Can I keep my Sharpe ratio higher then 3 for a second year??

We are not a trade signal service. Traders actually manage other peoples money.

Please inbox me or respond via the website, I fear we are hijacking this thread.

 

Rape.

 

Thanks, I am getting much better then that. I manage some money (smaller amounts) for some partner, no management fee, its my responsibility they don't loss more then 10% (some skin in the game) and i am getting 40% performance fee. To be busy with other money for 10% IMHO is not worth, unless you can supply mega amounts

 

That does not seem like a good deal for people whom you manage money for, because with 40% performance fee and very conservative 10% stop-loss they should be definitely underperforming the market.

 

Average gross return for last 2 yrs is about 5.5%. ONly had 2 months with a loss of more then 1%. They are pretty happy..and they should be.

 

For all this bragging about sharpe ratios you make less than the average brokers funding rate?!?

 

SO you aren't looking for outside money, you aren't looking for advice (can't give advice if we don't know anything), you aren't looking for anything other than to see your epeen grow? then you come on here and brag about 5.5% like it's a big deal so can't be epeen growth either...wtf are you doing here

 

i think mac was talking about max DD being 5% range in the last two years.

good job, max. impressive.

 

what I quoted he said average gross return was 5.5%...what would lead you to believe average gross return = max DD?

 

I was referring to 5.5% MONTHLY return.