Approximately 2% of all CTAs stops reporting per month, mostly due to poor returns or due to being unable to raise assets. Year-to-date, we estimate that around 90 firms have ceased to operate or at least stop marketing their returns (which in itself is a precursor to shutting the fund as there are few funds … Continue reading Attrition Rate in the CTA space
Database has been updated as of today. The database contains 819 managers representing 1723 different investment streams across managed futures, global macro, fund of funds, crypto hedge funds and commodity index managers. So far, 500 managers have provided returns for November.
A quick crypto index is available on site. This is currently in beta mode and will gradually develop over time. Currently all Crypto funds are included, regardless of underlying strategy. https://nilssonhedge.com/crypto-index/
The NilssonHedge Database is currently live. Stay tuned for additional analytics and data formats.
Database was updated 2018-12-11