All positions have a determined catalyst and a clear path to trade exit. Options are used to aim to define downside and to create a more symmetrical risk/reward.
From June 2007-2008, it has returned 8.48% and over the last six months, this figure was 1.20%. Over the last three months, it returned -1.94%. Its rolling 12 month standard deviation has been 8.57% with a rolling 12 month Sharpe ratio of
Since inception annualised compound return has been 12.07% with a cumulative rate of return s
The week on Risk.net, July 7-13, 2018Receive this by email