Merrant Outperforms With High Sharpe Ratio and Low Standard Deviation

Leading Swedish hedge fund investor, Merrant Alpha Select, has continued to outperform its peers, according to global hedge fund research provider Morningstar.

Merrant Alpha Select has the second highest Sharpe ratio and the third lowest standard deviation of all the 2700 Fund of Hedge Funds (FoHFs)on Morningstar Direct´s global database.

“The (fund) has an unbroken track-record of positive returns and has proven it’s ability to generate substantial alpha and explore market inefficiencies regardless of the directional movement of global equity and bond markets.” Managers Ulf Sedig & Rolf Hagekrans said in a press release regarding Morningstar’s rating.

The FoHF performed +0,42% in April, with a Sharpe ratio of 4,64 and has shown 100% positive months and 87% positive weeks since inception. The FoHF targets an annual performance of 8-14% and a standard deviation of 2-4%.

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  • http://optimizeyourportfolio.blogspot.com Sim

    What is Merrant’s Omega Ratio? That would be more informative than the Sharpe Ratio (there’s a guide to the Omega Ratio here

  • Simulationconsultant

    A quant friend just said that most hedge fund analysts use the Sharpe Ratio, and only geeks use Sortino/Omega. Is that right? The Omega Ratio guide mentioned below has moved

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