Elizaville is our flagship program, which strives for moderate volatility while maximizing returns through a market neutral hedged trading strategy.

 

 
Performance & Risk Statistics
Cumulative Return

Total Return Since Inception

591.07%

Annualized ROR

10.76%

Monthly Standard Deviation

5.76%

Average Monthly ROR

1.03%

Sharpe Ratio

2.44% (3 years)

0.42% (cumulative)

Correlation to S&P 

0.25

Max Drawdown

41.89% (2008)

*Click to enlarge


2015 Performance

Jan

0.74%

Feb

9.22%

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

YTD: 0.74%

2014 Performance

Jan

0.38%

Feb

2.09%

Mar

1.84%

Apr

2.17%

May

3.90%

Jun

4.12%

Jul

-2.00%

Aug

4.63%

Sep

0.71%

Oct

-3.83%

Nov

3.89%

Dec

-3.27%

YTD : 15.12%

** Click to view