NilssonHedge

Based on a very limited sample of managers with daily report, we note that there was some managers that delivered crisis alpha, while other clearly… Read More »February Early Return Estimates

The Database contains 1552 different managers, representing 2830 different investment strategies. For the current reporting month, 264 managers have reported returns. For the prior month,… Read More »Database Updated

Constituents are now fully updated and our index members for 2020 are published for all the indices that we maintain. The list has been formed… Read More »Constituents Updated

We recently read a research paper regarding a somewhat surprising result – that for CTAs, it did not pay to be allocated to diversified managers.… Read More »Diversification Still Pays (or does it?)

The Database contains 1552 different managers, representing 2826 different investment strategies.For the current reporting month, 969 managers have reported returns. For the prior month, we… Read More »Database Updated

While the end of the last month looked dicey, things have turned around for most CTAs and we are looking at what looks like a… Read More »Mid-Month Update

The NilssonHedge report has been updated, a most comprehensive performance summary. It feautures a unique look into the database and sortable performance for the funds… Read More »NilssonReport Updated