NilssonHedge provides a number of performance indicator on a daily basis. These are mostly sourced from public funds and should be viewed as an indication of recent strategy performance rather than a true investable index.
Daily Data can be downloaded as a CSV file through your user account. This file is generally updated daily (bar some production error). The data is typically lagged one or two days. The Daily Database features returns from Managed Futures, Equity Long/Short, Equity Market Neutral, Event Driven, and Crypto Managers.
Currently, we produce five different indices. The indices can be found by following the links below.
- CTA/Managed Futures Index (Live 2020-01-01)
- Equity Long Short (Live 2020-01-01)
- Equity Market Neutral (Live 2020-01-01)
- Event Driven Index (Live 2020-07-01)
- Crypto Strategy Index (Live 2020-10-01)
To better visualize short-term moves, we also visualize daily returns for the different indices (CTAs, Market Neutral, Equity Long Short, and Event-Driven) alongside US Equity Market returns. This gives you additional insights how hedge fund strategies are co-moving with the current market conditions.