Stat Arb Performance
•
0 likes•102 views
The statistical arbitrage fund has underperformed the S&P 500 since inception in March 2011, with returns of -3.04% compared to -8.27% for the S&P 500. The fund has lower risk metrics like volatility, beta, and maximum drawdown. It has daily alpha of -2 basis points and annualized alpha of -4.06% compared to the S&P 500. The best and worst days for the fund differ from the S&P 500 on those same days.
Report
Share
Report
Share
Download to read offline
Recommended
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a cumulative and annualized return basis but with lower volatility, beta, and maximum drawdown. It has experienced negative returns on the S&P 500's best up days but gains on some of its worst down days.
Stat Arb Performance
The statistical arbitrage strategy has underperformed the S&P 500 since inception in March 2011, with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns than the market and has a near-zero correlation and beta to the S&P 500, demonstrating its ability to act as a hedge against general market moves.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced much smaller drawdowns than the S&P 500 and has a very low correlation and beta, indicating it performs differently than the broader market.
Stat Arb Performance
The statistical arbitrage fund has outperformed the S&P 500 index since inception in March 2011, with returns of -3.38% compared to -12.37% for the S&P 500. The fund has lower risk metrics like volatility, beta, and maximum drawdown. It has experienced positive returns on the S&P 500's worst days and negative returns on some of the S&P 500's best days, demonstrating its ability to produce returns independent of the overall market direction.
Stat Arb Performance
This statistical arbitrage strategy has underperformed the S&P 500 since its inception in March 2011, with annualized returns of -4.74% compared to -8.06% for the S&P. It has lower volatility, beta, correlation, and maximum drawdown than the market. While it had negative returns on three of the S&P's best days, it was positive on two of the market's worst three days over the period.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has outperformed the S&P 500 with lower volatility, beta, and maximum drawdown, though it has a negative annualized return. Specifically, it provides the best and worst 3 market days for both the index and strategy.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns and has a low correlation to the index, providing some diversification during down markets.
Stat Arb Performance
The statistical arbitrage strategy has underperformed the S&P 500 index since inception in March 2011, with lower annualized and monthly returns. However, the strategy has significantly lower risk measures like volatility, beta, and maximum drawdown. While the S&P 500 had its best days, the strategy either had small negative returns or gains on those same days, showing it can provide downside protection in strong market moves.
Recommended
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a cumulative and annualized return basis but with lower volatility, beta, and maximum drawdown. It has experienced negative returns on the S&P 500's best up days but gains on some of its worst down days.
Stat Arb Performance
The statistical arbitrage strategy has underperformed the S&P 500 since inception in March 2011, with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns than the market and has a near-zero correlation and beta to the S&P 500, demonstrating its ability to act as a hedge against general market moves.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced much smaller drawdowns than the S&P 500 and has a very low correlation and beta, indicating it performs differently than the broader market.
Stat Arb Performance
The statistical arbitrage fund has outperformed the S&P 500 index since inception in March 2011, with returns of -3.38% compared to -12.37% for the S&P 500. The fund has lower risk metrics like volatility, beta, and maximum drawdown. It has experienced positive returns on the S&P 500's worst days and negative returns on some of the S&P 500's best days, demonstrating its ability to produce returns independent of the overall market direction.
Stat Arb Performance
This statistical arbitrage strategy has underperformed the S&P 500 since its inception in March 2011, with annualized returns of -4.74% compared to -8.06% for the S&P. It has lower volatility, beta, correlation, and maximum drawdown than the market. While it had negative returns on three of the S&P's best days, it was positive on two of the market's worst three days over the period.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has outperformed the S&P 500 with lower volatility, beta, and maximum drawdown, though it has a negative annualized return. Specifically, it provides the best and worst 3 market days for both the index and strategy.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns and has a low correlation to the index, providing some diversification during down markets.
