Total Returns 768% (2003 - today), Benchmark Returns 221%, Alpha 0.46, Beta 0.64, Sharpe 1.86, Sortino 2.50, Information Ratio 1.36, Volatility 0.30, Max Drawdown 56.29%
Strategy: Equity Long/Short and the use of momentum investing.
Submitted January 15, 2017 at 08:14AM by dennisrieves http://ift.tt/2jn5MNw
