NilssonHedge is primarily a research database focused on Hedge Funds and Liquid Alternatives. NilssonHedge gives you the possibility to do manager research, peer group rankings, and uncover correlations, and other patterns in the data. This is an excellent source for discovering new and emerging managers. We abstract away from share classes, currencies, fund structures, and marketing to create clean performance composites.
We curate over 15,000 different input sources. These sources are aggregated into the ‘longest possible’ track record for various Hedge Fund Strategies. In total, our dataset has approximately 600,000 monthly return observations.
The number of data sources will continue to grow over time. Please note that data sources are aggregated into composites representing “unique” return streams. That is, we typically disregard share classes, and currencies to create the longest continuous track record possible. and the number of unique performance streams will always be lower than the number shown in the chart above.
This extraordinary resource is priced at a competitive price point to ensure cost-efficient access to high-quality return data.
NilssonHedge provides a CTA/Managed Futures and Hedge Fund database. The majority of the database covers CTA or Managed Futures Managers, using a variety of styles and strategies. NilssonHedge offers supplemental coverage of several Long/Short Equity Managers, Fixed Income Strategy, and Multi-Strategy hedge funds.
NilssonHedge calculates a set of Indices, that are continuously updated throughout the month. These indices are designed to reflect the existing set of managers, grouped by NilssonHedge’s classification system, at the beginning of the year and approximately reflect the nature and returns of the group of managers. Among the indices that NilssonHedge proves are the CTA/Managed Futures index, Systematic and Discretionary CTA Indices, and a Fund of Funds index. In addition, we maintain a CryptoCurrency index.
The database is crowdsourced and is designed to be self-correcting. Data sourcing is done through an automated Fintech solution. We combine different sources and aggregate performance across managers, funds, distributors, and share classes. We enrich the data with qualitative fields to allow you to search and filter for specific types of managers.
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The distribution of year-to-date and month-to-date returns can be seen above. This is one of many useful data points that can be extracted from the NilssonHedge database, here with a focus on CTA/Managed Futures managers. Kindly note that early in the month, with few reporting funds, the dispersion is less reliable.
Past Performance is Not Necessarily Indicative of Future Results. This is not a solicitation. Data is provided “as-is” without warranties and is not guaranteed to be error-free. You are required to abide by the terms and conditions of this website to use the database.