Stat Arb Performance
The statistical arbitrage strategy has underperformed the S&P 500 index since inception in March 2011, with lower annualized and monthly returns. However, the strategy has significantly lower risk measures like volatility, beta, and maximum drawdown. While the S&P 500 had its best days, the strategy either had small negative returns or gains on those same days, showing it can provide downside protection in strong market moves.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a low correlation and beta, demonstrating that it performs differently than the broader market.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has outperformed the S&P 500 with lower volatility, beta, correlation and maximum drawdown. Specifically, the statistical arbitrage strategy has returned -3.24% annually compared to -12.61% for the S&P 500.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has lower overall returns, volatility, maximum drawdown and beta than the S&P 500 over this period. Specifically, the stat arb strategy has returned -2.79% since inception compared to -5.48% for the S&P 500. It also has an annualized alpha of -3.98% compared to the S&P 500.
Stat Arb Performance
The statistical arbitrage fund has underperformed the S&P 500 index since inception in March 2011. It has lower annualized returns, lower monthly returns currently, and a larger maximum drawdown than the S&P 500. However, it also has significantly lower risk measures like volatility, beta, and correlation to the stock market. The statistical arbitrage strategy experienced its best days on different dates than large down days in the stock market, indicating it may provide diversification during market downturns.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns and has a very low correlation and beta to the index, demonstrating that it performs differently than the broader market.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy called StatArb compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- StatArb has underperformed the S&P 500 since inception, with returns of -2.83% versus -7.58% for the S&P 500. Its annualized returns and volatility have also been lower.
- StatArb has experienced less volatility, drawdown, and correlation to the market than the S&P 500 as evidenced by its lower beta, correlation, and maximum drawdown.
- On the best 3 days for the market, StatArb underperformed or had small positive returns
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception in March 2011. The stat arb strategy has underperformed the index with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns and has a very low correlation to the index, indicating it provides diversification during market downturns. The strategy lagged on the index's best days but outperformed on some of its worst days.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The stat arb strategy has underperformed the S&P 500 since inception, with returns of -2.87% versus -8.33% for the index. It has lower annualized volatility and maximum drawdown.
- On a monthly basis the strategy is up 0.55% in October, compared to a 7.42% gain for the S&P 500.
- The strategy has experienced negative returns on its worst days but outperformed the market, while underperforming on the index's best days.
Stat Arb Performance
The statistical arbitrage strategy has outperformed the S&P 500 since inception in March 2011, with lower volatility and maximum drawdown. It has an annualized return of -2.08% compared to -17.2% for the S&P 500. While it has a low correlation of 0.3 to the index, it has also achieved positive returns on several of the S&P 500's worst days through hedging strategies.
Stat Arb Performance
The statistical arbitrage fund reported lower returns than the S&P 500 since inception in March 2011, with annualized returns of -6.52% compared to -9.13% for the S&P 500. The fund exhibited much lower volatility than the market with an annualized volatility of 8.57% versus 26.37% for the S&P 500. While the fund lagged the sharply rising market in December, its maximum drawdown was lower than the S&P 500's at -9.39% versus -19.39%.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. Specifically, the stat arb strategy has returned -3.65% since inception compared to -3.07% for the S&P 500. It also has significantly lower risk than the overall market as measured by its beta of 0.07.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. Specifically, the stat arb strategy has returned -4.45% since inception compared to -6.15% for the S&P 500. The strategy also has lower correlation and beta to the market compared to the S&P 500.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a very low correlation and beta to the index, demonstrating that it performs differently than broad market movements.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and lower risk as measured by volatility, beta, and maximum drawdown. On its best days, the strategy failed to outperform the market's gains, but on the market's worst days, the strategy either gained or had smaller losses than the S&P 500.
Stat Arb Performance
The statistical arbitrage fund (StatArb) has underperformed the S&P 500 index since inception in March 2011. StatArb has an annualized return of -3.57% compared to -16.74% for the S&P 500. In the past month, StatArb returned 1.54% while the S&P 500 returned 6.70%. StatArb has lower risk than the S&P 500 as measured by annualized volatility of 8.48% versus 25.59% for the S&P 500.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The stat arb strategy has underperformed the S&P 500 since inception with returns of -2.07% versus -7.30% for the index. However, it has significantly lower risk as measured by volatility and maximum drawdown.
