回复:今年只要是新手,估计大多数都超过100%回报了,胆子大的翻好几倍了。

来源: mixo 2013-10-20 08:59:05 [] [旧帖] [给我悄悄话] 本文已被阅读: 0 次 (4901 bytes)

You should compare your performance with short bias hedge funds
 

  Monthly Performance Historical Performance
  Sep 2013 ROR Sep 2013
Index Value
YTD LAST 12M LAST 36M (ann) LAST 60M (ann)
HFRI Fund Weighted Composite Index 1.53% 11659.80 5.50% 7.05% 3.85% 5.01%
HFRI Equity Hedge (Total) Index 2.55% 16847.18 9.07% 11.08% 4.61% 5.22%
HFRI EH: Equity Market Neutral Index 0.39% 4699.68 3.67% 4.61% 2.17% 1.11%
HFRI EH: Quantitative Directional Index 1.00% 14175.57 6.38% 6.40% 3.60% 3.03%
HFRI EH: Sector - Energy/Basic Materials Index 3.22% 13358.81 1.24% -2.12% -2.99% 1.09%
HFRI EH: Sector - Technology/Healthcare Index 4.06% 21835.81 17.00% 15.49% 9.28% 9.65%
HFRI EH: Short Bias Index -2.27% 760.91 -13.33% -17.06% -13.02% -12.79%

 

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