Sharpe ratio is a calculation widely used in the fund management industry to measure ‘risk’. I have linked to a spread-sheet I set-up this week that sets out our Sharpe ratios 9-ways. In each of ‘weekly’, ‘monthly’ and ‘annually’ I compare EGP’s performance to the market (ASX200TR), EGP’s performance to a ‘risk-free rate’ (I have […]
Monthly Archives: July 2013
Both EGP and our benchmark dipped by 0.04% this week. Our movements are usually quite uncorrelated, but ended up pretty close this week. I am going to talk a little about Sharpe Ratio’s & risk next week, after we’ve completed our 28th month of operation. We are starting to investigate how some of these ratios […]
The benchmark rose by nearly 3% this week, we could not keep pace, for although the majority of our holdings performed well, 2 of our ‘Big 3’ holdings were down on the week – Tony Hansen 12/07/13 Apr 1st 2011 Jul 1st 2013 Current Price Current Period Since Inception EGP Fund No. 1 1.00000 […]
It was a wild first week for FY2014 with swings of around 2% on each of the first 3 days. Ultimately, the week ended slightly ahead, but it was without much conviction. EGP was much more stable, hardly moving on those first 3 wild days, before rising late in the week. I am hopeful of […]