Category: Market Analysis

Most Hedge Funds Down In H1 But Some Stellar Performers Buck The Trend

Funds reporting through June on the NilssonHedge database, a public database of hedge fund returns, shows the industry split in half during the first six months of the year. The average positive and the average negative returns of the 928 funds that NilssonHedge has data for through June are the same to within a basis point: 7.82% vs -7.83%, with negative returns being a majority (about 2/3rds or 562 of all returns).

9 July 2020 |
 Dmitri Alexeev

Despite High Correlations Sector ETFs Have Dramatically Different Returns In 2020

Equity Sector Specific ETFs have very high correlations of 80% or more on average, but it does not stop them from having dramatically different performance this year.

23 June 2020 |
 Dmitri Alexeev

To FAANG or Not To FAANG, That Is The Question

These 5 stocks are now more than 15% of the S&P500 index. What happens next?

9 June 2020 |
 Dmitri Alexeev

Some Managed Futures Programs Can Make Gains In Rising Equity Markets

We repeat our filtering to find CTAs that are performing well YTD through April by using Nilsson Hedge database.

27 May 2020 |
 Dmitri Alexeev

Managed Futures ETFs Enjoy Strong 2020 But Closures Suggest Lack Of Adoption

How do Managed Futures ETFs compare to SG CTA Mutual Fund Index? Quite decently, in fact, read more for details.

19 May 2020 |
 Dmitri Alexeev

Oil Volatility Provides Heaven And Hell For Commodity Traders

There is a huge dispersion in strategies trading oil, from 50% up to 70% down Year-To-Date

21 April 2020 |
 Dmitri Alexeev