- On a daily basis, the strategy has generally had slightly negative or positive returns on good and bad days for the market, resulting in an annualized alpha of -2.40% versus the index.
- Risk measures like beta, correlation, and volatility are much lower for the strategy compared
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The statistical arbitrage strategy has underperformed the S&P 500 since inception, with returns of -1.47% annualized vs -7.64% for the index.
- However, the strategy has significantly lower risk than the index, with annualized volatility of 8.44% vs 25.52% for the S&P 500.
- On its best days, the strategy has outperformed or kept pace with the S&P 500's gains, while on down days it has held up better or gained relative to sharp
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a cumulative and annualized return basis, but has significantly lower volatility, beta, and maximum drawdown. It has experienced negative returns on the S&P 500's best up days and positive returns on some of the S&P 500's worst down days, demonstrating an ability to achieve alpha in volatile markets.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and volatility. However, it has experienced smaller drawdowns and has had positive performance on some of the market's worst days, showing it may provide a hedge in falling markets.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a low correlation and beta, demonstrating it can act as a hedge in falling markets.
Presentations tips
This document provides tips for creating effective PowerPoint slides and avoiding common pitfalls. It discusses best practices for slide structure, fonts, colors, backgrounds, graphs, spelling and grammar. Key recommendations include using point form, limiting text per slide, large readable fonts, high contrast between text and background, simple attractive backgrounds, properly formatted graphs with labels and titles, and proofreading for errors. The conclusion emphasizes ending strongly and inviting questions.
Presentación1
Dr. Bruce D. Perry notes that today's students have spent vastly more time engaged with digital technologies like video games, cell phones, and television compared to reading books, and that this constant stimulation changes brain structures and affects how people think. The brain is neuroplastic and constantly reorganizes itself based on a person's experiences and activities. Digital native students may have very different mental models, learning styles, and skills than digital immigrant teachers.
More Related Content
What's hot
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a low correlation and beta, demonstrating that it performs differently than the broader market.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has outperformed the S&P 500 with lower volatility, beta, correlation and maximum drawdown. Specifically, the statistical arbitrage strategy has returned -3.24% annually compared to -12.61% for the S&P 500.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has lower overall returns, volatility, maximum drawdown and beta than the S&P 500 over this period. Specifically, the stat arb strategy has returned -2.79% since inception compared to -5.48% for the S&P 500. It also has an annualized alpha of -3.98% compared to the S&P 500.
Stat Arb Performance
The statistical arbitrage fund has underperformed the S&P 500 index since inception in March 2011. It has lower annualized returns, lower monthly returns currently, and a larger maximum drawdown than the S&P 500. However, it also has significantly lower risk measures like volatility, beta, and correlation to the stock market. The statistical arbitrage strategy experienced its best days on different dates than large down days in the stock market, indicating it may provide diversification during market downturns.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns and has a very low correlation and beta to the index, demonstrating that it performs differently than the broader market.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy called StatArb compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- StatArb has underperformed the S&P 500 since inception, with returns of -2.83% versus -7.58% for the S&P 500. Its annualized returns and volatility have also been lower.
- StatArb has experienced less volatility, drawdown, and correlation to the market than the S&P 500 as evidenced by its lower beta, correlation, and maximum drawdown.
- On the best 3 days for the market, StatArb underperformed or had small positive returns
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception in March 2011. The stat arb strategy has underperformed the index with lower annualized returns and higher volatility. However, it has experienced smaller drawdowns and has a very low correlation to the index, indicating it provides diversification during market downturns. The strategy lagged on the index's best days but outperformed on some of its worst days.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The stat arb strategy has underperformed the S&P 500 since inception, with returns of -2.87% versus -8.33% for the index. It has lower annualized volatility and maximum drawdown.
