 2019

    Amongst the funds that have reported for March, we see close to a 100% dispersion between the worst and best Strategy. We also note that some of the outliers are trading systems rather than actual hedge funds. A future update… Read More ›

  • The Nilsson Report is Updated!

    The premier source of free hedge fund and managed futures data is updated with the first March numbers. On average, the tracked universe has positive returns, with the range of reporting fund varying from -21% to +29% for March. YTD,… Read More ›

  • Flash Reports Updated

    The Flash Reports are updated and gives a quick impression of the who performed month to date and year to date. Flash Reports available here https://nilssonhedge.com/flashreport/. Sign up for the underlying database here (free). Photo by Jake weirick on Unsplash

  • CTAs record a positive March

    With about 1/3rd of the managers reporting for March, the initial read on the CTA industry is that it was a positive month, resulting in a positive first quarter. The NilssonHedge CTA index can be found here: https://nilssonhedge.com/index/cta-index/

  • Database Updated

    The first March database is updated and it seems to have been a good month as one third of the managers have already reported returns. The Database contains 970 different managers, representing 1788 different investment strategies. For the current reporting… Read More ›

  • Man vs Machine

    Based on the managers having reported to the database, we note that dispersion for systematic managers was smaller in February than in January (with the caveat that we have not seen all managers reporting data yet). For discretionary managers, according… Read More ›

  • NilssonReport updated

    The NilssonReport is updated, with 88% of the funds reporting, we have a flat performance for the hedge funds that NilssonHedge tracks. The median value for both January and February is flat. The report can be access here. Sign up… Read More ›

  • Database Updated

    The final database update for February has been completed and is available for download. The Database contains 969 different managers, representing 1782 different investment strategies. For the current reporting month, 914 managers have reported returns. For the prior month, we… Read More ›

  • Crypto Hedge Fund Index

    Crypto Hedge funds seems to have recovered a portion of the losses in January, but the index is still down year-to-date. The index is thin and not all managers have reported.