Monthly Archives: July 2013

Update No. 123 – 28/07/13

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 […]

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Update No. 122 – 21/07/13

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 […]

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Update No. 121 – 14/07/13

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 […]

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Update No. 120 – 07/07/13

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 […]

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