Fact Sheet

 

GraySwan


I began trading the stock market in December 2002 with money I made selling my apartment. The trading bug hit hard. Now, looking back, I can't believe... more

GraySwan

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Location:
Australia
Inception:
03-Sep-07
Ann. Return:
-13.67%
Valuation:
$
Capitalization Bias:
Micro-Cap
Long/Short:
Long/Short

Investor Type

Approach:
Risk Profile:
Holding Period:
Focus:
Latest blog post

Latest Blog Post

Livermore's flawed genius - part 2 (30-Mar-08)
Yesterday I began outlining some of the principles Jesse Livermore used so successfully to make $1million during the Panic of 1907. $1million doesn’t sound like a lot these days, but of course it must have been worth closer to $100million in today’s terms. Please keep in mind that there are probably a thousand other lessons that one can glean from Livermore’s trading career, and many of his mist...... View Blog

GraySwan S&P 500
Return Since Inception -13.77
Month to Date Return 1.90 -3.57
Last 3 Months Return -29.43 -8.39
Last 12 Months Return -15.38 -12.97
Annualized Return -13.67 -0.66
Alpha (%) -0.03
Beta 0.03

Latest Trades

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Risk

Annualized Std. Deviation Sharpe Ratio Maximum Drawdown
30.32%
20.60%
   

 -0.62

 -1.02

 -14.03%

 -7.03%
Benchmark GraySwan
Member S&P 500      
Holdings Summary

GraySwan's Latest Commentary

Created a LEH blog post. 30-Mar-08
Created a blog post. 28-Mar-08
Posted a comment on GraySwan's blog post. 19-Mar-08
Created a ATI blog post. 18-Mar-08
Created a AIG blog post. 18-Mar-08
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Talk to GraySwan

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Holdings Summary

Watchlist Ideas

ATI Buy: 30.00 Sell: 85.00  -41.63%

ATI
Another shorting opportunity. ATI looks like it will test re...  More

0
AIG Buy: 10.00 Sell: 46.99  -48.64%

AIG
not sure how to designate a short on my watchlist. Anyhoo, A...  More

0
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Holdings Summary

Holding Summary

Top 5 Holdings
AU:NTC
Long
AU:RHI
Long
AU:HTE