Outperform your benchmark

This fund was pointed out to be my @unrelatednonsense, again showing quite clearly short vol trade outperforming the S&P 500.

LJM Partners

More info on short vol funds here and here.

Speaking of outperforming the S&P 500, how about outperforming some of the best hedge funds in the world according to brand name? The blog Turnkey Analyst did a fantastic back test on a very simple portfolio allocation strategy, see for yourself:

HF Studs

 

Simple Portfolio

So simple a cave man can do it. So why aren’t more people outperforming hedge funds or mutual funds? And why in the world are they paying those HUGE fees?

I will point out, I believe the top fund in the list RenTech probably blew away this portfolio but how does one spot the Rentech 10-20 years ago?

 

 

 

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~ by largecaptrader on August 12, 2013.

One Response to “Outperform your benchmark”

  1. […] old post regarding a simple asset allocation model that beat the average performance of the top ten hedge […]

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