Daily Indices – Database Update

As part of our unique service offering, we are providing sophisticated investors with several performance barometers. For five different markets, we are calculating daily indices (CTA, Crypto, Equity Long/Short, Event-Driven, and Market Neutral strategies), which are providing an instantaneous read on how managers are performing. As per the 1st of January, the indices were reconstituted … Continue reading Daily Indices – Database Update

Database Updated – 2nd week

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 for … Continue reading Database Updated – 2nd week

2021 Review – Preliminary Hedge Fund performance

With the US equity market up close to 30%, it is hard to argue that a lot of hedge funds managed to outshine the most common yardstick for alternative costs. However, in an interesting year for a lot of liquid strategies, we would like to highlight a few positive developments where most Hedge Fund strategies … Continue reading 2021 Review – Preliminary Hedge Fund performance

Best Wishes for 2022 – Database Updated

First of all, hope you have had a good Christmas weekend and that you are looking forward to a calm closing of 2021. NilssonHedge would like to take this opportunity to thank all our users, visitors, and last but not least our generous donors that have allowed us to continue to operate one of the … Continue reading Best Wishes for 2022 – Database Updated

The Hitparade – November 2021

Based on the latest available return data, we can present the best and worst strategies per category, both on a monthly and on a yearly basis. This is calculated from our proprietary composite data streams but may contain errors. These are not filtered for Asset Under Management and are ranked on a simple return metric … Continue reading The Hitparade – November 2021

November 2021 – Index Performance

November looks to be a rather weak month for liquid alternative strategies with several strategies reporting negative numbers. On the positive side, we note that Crypto strategies, “pure” Commodity CTA, and Systematic Market Neutral strategies delivered positive returns. The result from Crypto strategies is barely positive, especially so given the inherent volatility of the asset … Continue reading November 2021 – Index Performance