Fact Sheet

21-Mar-10

rossgreenspan


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rossgreen

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Real Name:
Ross Greenspan
Location:
Illinois, USA
Inception:
01-Feb-08
Ann. Return:
16.11%
Valuation:
$
Capitalization Bias:
None
Long/Short:
Long

Investor Type

Approach:
Risk Profile:
Holding Period:
Focus:

Latest Blog Post

Some liquidation (25-Feb-10)
I did some large (for me) selling of some positions that were bought near the lows last year. This is partly for personal reasons, as I need the liquidity and because market risk/reward for a buy&hold investor is no longer in favor. Thus, I have decided to liquidate positions and wait for better opportunities.... View Blog

rossgreenspan S&P 500
Return Since Inception 37.54
Month to Date Return 7.60 5.55
Alpha 22.24
Beta 0.64

Latest Trades

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Risk

Annualized Std. Deviation Sharpe Ratio Maximum Drawdown
27.47%
33.77%
 0.58
 
 
 -0.23

 -22.73%

 -52.58%
Benchmark rossgreenspan
Member S&P 500      

rossgreenspan's Latest Commentary

Created a blog post. 25-Feb-10
Updated UNH rationale. 01-Feb-10
Created a blog post. 19-Dec-09
Updated UNH rationale. 15-Dec-09
Updated LNY rationale. 02-Sep-08
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Holdings Summary

Holding Summary

Top 5 Holdings
SNS
Long
OICO
Long
WEST
Long
Total 100.00%
Holdings 3
View detail
 
Industry Breakdown
Consumer Services
Long
Industrials
Long
 
Geographic Breakdown
United States
Long