RSS
|
Fund performance rankings are typically based on one measure-often year-to-date or annualized return. Walter Gallwas - a contributor to OFI from its launch - and his colleagues at Attain Capital instead use 25 statistics, including not only the common Sharpe and Sortino ratios but also the Sterling ratio (returns divided by risk as measured by drawdown). Attain's rankings are designed to identify programs that are consistently among the top rated across all different measures important for this type of investment. The overall ranking is a combination of the 25 categories. The top ten we feature below are from the overall ranking as of the end of 2009. While we've given the compound rate of return since inception, length of track record and maximum drawdown for the programs, these are only three of the 25 measures used to compute the ranking. More information is available at http://www.attaincapital.com
|
|
This article was published in Opalesque Futures Intelligence.
 
|
