how do I compare vs Hedge funds etc???

Discussion in 'Trading' started by prc117f, Dec 20, 2014.

  1. prc117f

    prc117f

    My 5 year returns are 15.94 per year.
    Alpha of 2.23%
    Sharpe ratio of 1.57

    VS S&P 500 13.54%
     
  2. 1245

    1245

    How much AUM have you traded with?
    Is your strategy scalable to a hedge fund?
    What was your worst drawdown?
    What asset class?
    Is this before all expenses and management/Performance fee? If not what would the adjusted value be?

    You don't have to respond, but without this basic information, it hard to have an educated opinion. I look at a lot of tear sheets.

    1245
     
  3. prc117f

    prc117f

    972K its my own money (split into two accounts TD and Etrade due to SIPC limits) I have zero interest managing anyone else's money. I don't think it would be scalable to a hedge fund. Yes this is with expenses (ie commissions etc..)

    Asset class is stock/options

    My worst draw down was 7-8%

    I am pretty conservative and hedge accordingly, I could have had higher returns but then it would be too much risk for my tastes.
     
  4. 1245

    1245

    I think you are doing well vs most hedge funds. Do you tend to be a large net seller of options?

    1245
     
  5. hmm. hedge funds do this for couple of decades.. we should raise the bar and compare to the top 5%.
    how many years have u under your belt.

    this year. thanks to the OIL black swan. .a hedge fund turning POSITIVE is a boon..

    darn- more institutional buyers/ CALPERS etc are realizing that sticking to SPY or VOO at .07 basis points is the best thing to do..