Recent Posts - page 2

  • Best and Worst Funds YTD

    Based on reported numbers the dispersion amongst the best and worst hedge fund that NilssonHedge covers is large with a range from -44% to +88%. More info about the underlying database can be found at http://www.nilssonhedge.com, where the data is… Read More ›

  • Best and Worst Funds MTD

    Based on reported numbers, we note that some of the largest CTAs squeezed themselves into the top ten performers. More info about the underlying database can be found at http://www.nilssonhedge.com, where the data is available for free. World Cup Advisor… Read More ›

  • The NilssonReport is Updated!

    The premier source of free hedge fund and managed futures data is updated with the first April numbers. On average, the tracked universe has positive returns, with the range of reporting fund varying from -11% to +49% for April. YTD,… Read More ›

  • First April Database Update

    The NilssonHedge Database has been updated. We are back on a normal schedule for a few weeks. The Database contains 979 different managers, representing 1799 different investment strategies. For the current reporting month, 233 managers have reported returns. For the… Read More ›

  • Quarterly Dispersion

    While we have anecdotal evidence that April will be a good month for a large set of systematic manager, we now have data for most CTAs. Observing that the dispersion has been large, but that most style and strategies ended… Read More ›

  • Database Overview

    A visual snapshot of how what the database looks like from an entity perspective. We note that CTAs typically are more transparent, in term of making return data available to the public. Other strategies are generally less willing to disclose… Read More ›

  • The NilssonReport is Updated!

    The premier source of free hedge fund and managed futures data is updated with the first March numbers. On average, the tracked universe has positive returns, with the range of reporting fund varying from -21% to +29% for March. YTD,… Read More ›

  • Final update for March

    The NilssonHedge Database has been updated. The Database contains 971 different managers, representing 1789 different investment strategies. For the current reporting month, 761 managers have reported returns. For the prior month, we have 990 live managers.In total, the database contains… Read More ›

  • Top/Bottom Hedge Fund YTD

    Amongst the funds that have reported for March, we see close to a 100% dispersion between the worst and best Strategy. We also note that some of the outliers are trading systems rather than actual hedge funds. A future update… Read More ›

  • The NilssonReport is updated

    For March, 43% of the funds have reported numbers. March remains on track for being a positive month, while dispersion remains smaller than last month. The report can be access here. Sign up for the underlying database here (free).