NilssonHedge provides a number of structural data reports, based on our aggregated public data. The below reports are open to the public and available to interested readers.
NilssonReport – Displays aggregated performance across managers that are captured in our database. Updated weekly. We calculate and distribute a number of fund statistics that can be used for quick screening of funds or to benchmark existing strategies. This page also leads to our fast reporting on the current returns of the managers that we captures in the database.
Best and Worst Managers – Displays a the 10 best and 10 worst managers per category. We calculate this on a monthly and a yearly basis. Our rankings are updated weekly based on the performance we have recorded. We maintain lists for the best Managed Futures, Equity Long/Short, Market Neutral, Crypto Strategies, Risk Premia, and Asset Allocation Strategies.
Correlation/Beta for hedge fund indices against global markets. We calculate short-term beta measures for CTA, Equity Long/Short, Market Neutral, Event Driven, and Crypto Strategies against Equities, Bonds, Bitcoins, Currencies, Energies and Precious Metals.
Tracking the CTA Industry – On a daily basis, we update the current state of the CTA/CPO universe, tracking the number and location of new and closed managers. We track the number of new and closed managers seeking to do business in the Futures markets. Over the last years, the number of managers has been trending down by roughly 10% per year. We provide additional aggregated statistics such as the most common location or which US state has the most of the business activity for CTAs or CPOs.
New & Closed Managers – A report displaying CTAs that have either applied for registration or withdrawn their status with the NFA. This report is updated on a monthly basis. While we use this to generate leads for our engines, it can be useful for investors looking for emerging managers and brokers looking for new sales leads. This data is updated monthly, based on our estimates.