NilssonHedge

NilssonReport Updated

The NilssonReport is updated and as results has been strong, 70% of the fund have reported for the prior month. Performance continues to drift upward, with trend following strategies leading the pack.

Database Update

Due to time off and travels, updates have been infrequent for the last two weeks. This is the second weekly update of the NilssonHedge database and given generally strong results, a large number of managers have already reported. The Database… Read More ›

Database Update

The Database contains 1377 different managers, representing 2557 different investment strategies. For the current reporting month, 907 managers have reported returns. For the prior month, we have 1047 live managers. In total, the database contains 251780 years of manager data.

NilssonHedge Indices YTD

The currently calculated NilssonHedge indices are updated and performance remains strong (but not due to the fact that NilssonHedge has constructed the indices). Returns from the blockchainers is still dominating the returns, but seems to be moderating in July.

Returns by Strategy – Managed Futures

While no strategy has statistically performed better or worse than any other strategy, the medan performer of Trend Following and Diversified (here mainly Fund of funds) is dominating the Managed Futures performance space on a year-to-date basis.