Does anyone have a public website link to a monthly hedge fund performance report going back more than 20 years for a hedge fund with a annual sharpe >1.0 The best i could find was Winton Futures but with a sharpe of only 0.64 on this link: https://ctaperformance.com/wntn But am looking for 20 years of monthly public data for a fund with a sharpe of at least 1.0
20 years is a lot. I know one with a Sharpe Ratio since Inception of 1.14 but they only have about 12 years.