Sharpe ratio

Bluerock Capital Markets Logs a Record $4+ Billion in Annual Capital Raise in 2022, Up 92% Over 2021's Record Inflows

Retrieved on: 
Tuesday, January 17, 2023
Ken Schwaber, Weather, RIA, REIT, Fund, BRG, BHM, Blackstone, DST, Barron's, AUM, Total, NYSE, TI, Sharpe ratio, Real estate investment trust, BCM, Policy, Growth, Sortino ratio, Sale, Adviser, CLO, Duff & Phelps, EfTEN Real Estate Fund III, Duff, Investment, 1031, Financial adviser, Real estate, Life insurance, Bluerock Creek

Bluerock Total Income+ finished 2022 up approximately 10% on the year while public REITs were down 22% and most peer funds were flat to negative.

Key Points: 
  • Bluerock Total Income+ finished 2022 up approximately 10% on the year while public REITs were down 22% and most peer funds were flat to negative.
  • Based on initial share price of $25.00 per share, TIPRX has paid more than $15.00 per share in total distributions to its shareholders.
  • In addition to these quarterly distributions, TIPRX NAV has grown more than 40% from $25 to $35.14 per share (as of 12.31.22).
  • Bluerock Fund Advisor, TI+ Fund's Advisor, was named a finalist for Asset Manager of the Year (AUM under $25 billion) by Barron's and Money Management Institute.

Caravel Capital Fund Showcased at Secure Spectrum's Hedge Fund Seminar

Retrieved on: 
Saturday, June 4, 2022
Sharpe ratio, Program, Knowledge, Investment, Growth, CIO, Alchemy, Industry, RBC Dominion Securities, Fear, Fund, Trend analysis, Financial services

COPENHAGEN, Denmark, June 4, 2022 /PRNewswire-PRWeb/ -- Jeff Banfield, a founding partner of Caravel Capital Investments Inc., was the featured speaker at Secure Spectrum's Hedge Fund Seminar in Copenhagen, Denmark, on June 2, 2022. With over 35-years of experience in the alternative investment industry, Banfield delivered valuable insights and his recipe for navigating the current global financial markets.

Key Points: 
  • COPENHAGEN, Denmark, June 4, 2022 /PRNewswire-PRWeb/ -- Jeff Banfield, a founding partner of Caravel Capital Investments Inc., was the featured speaker at Secure Spectrum's Hedge Fund Seminar in Copenhagen, Denmark, on June 2, 2022.
  • Then followed by Jeppe Blirup, Head of Hedge Funds, who gave the landscape of Secure Spectrum's Fund of Hedge Funds.
  • Caravel Capital shares our priorities: growth of capital, capital preservation, alignment of interests, and risk-aversion."
  • Caravel Capital Investments Inc. is an event-driven, market-neutral hedge fund based in Nassau, The Bahamas.

Prosper Consumer Survey Data Fuels Profitable CloudQuant Investment Signals

Retrieved on: 
Thursday, March 31, 2022
Technology, Other Retail, Marketing, Other Technology, Communications, Software, Retail, Data Management, Search Engine Marketing, Fundamental, Organization, EVP, Marketing, Health, Prosper, Consumer, NRF, Forecasting, Prosperity, U.S. Virgin Islands, Wall, Intelligence, B2B, Technology, Information technology, Solution, Sharpe ratio, COVID, Cryptocurrency, Risk management, Retail, Research, PROSPER INSIGHTS & ANALYTICS, CLOUDQUANT

In one of the hottest areas in alternative data, Prospers monthly U.S. and quarterly Chinese Consumer Survey Data provides future consumer purchasing intent, current economic outlook, and brand preferences.

Key Points: 
  • In one of the hottest areas in alternative data, Prospers monthly U.S. and quarterly Chinese Consumer Survey Data provides future consumer purchasing intent, current economic outlook, and brand preferences.
  • They were able to develop a highly novel and profitable investment strategy utilizing the Prosper U.S. Survey data.
  • CloudQuant researchers employed Prosper survey data to create high-capacity investment strategies based on identifying over and under-performing market sub-industries to construct an investable portfolio.
  • Fundamental consumer discretionary, information technology, healthcare, communication services, and financial sector investors can analyze Prosper data in a custom CloudQuant signals dashboard.

