NilssonHedge provides a Crypto Long/Short hedge fund index, based on the average return. We do not provide backtracked returns nor allow for “instant track records”. This index largely consists of managers trying to time and hedge the Crypto Markets. The Database contains additional Crypto Long/Short strategies, but due to our cutoff, the number of managers in the early days of the index is limited.
The purpose of the index is to track funds that are reporting data publicly and will thus exclude certain managers that have chosen not to do so.
The index is based on managers that are part of the database as of the end of the prior year. We do not impose minimum requirements on track records or aum for this subset. Managers that drop out of the index are replaced with the average return of the index.
The index is base weighted at 100 on December 2018, there are no duplicated return streams and the currency of the index is in USD.
Index Constituents
Manager Program Active Digital Long Short Alphabeth Quant Alphabeth Quant I ANB Investments US Full Strategy Fund Apollo Capital Management Pty Apollo Capital Fund Avenue Investments Digital Investments FoF Axion Global Asset Management Crypto Energetics Strategy Blockforce Capital Blockforce Multi-Strategy Fund Cambrian Asset Management Systematic Strategies CoinShares Bitcoin Integrated Strategies CoinShares Etherium Integrated Strategies DDA Quant Solutions Absolute Return Multi Strategy Genio Capital Cento Systematic Crypto Hartmann Capital Hartmann Digital Assets Hunting Hill Global Capital Hunting Hill Digital Cryptocur Hyperion Decimus Libertas Composite Iconic Alpha Absolute Return Multi Strategy Katonah Eve Crypto Futures North Rock Digital NRD P-Hat Fund P-Hat Fund Plaintext Capital Management Master Fund Silver Harbor Capital Silver Harbor Partners Silver8 Digital Assets Solidum Capital Solidum Multi-Strategy Fund Spartan Global Blockchain Opportunitie Strix Leviathan Nest Fund Superfund Capital Management Superfund Bitcoin 0-2X True Code Capital Crypto Momentum Unfair Advantage Systems Managed Account Program xWin Auto Circule (ACX) xWin Band Bollinger Moving Average
Manager Program Algoz Technologies Digital Asset Fund Algoz Technologies Multi Strategy ANB Investments US Full Strategy Fund Blockforce Capital Blockforce Multi-Strategy Fund Cambrian Asset Management Systematic Strategies Coincident Capital Coincident ExoAlpha BTC ETH Long/Short Strategy Icoinic Capital Algorithmic Fund Katonah Eve Crypto Futures Lavaliere Capital Management Lavaliere Capital Fund LifeCapital Perpetual MaiCapital Limited Blockchain Opportunity Fund SP North Rock Digital NRD Pythagoras Management Company Crypto Token Pythagoras Management Company Crypto Token Class B QuantSquare Crypto Long Short Opportunitie Strix Leviathan Nest Fund Superfund Capital Management Superfund Bitcoin 0-2X Superfund Capital Management Superfund Crypto Long/Short True Code Capital Crypto Momentum
Manager Program Coincident Capital Coincident ExoAlpha BTC ETH Long/Short Strategy Katonah Eve Crypto Futures Lavaliere Capital Management Lavaliere Capital Fund Napoleon Crypto Dynamix ETH-BTC-USD AR Hourly Napoleon Crypto Dynamix ETH-BTC-USD Long Only Napoleon Crypto Dynamix ETH-BTC-USD Versatile Pythagoras Management Company Crypto Token Solidum Capital Bitcoin Momentum Strategy Solidum Capital SOAC Solidum Actio Crypto Grow Solidum Capital Solidum Crypto Quant Strategy Solidum Capital Solidum DeFi Quant Solidum Capital SOPR Solidum Cautus Crypto Hed Strix Leviathan Nest Fund Superfund Capital Management Superfund Bitcoin 0-2X Superfund Capital Management Superfund Crypto Long/Short
Manager Program Blockforce Capital Blockforce Multi-Strategy Fund Cambrian Asset Management Systematic Strategies Coincident Capital Coincident DeltaCore Capital Deltacore Digital Assets GSC Asset Crisis Alpha Icoinic Capital Algorithmic Fund Lavaliere Capital Management Lavaliere Capital Fund Napoleon Crypto Dynamix ETH-BTC-USD AR Hourly Napoleon Crypto Dynamix ETH-BTC-USD Long Only Napoleon Crypto Dynamix ETH-BTC-USD Versatile Pythagoras Management Company Crypto Token Solidum Capital Bitcoin Momentum Strategy Solidum Capital SOAC Solidum Actio Crypto Grow Solidum Capital Solidum Actio Solidum Capital Solidum Cautus Solidum Capital Solidum Crypto Quant Strategy Solidum Capital SOPR Solidum Cautus Crypto Hed SwissRex AG SwissRex Crypto Fund Ltd
Manager Program Amsys Capital AMSYS (Digital Asset Fund LP) Apollo Capital Management Pty Apollo Capital Fund Bletchley Park Asset Management Jersey Bletchley Park Master Fund Cryptos Fund Cryptos Fund RG Niederhoffer Capital Management Optimal Alpha ST Futures/Crypto Systematic Alpha Management Cryptocurrency Program
Manager Program Active Digital Long Short Alphabeth Quant Alphabeth Quant I ANB Investments US Digital Assets Quantitative Fund BTC ANB Investments US Full Strategy Fund Anna Asset Management Anna Fund Asymmetric Technologies Asymmetric Liquid Alpha Avenue Investments Digital Investments FoF Blockforce Capital Blockforce Multi-Strategy Fund Boge Partners Boge Digital Assets Cambrian Asset Management Systematic Strategies Coincident Capital Coincident CoinShares Bitcoin Integrated Strategies DDA Quant Solutions Absolute Return Multi Strategy Factor6 Factor6 Partners Genio Capital Cento Systematic Crypto Golden Pear Capital Genesis Hilbert Capital V30 Hunting Hill Global Capital Hunting Hill Digital Cryptocurrency Opportunities Huobi Asset Management Multi Strategy Crypto Iconic Alpha Absolute Return Multi Strategy Katonah Eve Crypto Futures LibertyRoad Capital BTC Active Treasury Lighthouse Collective Capital Collective Capital Fund M11 Funds Liquid Token Fund ML Tech Directional Quant TS13 PL Digital Management Pte Presto Digital Fund PL Digital Management Pte Presto Digital Fund 1 Pythagoras Management Company Crypto Token Pythagoras Management Company Crypto Token Class B Pythagoras Management Company Token Fund Class E Runa Digital Assets Runa Digital Opportunities Fund Scenius Capital Management Digital Assets Opportunity Silver8 Digital Assets Stylus Capital Crypto Momentum Fund Trovio Asset Management Digital Asset Fund Unfair Advantage Systems Managed Account Program Unfair Advantage Systems Systematic Trend Following Long/Short xWin Auto Circule (ACX) xWin Band Bollinger Moving Average (BBMA)