The Green Alpha

frostengine said:
What is the cumulative return vs the S&P since starting this thread?
More...

TGA S&P
YTD -3.60% 4.45%
Cum Perf 10.70% 24.69%
StdDev 14.81% 11.16%
Sharpe R. 0.54 1.33
Avg Perf 0.03% 0.07%
Avg W 0.66% 0.52%
Avg L -0.63% -0.56%
# W 177 199
# L 168 146
Max DD -11.62% -5.76%
Curr DD -7.36% -2.88%

As of July 31, our strategy has been quite under performing the S&P (10.7% vs 24.7%).
Unfortunately, due to the long/short nature of our strategy we have not been able to benefit from the positive trend exhibited by the S&P 500 as much as we would like.
Nevertheless, we believe a major correction might recoup our lost profits, which is when this strategy performs better.

Until then we will continue to eagerly wait for a better momentum before restructuring the entire strategy.

Have a great weekend
Cheers!
 
TheGreenAlpha said:
TGA S&P
YTD -3.60% 4.45%
Cum Perf 10.70% 24.69%
StdDev 14.81% 11.16%
Sharpe R. 0.54 1.33
Avg Perf 0.03% 0.07%
Avg W 0.66% 0.52%
Avg L -0.63% -0.56%
# W 177 199
# L 168 146
Max DD -11.62% -5.76%
Curr DD -7.36% -2.88%

As of July 31, our strategy has been quite under performing the S&P (10.7% vs 24.7%).
Unfortunately, due to the long/short nature of our strategy we have not been able to benefit from the positive trend exhibited by the S&P 500 as much as we would like.
Nevertheless, we believe a major correction might recoup our lost profits, which is when this strategy performs better.

Until then we will continue to eagerly wait for a better momentum before restructuring the entire strategy.

Have a great weekend
Cheers!
More...

Most funds and/or stategies underperform the SP500. If the world really knew brokers would run out of business. Solid bull year and red returns looks very bad in the eyes of investors, I do commend you for being prompt and consistent in your reports.

Thank you for posting the performance.
 
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