Can I keep my Sharpe ratio higher then 4 for the rest of the year?

Discussion in 'Journals' started by macintash, Feb 29, 2012.

  1. Only if they're really really good ones:p
     
    #81     Mar 30, 2012
  2. Where are all the advice givers?
     
    #82     Mar 31, 2012
  3. ocean5

    ocean5

    (around 30k) to try using about double position sizing. Does that make sense?

    Sure it does!I intend to do the same but with a little less.
     
    #83     Mar 31, 2012
  4. So all these experts here can't give me some simple advice..?
     
    #84     Apr 2, 2012
  5. Opened new smaller account last week, so far up 2.6%, max DD is .55%. Will see how it goes.
     
    #85     Apr 4, 2012
  6. Sharpe is between 5 and 6 now, max DD is still at 1.24% for the year. Its good to see that account is stable, while market is falling.
     
    #86     Apr 10, 2012
  7. Risk figures for first 3 ½ months of year. Sharpe 5.62, Max DD 1.81%.
    For how long do I need this type of record to consider managing OPM?
     
    #87     Apr 15, 2012
  8. d08

    d08

    What's your return?
    If you think managing a (relatively) small account with a high Sharpe for a few months qualifies you for OPM, you're wrong. They want years worth of stats and scalability.
     
    #88     Apr 15, 2012
  9. Return so far this year 20%+. Account size is 6 figures. How long do I need to have this type of record before start thinking about OPM?
     
    #89     Apr 15, 2012
  10. d08

    d08

    Most OPM manage at least millions, is it scalable what you're doing?
    Whether you can do that depends on your contacts and your selling ability, don't falsely assume it's all about performance.
     
    #90     Apr 15, 2012