Real world trading performance of the CTAs and hedge funds

C

CBancroft

http://www.barrons.com/public/page/9_0210-hedgefundperformance_march-hedgefundperformance.html

I sure don't see 1% per day and 20% to 30% per month or even 50% per annum over the long term ala five years. Note the three and five year returns are total not annualized. The first page that comes up is for hedge fund performance. You will also see a place to click to get CTA performance. These performance records are for the best and brightest and the largest and smallest as you will note some of the CTAs have less than a million under management.

Edit: yes, I know this is through March and didn't look for a more current. My point was to show the 3 and 5 year returns. Anyone can be a star in the short run. I want to see the stars who are consistent over a longer time frame.
 
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Does anyone know what it takes to be a fund and get benchmarked with others? Many of the funds are smaller than my personal portfolio. None of the returns match the return of the trading portion of my portfolio either. I'll be honest, I'd like to do it for my ego and bragging rights, but if there's tax advantages, that would be great too.
 
I didn't see Passport, Farallon or Corriente on there....Given Corriente's big short on Renminbi I'd have liked to know. I believe Passport is also be short Renminbi.
 
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CBancroft said:
I sure don't see 1% per day and 20% to 30% per month or even 50% per annum over the long term ala five years. Note the three and five year returns are total not annualized.
More...

Note that stock market were open for the last 400 years. If there is ONE SINGLE TRADER with logic of 20% compounded, then his asset is now 1.2^400 in case that his gggrandfather was an average person.

With simpler case of 100 years, 1.2^100 = 82817975 means that his asset is now 8181 times of 100 years ago. This 82817K is bigger than population of most countries. There everyone should be broke if ONE SINGLE trader keeps annual 20% compounded for 100 years.

Therefore we are induced to believe there WILL be NO such logic, from now too.
How can you make the logic, even though NO ONE did it for the last 400 years?

Please note that the 20% compounded is also close to credit card interest rate.
Every one should be dead if all use credit card revolving for the next 400 years.
Of course there should be some bankrupsy for late payment of CC interest.
 
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