Latest Blog Post
klac vaulations (18-Dec-07)
Trading based on moving average... View Blog
| sprinkels | S&P 500 | |
|---|---|---|
| Return Since Inception | 13.33 | |
| Month to Date Return | 18.15 | -11.32 |
| Last 3 Months Return | -26.40 | -23.56 |
| Last 12 Months Return | -19.87 | -37.47 |
| Annualized Return | 9.89 | -12.29 |
| Alpha | 38.48 | |
| Beta | 0.42 | |
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Risk
| Annualized Std. Deviation | Sharpe Ratio | Maximum Drawdown | ||||||||
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sprinkels
S&P 500 sprinkels's Latest Commentary
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Updated KLAC rationale. 18-Dec-07 |
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Updated PGJ rationale. 21-Aug-07 |

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