Database Updated


The Database contains 1540 different managers, representing 2794 different investment strategies. For the current reporting month, 750 managers have reported returns. For the prior month, we have 1014 live managers. In total, the database contains 21141 years of manager data. Due to a server update, view the data with a degree of septicemic for the … Continue reading Database Updated

Launch of two new daily indices


As per the start of the year, we have launched two new indices with a focus on equity strategies. The first is a traditional Long/Short equity market index while the other one is a market neutral index. The Long/Short indices can be found here: https://nilssonhedge.com/index/daily-equity-ls-index/ The Equity Market Neutral Index can be found here: https://nilssonhedge.com/index/daily-equity-market-neutral-index/Continue reading Launch of two new daily indices

NilssonReport Updated


The NilssonReport is updated with performance data for December. We note that returns are displayed as Excess returns and that the report has expanded coverage into Equity Long/Short strategies. Looking at drawdowns for the funds in the report, we note that only a fraction of them are close to high water marks. 16% of the … Continue reading NilssonReport Updated

Top / Worst 10 Manager for December


With more than 2/3rds of the managers reporting, we can see that there was some dispersion amongst the performance outliers. Crypto did generally poorly while the upside was more diversified. Martin Fund Management – Martin Fund 26% Glenhaven Capital – Glenhaven Global II 13% Gresham Investment Management – GreshamQuant Acar 12% Dreiss Research Corp – … Continue reading Top / Worst 10 Manager for December