This Hedge Fund With A Sharpe Of 2.56 Warns “An Increasing Number Of Storm Clouds Building”Michelle Jones
Deer Park Road's STS Master Fund was up 4.17% for August, according to the fund's quarterly investor letter. For comparison, the S&P 500 Total Return index was down 1.58% for the month, while the Credit Suisse Hedge Fund Index was down 0.14%. For the first eight months of the year, the fund was down 4.76%, compared to the S&P 500 Total Return's 18.34% gain and the Credit Suisse Hedge Fund Index's 7.05% gain. The hedge fund has a sharpe ratio of 2.56 vs 0.48 for the S&P 500.
This content is exclusively for paying members. Sign up here
If you are subscribed and having an account error please clear cache and cookies if that does not work email firstname.lastname@example.org or click chat