CQA Long Fund Performance
CQA Long Fund Performance
Long Portfolio Backtest Results (CQA/S&P500) AUM: $500MM
Mean | alpha | beta | DSR | Sortion | Sharpe | |
1/1/06-3/31/16 | 13.5/6.4 | 7.9 | 0.90 | 8.0/11.6 | 1.42/0.38 | 0.72/0.26 |
Mean | alpha | beta | DSR | Sortion | Sharpe | |
1/1/06-3/31/16 | 13.5/6.4 | 7.9 | 0.90 | 8.0/11.6 | 1.42/0.38 | 0.72/0.26 |