News

As part of our annual maintenance cycles, our daily indices were fixed at the end of the year, reflecting available funds that we have daily… Read More »Daily Indices – Updated

We do realize that you probably have other things to do today, and first of all we would like to wish all of our clients… Read More »Best’n’Worst – Nov 2023

As one of our projects for 2023, we had promised to start looking at the CTA ETFs. The nice thing with these, except for costs… Read More »A sneak peak on our CTA ETF project

Surging equity markets helped Hedge Funds to a positive November, bond rally caused headwinds for CTAs, Crypto Managers making a comeback. Across our traditional alternative… Read More »Hedge Fund Performance – Nov 23

Based on the most recent return data that we have available, we can provide a comprehensive overview of the top-performing and bottom-performing strategies for each… Read More »Best’n’Worst October 2023

We have recently noted that transparency in the CTA universe has declined drastically. One of the premier daily indexes, with an extraordinary long-term history, has… Read More »Access to this security is restricted by its supplier

Due to the rapid increase in the Risk-Free rate, there has been an increased focus on the so-called Hurdle Rate, the rate of return required… Read More »What is a reasonable Hurdle Rate?

Based on data from more than 1,200 funds, October was a weak month for the hedge fund industry. The exceptions are Crypto Managers and Equity… Read More »Flash Report October 2023