Track Record


Composite

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.

ReturnRiskSharpe
6.6%7.3%0.9
ReturnRiskSharpe
7.2%14.2%0.5
ReturnRiskSharpe
7.3%4.2%1.7