Author Archives

  • Database Updated

    Database contains 874 different managers, representing 1492 different investment strategies. For the current reporting month, 336 managers have reported returns. For the prior month we have 861 live managers. In total, the database contains 134792 years of manager data. Get… Read More ›

  • Year-To-Date Top 10/Bottom 10

    Nilssonhedge is proud to present the preliminary line-up for the bottom/top 10 hedge funds reporting to public databases for 2018. As is seems, the top 10 is fairly diversified representing a large set of different managers. In contrast, the bottom… Read More ›

  • Crypto funds year-to-date

    While few crypto funds have reported final numbers for 2018, the year is shaping up to a fairly year, with the median fund recording a decline of 64%. Dig into the performance data at http://www.nilssonhedge.com and see who came out… Read More ›

  • CTA Dispersion

    Out of the 647 CTA that are currently reporting to a database, we calculate the dispersion of the Year-to-date results (with only a few managers reporting full year-to-date numbers) and note that we are observing a large dispersion with the… Read More ›

  • Database Updated

    Database has been updated, with 221 managers reporting numbers for the end of the year. Two new programs added to the database, Praus Capital and Persistent Capital Management. While Nilssonhedge provides backfilled returns, it also marks backfilled returns as such…. Read More ›

  • New Managers added to the Database

    The following managers have been added to the database as per this month: 1512 SG Capital Management AG Aenaon Markets Atreaus Capital Auspice Capital Advisors Blackheath Fund Management CCTrack Solutions County Cork Dynamic Capital Management Fuchs & Associes Finance Gresham… Read More ›

  • FlashReports

    Flash Reports are now available for CTAs, Crypto, Asset Allocators , Risk Premia and Long only managers. These will be updated in sync with the database. Manager classification is subject to error. Sign up for the database at http://www.nilssonhedge.com

  • Database updated

    The database has been updated. 787 managers, 1338 program are reporting to the database. As of this weekly update, 696 programs had reported returns for November and 790 programs had reported for October 2018. Sign up for the most comprehensive… Read More ›

  • Naming your CTA – Start with an A?

    A common feature for most business cards collections in the hedge fund space is that the letter A in the Rolodex takes up a disproportional part of the space in the Rolodex. The common theory is that being first would… Read More ›

  • Attrition Rate in the CTA space

    Approximately 2% of all CTAs stops reporting per month, mostly due to poor returns or due to being unable to raise assets. Year-to-date, we estimate that around 90 firms have ceased to operate or at least stop marketing their returns… Read More ›