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41 Net Returns* February: 0.14% 2017 YTD: -1.53% AROR: +8.16% lx Net Returns* February: -0.10% 2017 YTD: -1.10% AROR: +3.49% Risk Metrics Sharpe: 1.23 Volatility: 6.62% Max DD: 5.01% lx Risk Metrics Sharpe: 0.89 Volatility: 3.93% Max DD: 3.26% Nominal AUM Program: $0M** Firm: $40M P
For the 2X Program, gross returns have been pro-forma adjusted by 0% management and 35% incentive fees and for approximately twice the leverage of the standard Program. Program leverage is ultimately set by the investor via their option to fund the account notionally. Disclaimers: This message w/attachments is int
your browser WAM Global Macro Program (2X and 1X) May 2017 Update 2X Net Returns* May: 0.09% 2017 YTD: -1.87% AROR: +7.23% 2X Risk Metrics Sharpe: 1.14 Volatility: 6.35% Max DD: 5.46% 2X Nominal AUM Program: $0M** Firm: $40M Proprietary: $5M EFTA00664651 lx 1X lx Net Returns* May:
For the 2X Program, gross returns have been pro-forma adjusted by 0% management and 35% incentive fees and for approximately twice the leverage of the standard Program. Program leverage is ultimately set by the investor via their option to fund the account notionally. Disclaimers: This message w/attachments is int
ur browser WAM Global Macro Program (2X and 1X) July 2017 Update 2X Net Returns* July: -0.51% 2017 YTD: -2.94% AROR: +6.38% 2X Risk Metrics Sharpe: 1.02 Volatility: 6.23% Max DD: 6.23% 2X Nominal AUM Program: $0M** Firm: $95M Proprietary: $5M EFTA00683315 lx 1X lx Net Returns* July
For the 2X Program, gross returns have been pro-forma adjusted by 0% management and 35% incentive fees and for approximately twice the leverage of the standard Program. Program leverage is ultimately set by the investor via their option to fund the account notionally. Disclaimers: This message w/attachments is int
Entities connected to both Sharpe and the standard Program