Risk Adjusted Returns give investors a way to consider the risk of obtaining return. This month we will look at the Sterling Ratio. The Sterling Ratio is calculated by dividing the Annualized Compounded Rate of Return for the last 36 months by the Average Yearly Maximum Drawdown less an arbitrary 10%.
Excluding proprietary trading and Non-US investor programs the top program based on the 3 Year Sterling Ratio as of April 30th is Saxon Investment Corporation’s Aggressive Diversified Program. Saxon has been trading since November 1993 and has a $2,000,000 minimum. Saxon’s complete track record can be found at View Complete Track Record.
Another top performer is GrowthPoint’s Index Condor Program. GrowthPoint trades credit spreads in options on the S&P Index Futures and has a $500,000 minimum investment.
3 Year CTA Statistical Rankings are available for our Advanced and Leaf subscribers.
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