Breaking news: Niederhoffer still in business after market correction!

what do u make of the 28% DD... both in relative - to past perf, the mkt, the competition, your own max DD (if u trade real money) - and absolute terms? try to think its not VN's matador, to which you seem to be too emotionally attached, but bernard lo's 'mybestpicks' fictitious fund instead... see how you would look at it... also suggest u read up on the sortino ratio... don't think it's irrelevant, particularly in VN's case... http://www.hedgefundcenter.com/wrap...content_id=170&content_type=articles&aff_id=0

 

Yes , Yes and av anual return 25%. rolling last 12mths return of 20.46% with max dd of 3.89%.
May'06 was +3.95% Audited by NAV Consulting INC.
Sorry but we don;t accept retail accounts.

regards

 

whats your AUM ?

 

I personally prefer a lower risk profile. But I don't believe there is a 'correct' answer on this.

 

Really this is excellent. Almost as good as me in fact...

 

Precisely. Much better to get a job and dollar cost average into an index tracker.

 

The crash did not just happen out of the blue. There was a period of sharply declining prices the previous week. A good trend follower would have been out long before Monday.

 

also a wise investor wishin' to stay long would/could have bot some insurance, innit.

 

Ok, nice one.

 

So you are saying that after a period of sharply declining prices one should exit longs? You're teasing, right? If not I suggest you try to quantify this idea to see if it's correct.