- On a monthly basis the strategy is up 0.55% in October, compared to a 7.42% gain for the S&P 500.
- The strategy has experienced negative returns on its worst days but outperformed the market, while underperforming on the index's best days.
Stat Arb Performance
The statistical arbitrage strategy has outperformed the S&P 500 since inception in March 2011, with lower volatility and maximum drawdown. It has an annualized return of -2.08% compared to -17.2% for the S&P 500. While it has a low correlation of 0.3 to the index, it has also achieved positive returns on several of the S&P 500's worst days through hedging strategies.
Stat Arb Performance
The statistical arbitrage fund reported lower returns than the S&P 500 since inception in March 2011, with annualized returns of -6.52% compared to -9.13% for the S&P 500. The fund exhibited much lower volatility than the market with an annualized volatility of 8.57% versus 26.37% for the S&P 500. While the fund lagged the sharply rising market in December, its maximum drawdown was lower than the S&P 500's at -9.39% versus -19.39%.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. Specifically, the stat arb strategy has returned -3.65% since inception compared to -3.07% for the S&P 500. It also has significantly lower risk than the overall market as measured by its beta of 0.07.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. It shows that the stat arb strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. Specifically, the stat arb strategy has returned -4.45% since inception compared to -6.15% for the S&P 500. The strategy also has lower correlation and beta to the market compared to the S&P 500.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a very low correlation and beta to the index, demonstrating that it performs differently than broad market movements.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and lower risk as measured by volatility, beta, and maximum drawdown. On its best days, the strategy failed to outperform the market's gains, but on the market's worst days, the strategy either gained or had smaller losses than the S&P 500.
Stat Arb Performance
The statistical arbitrage fund (StatArb) has underperformed the S&P 500 index since inception in March 2011. StatArb has an annualized return of -3.57% compared to -16.74% for the S&P 500. In the past month, StatArb returned 1.54% while the S&P 500 returned 6.70%. StatArb has lower risk than the S&P 500 as measured by annualized volatility of 8.48% versus 25.59% for the S&P 500.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The stat arb strategy has underperformed the S&P 500 since inception with returns of -2.07% versus -7.30% for the index. However, it has significantly lower risk as measured by volatility and maximum drawdown.
- On a daily basis, the strategy has generally had slightly negative or positive returns on good and bad days for the market, resulting in an annualized alpha of -2.40% versus the index.
- Risk measures like beta, correlation, and volatility are much lower for the strategy compared
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. Some key points:
- The statistical arbitrage strategy has underperformed the S&P 500 since inception, with returns of -1.47% annualized vs -7.64% for the index.
- However, the strategy has significantly lower risk than the index, with annualized volatility of 8.44% vs 25.52% for the S&P 500.
- On its best days, the strategy has outperformed or kept pace with the S&P 500's gains, while on down days it has held up better or gained relative to sharp
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a cumulative and annualized return basis, but has significantly lower volatility, beta, and maximum drawdown. It has experienced negative returns on the S&P 500's best up days and positive returns on some of the S&P 500's worst down days, demonstrating an ability to achieve alpha in volatile markets.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and volatility. However, it has experienced smaller drawdowns and has had positive performance on some of the market's worst days, showing it may provide a hedge in falling markets.
Stat Arb Performance
The document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 with lower annualized returns and higher volatility. However, it has experienced lower drawdowns than the S&P 500 and has a low correlation and beta, demonstrating it can act as a hedge in falling markets.
What's hot (20)
Viewers also liked
Presentations tips
This document provides tips for creating effective PowerPoint slides and avoiding common pitfalls. It discusses best practices for slide structure, fonts, colors, backgrounds, graphs, spelling and grammar. Key recommendations include using point form, limiting text per slide, large readable fonts, high contrast between text and background, simple attractive backgrounds, properly formatted graphs with labels and titles, and proofreading for errors. The conclusion emphasizes ending strongly and inviting questions.
Presentación1
Dr. Bruce D. Perry notes that today's students have spent vastly more time engaged with digital technologies like video games, cell phones, and television compared to reading books, and that this constant stimulation changes brain structures and affects how people think. The brain is neuroplastic and constantly reorganizes itself based on a person's experiences and activities. Digital native students may have very different mental models, learning styles, and skills than digital immigrant teachers.
A weekend when you broke a record!!!
Peter visited three friends last weekend and then went to Psychosis Disco where he drank a lot and had a good time. Mary listened to music with her boyfriend and then they played cards, which she said was nice. The document asks true or false questions about what Peter and Mary did last weekend based on the information provided.
digital imigrants
Dr. Bruce D. Perry notes that today's students have spent vastly more time engaged with digital technologies like video games, cell phones, and television compared to reading books, and that this constant stimulation changes brain structures and affects how people think in a visually-oriented and multitasking way. He also observes that the brains of digital natives are different than those of their digital immigrant teachers, requiring new approaches to education that incorporate visual-spatial skills, inductive discovery, and reflection on stimulus.
Moving worksheet
1. The document is a worksheet for an English listening exercise about a podcast discussing a woman named Emily who has moved homes.
2. It provides instructions for listeners to complete tasks before, during, and after listening such as answering comprehension questions and putting events from the podcast in order.
3. Key details about Emily's old and new home are revealed such as the new flat being more modern, not having a dishwasher, and being closer to Emily's work.
A weekend when you broke a record!!!
Peter visited three friends last weekend and then went to Psychosis Disco with them. He drank a lot and had a good time. Mary listened to music with her boyfriend and then they played cards together.
A weekend when you broke a record!!!
Peter visited three friends last weekend and then went to Psychosis Disco where he drank a lot and had a good time. Mary listened to music with her boyfriend and then they played cards, which she said was nice. The document asks a series of true or false questions about what Peter and Mary did last weekend.
Bob's bedroom
Bob describes the items in his bedroom, stating that he has a poster of his favorite band, a mirror on the wall, a wardrobe, and a bed. He notes that he does not have a TV in his bedroom. Students are then instructed to listen to Bob's description and mark whether he has or does not have certain items, and then to draw and label the items in their own bedroom.
Getting the Most from Video
The document provides an overview of getting the most from video. It discusses getting started with video by identifying goals and audience, producing simple videos to share key messages and thought leadership. It also offers tips on getting noticed by networks through accessible and relevant content on blogs, websites and social media. Metrics for measuring success include video views, view time, shares and click-through rates. The presentation aims to help audiences understand video strategies and get value from video content.
Presentations tips
- The document provides tips for creating effective PowerPoint slides, including using outlines, proper slide structure, fonts, colors, backgrounds, graphs, and spelling and grammar.
- Key recommendations include using 18pt font or larger, point form with 4-5 points per slide, consistent backgrounds, clearly labeled graphs, and proofreading for errors.
- The document cautions against overly long text, small or decorative fonts, distracting colors or backgrounds, and improperly formatted or unlabeled graphs.
A weekend when you broke a record!!!
Peter visited three friends last weekend and then went to Psychosis Disco with them. He drank a lot and had a good time. Mary listened to music with her boyfriend and then they played cards together.
possessive adjectives
The document appears to be a game where the player is presented with scrambled sentences and must unscramble them to reveal the correct answers about characters and locations from The Simpsons television show. The player is provided feedback on their answers, with most being marked as "EXCELLENT" indicating they correctly unscrambled the sentences.
20 ways to reduce your building's water footprint
The document outlines 20 strategies that Providence St. Peter Hospital used over 10 years to conserve water and reduce their water footprint. These strategies included replacing fixtures and equipment with more water efficient options, fixing leaks, installing sub-meters, improving irrigation practices, and engaging staff. As a result, the hospital reduced its water consumption by 59% (over 31 million gallons) from 1998-2009 while the campus and patient volume grew, saving over $1.5 million. The strategies provided quick paybacks of less than 5 years on average.
Zurich, march 2013
The document discusses the vision and goals of Bangladesh to become one of the first solar powered nations in the world. It outlines ambitious targets for 2020 which include installing 7.5 million solar home systems in rural areas and replacing 500,000 irrigation pumps with solar pumps. It describes programs to power education, health and telecommunications with renewable energy and create green jobs. The document promotes the development of eco-villages powered by renewables and climate monitoring systems. It highlights the role of IDCOL in financing renewable energy projects and the social and economic benefits of solar energy programs in Bangladesh.
FAQ's For Bulgarian and Romanian Students
Take a look at our presentation, which includes some frequently asked questions (FAQs) from Bulgarian and Romanian students.
07 la población española
La población española ha experimentado diferentes regímenes demográficos a lo largo de la historia, pasando de tasas altas de natalidad y mortalidad en el régimen antiguo a una transición demográfica con descenso de la mortalidad y la natalidad en los siglos XIX y XX. Actualmente, España tiene bajas tasas de natalidad y una población envejecida, lo que ha llevado a un crecimiento natural negativo y dependencia de la inmigración.
P2 3-mohamed-al mulla-uae-state-of-water-report
The document summarizes the state of water resources in the United Arab Emirates. It describes the UAE's climate, water sources including groundwater, desalination and treated wastewater, current and projected water demand, and the UAE's national water conservation strategy. The strategy aims to sustainably manage water resources through 2030 by rationalizing consumption, better managing natural resources, and increasing strategic reserves through initiatives like aquifer storage and recovery.
An innovative option to reduce water consumption
Did you know that using foam soap in a touch-free dispenser can reduce water consumption and improve the perception of a lavatory?
Learn more about how touch-free dispensers can improve restroom performance in "An innovative option to reduce water consumption" from Veritiv High Performance Buildings Insights in partnership with GOJO.
Viewers also liked (20)
Similar to Stat Arb Performance
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index since inception on March 31, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a cumulative, annualized, and month-to-date basis. It has lower annualized volatility, beta, and maximum drawdown than the S&P 500. The best and worst days for the strategy differ from the S&P 500, with the strategy generating negative returns on some of the market's strongest up days and positive returns on some of its strongest down days.
Stat Arb Performance
The document summarizes the statistical arbitrage track record of a fund called StatArb1 compared to the S&P 500 index from inception on March 31, 2011 through December 13, 2011. It shows that StatArb1 has underperformed the S&P 500 on all return metrics over this period, with lower annualized and monthly returns but also lower volatility, beta, correlation, and maximum drawdown compared to the S&P 500.
Stat Arb Performance
The statistical arbitrage strategy underperformed the S&P 500 index since inception in March 2011, with annualized returns of -6.74% compared to -11.70% for the S&P 500. In the past month and week, the strategy declined 0.37% and 0.28% respectively, outperforming the S&P 500's declines of 2.50% and 3.14%. The strategy has lower volatility, beta, correlation and maximum drawdown compared to the S&P 500.
Stat Arb Performance
The document summarizes the statistical arbitrage track record of a fund called StatArb1 compared to the S&P 500 index from inception on March 31, 2011 through December 28, 2011. It shows that StatArb1 has underperformed the S&P 500 on a return basis since inception but with lower annualized volatility, beta, correlation, and maximum drawdown, demonstrating lower risk. The best and worst three market days for both StatArb1 and the S&P 500 are also listed.
Stat Arb Performance
The document summarizes the statistical arbitrage track record of a fund compared to the S&P 500 from inception on March 31, 2011 through December 8, 2011. The fund has underperformed the S&P 500 since inception with returns of -4.68% versus -6.90% for the S&P 500. The fund aims to achieve positive returns with lower risk than the market as evidenced by its lower beta, volatility, correlation and maximum drawdown compared to the S&P 500.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 index from inception on March 31, 2011 through December 22, 2011. The statistical arbitrage strategy has underperformed the S&P 500 on a year-to-date, annualized, and maximum drawdown basis but has lower volatility and essentially no correlation to the stock market. It has also outperformed on the strategy's best and worst market days compared to the S&P 500.
Stat Arb Performance
The statistical arbitrage strategy has outperformed the S&P 500 since inception on March 31, 2011, with returns of 0.92% compared to -9.18% for the S&P 500. The strategy has an annualized return of 1.95% and annualized volatility of 6.95%, much lower than the S&P 500's annualized return of -19.49% and volatility of 24.49%. While the strategy had its largest single day loss of -1.35%, it has had a maximum drawdown of only -3.84%, far lower than the S&P 500's maximum drawdown of -17.90%.
The flying numbers_130312
The document appears to be notes from an investment meeting that covered the following topics:
- Approval of previous meeting minutes
- Portfolio report from Hans including performance updates and individual stock discussions
- Presentation of new stock opportunities
- Discussion of meeting logistics
The document includes portfolio updates on stocks like Starbucks, Priceline, Novartis, Telenet and Nyrstar. Stop loss levels were discussed for some positions. Overall the document summarizes discussions and updates from an investment club or firm meeting.
StatArb Performance
This document summarizes the performance of a statistical arbitrage fund (StatArb1) compared to the S&P 500 index from inception on March 30, 2012 through May 2, 2012. It shows that StatArb1 has lower returns than the S&P 500 since inception and month-to-date, but lower volatility, beta, and maximum drawdown, indicating it may be a less risky investment.
Stat Arb Performance
This document summarizes the performance of a statistical arbitrage strategy compared to the S&P 500 from inception on March 30, 2012 through April 30, 2012. The statistical arbitrage strategy has outperformed the S&P 500 over all time periods shown with lower volatility, beta, and maximum drawdown, though it has a positive correlation to the S&P 500.
Stat Arb Performance
This document provides the performance statistics of a statistical arbitrage strategy called StatArb1 compared to the S&P 500 index from inception on March 30, 2012 through April 27, 2012. It shows that StatArb1 has lower returns but significantly lower risk than the S&P 500 as measured by volatility, beta, correlation, and maximum drawdown.
Similar to Stat Arb Performance (11)
Stat Arb Performance
- 1. Statistical Arbitrage track record - daily updated StatArb1/ S&P 500 Return Since inception 03-31-2011 -3,04% -8,27% Annualized since inception -4,80% -13,07% Month to date -0,59% -2,97% Week to date -0,13% -3,78% Today 11-17-2011 0,42% -1,68% Best day 1,42% 4,74% Worst day -1,83% -6,66% Daily Alpha against S&P 500 -2 bp 0 bp Annualized Alpha -4,06% 0,00% Risk Annualized volatility 8,75% 26,03% Beta against S&P 500 0,04 1,00 Correlation against S&P 500 0,11 1,00 Maximum drawdown -9,39% -19,39% 1/ Subject to minor changes. Visit PRACK Asset Management company profile on LinkedIn to learn more
- 2. 0,80 0,85 0,90 0,95 1,00 1,05 31-Mar 10-Apr 20-Apr 30-Apr 10-May 20-May 30-May 9-Jun Daily Performance 19-Jun 29-Jun 9-Jul 19-Jul 29-Jul 8-Aug 18-Aug 28-Aug 7-Sep 17-Sep 27-Sep 7-Oct 17-Oct 27-Oct 6-Nov S&P 500 16-Nov StatArb 26-Nov Inception date=1 Statistical Arbitrage track record - daily updated
- 3. Statistical Arbitrage track record - daily updated S&P 500 StatArb Best 3 market days1/ 08-09-2011 4,74% -0,28% 08-11-2011 4,63% -0,49% 08-23-2011 3,43% 0,43% Worst 3 market days1/ 08-08-2011 -6,66% 0,39% 08-04-2011 -4,78% 0,74% 08-18-2011 -4,46% -1,35% 1/ since inception date 03-31-2011