NilssonHedge is primarily a research database focused on Hedge Funds. NilssonHedge gives you the possibility to do manager research, peer group rankings, uncover correlations, and other patterns in the data. We abstract away from share classes, currencies, fund structures, and marketing to create clean performance composites. This extraordinary resource is, for a limited time, available for free to qualified participants.
Nilsson Hedge provides a free CTA/Managed Futures and Hedge Fund database. The vast majority of the database covers CTA or Managed Futures Managers, using a variety of styles and strategies. In addition, NilssonHedge offers supplemental coverage of a number of Long/Short Equity Managers, Fixed Income Strategy, and Multi-Strategy hedge funds.
NilssonHedge calculates a set of Indices, that are continuously updated throughout the month. These indices are designed to reflect the existing set of managers, grouped by NilssonHedge’s own classification system, at the beginning of the year and approximately reflect the nature and returns of the group of managers. Among the indices that NilssonHedge proves are the CTA/Managed Futures index, Systematic and Discretionary CTA Indices, and a Fund of Funds index. In addition, we maintain a CryptoCurrency index.
The database is crowdsourced and the format may change over time. The sourcing of the data is done through an automated Fintech solution. We combine a large number of different sources and aggregate performance across managers, funds, distributors, and share classes. In addition, we enrich the data with additional fields to allow you to search and filter for specific types of managers.
We curate over 10,000 different input sources. We have gradually and continuously grown the number of data sources that we use, from less than 1,000 inputs we have achieved more than 10x development. The number of data sources will continue to grow over time. Please note that data sources are aggregated into composites representing "unique" return streams. That is, we typically disregard share classes, currencies to create the longest continuous track record possible. and the number of unique performance streams will always be lower than the number shown in the chart above.
The database is currently password protected. Please sign up here to sign up and to give yourself access to the database. By accessing the data, you agree that you are entitled to view the data.
The distribution of year-to-date and month-to-date returns can be seen above. This is one of many useful data points that can be extracted from the NilssonHedge database, here with a focus on CTA/Managed Futures managers. Kindly note that early in the month, with few reporting funds, the dispersion is less reliable.
Past Performance is Not Necessarily Indicative of Future Results. This is not a solicitation. Data is provided "as-is" without warranties and is not guaranteed to be error-free.
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THE RISK OF LOSS IN TRADING FUTURES AND OPTIONS CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN FUTURES AND OPTIONS MARKETS CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS. IN SOME CASES, MANAGED COMMODITY ACCOUNTS ARE SUBJECT TO SUBSTANTIAL CHARGES FOR MANAGEMENT AND ADVISORY FEES. IT MAY BE NECESSARY FOR THOSE ACCOUNTS THAT ARE SUBJECT TO THESE CHARGES TO MAKE SUBSTANTIAL TRADING PROFITS TO AVOID DEPLETION OR EXHAUSTION OF THEIR ASSETS. THE DISCLOSURE DOCUMENT CONTAINS A COMPLETE DESCRIPTION OF EACH FEE TO BE CHARGED TO YOUR ACCOUNT BY THE COMMODITY TRADING ADVISOR. THIS BRIEF STATEMENT CANNOT DISCLOSE ALL OF THE RISKS AND OTHER SIGNIFICANT ASPECTS OF THE COMMODITY MARKETS. THEREFORE, YOU SHOULD PROCEED DIRECTLY TO THE DISCLOSURE DOCUMENT OF A PARTICULAR ADVISOR AND STUDY IT CAREFULLY TO DETERMINE WHETHER SUCH TRADING IS APPROPRIATE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION.