[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Anyone got Barrons Online article on CTA John W Henry ???

PureBytes Links

Trading Reference Links

 
> Apparently the latest Barrons Online magazine has a negative article on 
> John W Henry who is one of the world's largest and longest running CTA.

I don't know anything about that but if you go to

  http://iasg.pertrac2000.com/mainframe.asp?

and sort managers by 3 year Sharpe ratio, the BEST of Henry's many funds
is .09. Only 3 of them made the top 100 cutoff of .02. Not too good. Of
course the industry as a whole is not too good. Only 2 funds had 3 year
Sharpe ratios greater than 1.


-- 
  Dennis