A few words about our Database


We recently have had a lot of new subscribers, and we wanted to use this update to give you an introduction and perhaps a refresher on how we collect and distribute data. Our approach is based on collecting (mostly) publically available data and structuring that in a way that is friendly for data processing and … Continue reading A few words about our Database

Database Updated


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. The estimated MTD performance … Continue reading Database Updated

Index Special – Database Updated


NilssonHedge provides a set of Hedge Fund performance barometers, ranging from the traditional CTA indices to tracking novel strategies such as Crypto managers. Our indices are transparent and are formed at the beginning of each year, based on managers in the database at that particular point in time. They are not backfilled and gives an … Continue reading Index Special – Database Updated

Database Updated – Flash Performance Estimates


Happy 4th of July to all of our US based readers. The estimated MTD performance for Hedge Funds (excluding Crypto Trading Strategies) is -0.0% taking the YTD number to 5.1%.The estimated MTD performance for CTAs is -0.4% taking the YTD number to 5.1%. The estimated MTD performance for Hedge Funds (including Crypto Trading Strategies) is … Continue reading Database Updated – Flash Performance Estimates

Early Return Indicator


As per usual, our databases are updated and available for download. As the month is drawing to a close, we thought it would be prudent to provide you with early estimates of Hedge Fund performance. Crypto managers seem to be in for another volatile month and we have our Crypto Index down 21% for June. … Continue reading Early Return Indicator

Best and Worst Hedge Funds – May 2021


We now have a large sample of managers to highlight the best and worst managers for May 2021. Clearly, most of the volatility happened with Cryptos, but even here, we saw managers that managed to ride out the volatility and deliver positive returns (although most of them were negative). The Top 10 and Worst 10 … Continue reading Best and Worst Hedge Funds – May 2021