Saturday, February 28, 2009

Absolute and Relative Returns by Holding Period


This chart shows the returns for the Strategic Growth model portfolio for the past quarter (13 weeks), 6 months (26 weeks), and 52 weeks ending Friday, February 27th. Over the past year, the portfolio has generated an absolute return of +38.7%, beating the market by +85.5%.

Many fund managers are proud to merely beat the market. A high performing hedge fund should be able to consistently generate positive returns over the full Bull-Bear market cycle. By aligning investment capital with the prevailing market conditions, the Strategic Growth model portfolio has consistently generated positive returns over virtually any holding period greater than 26 weeks since inception.

This chart shows that the model is generating a relatively linear rate-of-growth when measured over successively longer holding periods.

2 comments:

  1. Enjoy following your blog!

    I take it that qualified investors can participate
    in some way...through an associated broker perhaps?

    How about investors not so qualified...we are the people that
    really need alternative opportunities to grow money for our families!

    Thanks,
    Zach

    ReplyDelete
  2. You are invited to follow along and mirror the trades in your own account if you desire. All trades are posted in advance of the market open each week so this would be easy to do.

    ReplyDelete

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