Orphan and Widows hedge fund performance. 2015

[prc117f]

So far on my O&W portfolio.

This is a basic portfolio for a long biased view of the markets but attempting to add alpha and reduce volatility somewhat. Dividends get reinvested.

Not sure where I stand against the average hedge fund but this is a true hedge fund, I try to hedge risk yet try and return better results against a standard portfolio based on the S&P 500.

It is a mechanical strategy, 90% of the work is primarily planning the trades and then executing them.

 

[newwurldmn]

This is etrades calculation.

To compare your returns (as a hedgefund) to the real spx (SPX Total Return), deduct the fees a hedgefund would charge from your gross returns (so about 1.5-2%) and add 1.5% to the spx (as etrade doesn't include spx dividends in their comparision). So you are outperforming by 2.5%ish net of fees, etc.

Whether or not it's good depends on your strategy, the volatility, and the leverage you are taking on.