Database Updated – 74%


The Database contains 1793 different managers, representing 3369 different investment strategies.For the current reporting month, 1106 managers have reported returns. For the prior month, we have 1504 live managers.In total, the database contains 24586 years of manager data.Number of CTA Strategies: 2301Number of Equity Long Short Strategies: 302Number of Market Neutral Strategies: 100Number of Event … Continue reading Database Updated – 74%

Database Updated – June 7th


The Database contains 1791 different managers, representing 3366 different investment strategies. For the current reporting month, 1027 managers have reported returns. For the prior month, we have 1501 live managers. In total, the database contains 24563 years of manager data.Number of CTA Strategies: 2299Number of Equity Long Short Strategies: 302Number of Market Neutral Strategies: 99Number … Continue reading Database Updated – June 7th

May – Early Estimates


The early estimates for May have been compiled. This was a somewhat calmer month than March and April. Our daily Hedge fund index shows a decline of approximately 70 bps while a larger selection of CTAs shows a decline of 60 bps. Manager Program May April YTD UBS Currency Allocation Return 9.1% -2% -13% Dorsey … Continue reading May – Early Estimates

Database Updated – 92%


The Database contains 1790 different managers, representing 3368 different investment strategies.For the current reporting month, 1488 managers have reported returns. For the prior month, we have 1626 live managers. In total, the database contains 24484 years of manager data. Number of CTA Strategies: 2300 Number of Equity Long Short Strategies: 303 Number of Market Neutral … Continue reading Database Updated – 92%

Returns for CTAs over $100mn


We extract returns from Manager and Programs with more than $100 under management (estimated). The results can be seen below. We note that at the end of April, this group of managers had extracted approximately $1.4bn from the markets. With estimated assets for this group is around $130bn, this takes returns to 1.4% for the … Continue reading Returns for CTAs over $100mn