The NilssonHedge Database contains 881 different managers, representing 1530 different investment strategies.For the current reporting month, 815 managers have reported returns. For the prior month, we have 948 live managers.In total, the database contains 135077 years of manager data.
We have updated our top 10 / bottom 10 manager ranking for the month, based on newly reported results. As before, Crypto funds seems to have suffered the most, while largely idiosyncratic or sector specialist did the best. Month-to-date, there was some rather large dispersion, driven partly by the equity market behavior in December, but … Continue reading Top 10 / Bottom 10
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The Database contains 877 different managers, representing 1522 different investment strategies. For the current reporting month, 740 managers have reported returns for their programs. For the prior month, we have 937 live programs. In total, the database contains 135059 years of manager data. Photo by Andre Tan on Unsplash
Despite a rather difficult year for Trend Followers, there does not seem to be an abnormal dispersion of yearly returns. It should be said that the data is not adjusted for survivorship biases so the reader should note that the results are shifted upward nor has all manager in the sample reported data for the … Continue reading Dispersion For Trend Followers, Not Larger Than Expected