The Track-Record is composite of the average results for each month, using the below track-records. Composite includes simulated numbers from the Short Term Strategy below. For Sharpe ratios, a risk free of zero has been assumed.
Return (p.a)
Risk (p.a)
Sharpe
8.2%
9.9%
0.8
Short Term Strategy
Operated as part of a seeding firm, a CTA, and proprietary account, peak AUM $30, gross returns.
Return (p.a)
Risk (p.a)
Sharpe
7.8%
8.4%
0.9
Long Term Trend Strategy
Operated as part of a CTA, track-record of Fund, peak AUM $300mn, full fees.
Return (p.a)
Risk (p.a)
Sharpe
24.0%
10.4%
2.3
Fund of Funds Track-Records
Generated as part of various investment teams performance. Styles and strategies mostly related to CTA/Macro strategies.