Portfolio Management Research is Introducing The Journal of Beta Investment Strategies

Retrieved on: 
Thursday, March 17, 2022
Professional Services, Communications, Insurance, Finance, Banking, Publishing, The Journal of Portfolio Management, Journal, JBIS, Corporate and Project Management Research Institute, ESG, Research, General manager, CEO, PMR, Industry, ETF, Editorial board, JII, Sharpe ratio, Renewable energy, Pharmaceutical industry

Portfolio Management Research has launched The Journal of Beta Investment Strategies (JBIS) to cover the latest innovations in the area of beta-based investment products.

Key Points: 
  • Portfolio Management Research has launched The Journal of Beta Investment Strategies (JBIS) to cover the latest innovations in the area of beta-based investment products.
  • It is the definitive research platform for the investment management industry, publishing more than 450 peer-reviewed articles a year across 60+ investment disciplines.
  • The Journal of Beta Investment Strategies (JBIS) provides coverage of the latest innovations in the area of beta-based investment products including direct/customized indexing, ETFs, factor investing, smart beta, indexes, and passive investing.
  • JBIS offers rigorous research and analysis of products, sector allocations, and investment strategies for those creating or investing in beta products.

Lynwood Opportunities Fund Wins Best 3 Year Equity Return and Best 3 Year Sharpe Ratio at 2021 Canadian Hedge Fund Awards

Retrieved on: 
Wednesday, October 27, 2021
Sharpe ratio, Hedge fund, Canada, Collection, Risk management, Industry, Fund, CHFA

Toronto, Ontario--(Newsfile Corp. - October 27, 2021) - Lynwood Capital Management Inc. ("Lynwood") is pleased to announce that the Lynwood Opportunities Fund (the "Fund") has won the award for best 3 year return in the equity focused category, as well as the award for the best 3 year Sharpe Ratio at the 2021 Canadian Hedge Fund Awards (CHFA).

Key Points: 
  • Toronto, Ontario--(Newsfile Corp. - October 27, 2021) - Lynwood Capital Management Inc. ("Lynwood") is pleased to announce that the Lynwood Opportunities Fund (the "Fund") has won the award for best 3 year return in the equity focused category, as well as the award for the best 3 year Sharpe Ratio at the 2021 Canadian Hedge Fund Awards (CHFA).
  • The 3 year return award is judged strictly on 3 year performance, from July 2018 through June 2021.
  • This is the third straight year that the Fund has received a Canadian Hedge Fund Award, having won the best 1 year equity return award in both 2019 and 2020.
  • Ben Shapiro, President and Chief Investment Officer of Lynwood commented, "It is an honour to win at the Canadian Hedge Fund Awards for a third straight year.

Marret Receives Three Awards at the 2021 Canadian Hedge Fund Awards

Retrieved on: 
Friday, October 22, 2021
CMDO, Annual, Alternative, Goal, Sharpe ratio, CI, Sharpe, ETF, Investment, Risk, Marret Glacier, CEO, Credit, News, Fund, Life insurance, Financial adviser

Toronto, Ontario--(Newsfile Corp. - October 22, 2021) - Marret Asset Management Inc. is pleased to announce that two of their funds have received a total of three awards at the 2021 Canadian Hedge Fund Awards held on October 19, 2021.

Key Points: 
  • Toronto, Ontario--(Newsfile Corp. - October 22, 2021) - Marret Asset Management Inc. is pleased to announce that two of their funds have received a total of three awards at the 2021 Canadian Hedge Fund Awards held on October 19, 2021.
  • The Annual Canadian Hedge Fund Awards, organized by Alternative IQ, help investors identify the best performing hedge funds by recognizing winners in five performance measures within specific hedge fund categories.
  • This follows on last year's 5 awards received by Marret Enhanced Tactical Fixed Income, Marret Investment Grade Hedged Strategies Fund, and Marret Diversified Opportunities Fund.
  • The Marret Enhanced Tactical Fixed Income Fund, the Marret Investment Grade Hedged Strategies Fund, and the Marret Diversified Opportunities Fund represent all Marret Funds which would have been under consideration for these awards.

ETF Performance of The Biggest 12 Economic Sectors (2020) - AlternativeSoft

Retrieved on: 
Friday, May 28, 2021
Software, Technology, Professional services, Finance, Finance, Money, Financial ratios, Economy, Sharpe ratio, Sharpe, Rate of return

The technology sector was the best performing sector of 2020 with the highest annualized return at 63.89% and the highest annual Sharpe Ratio at 1.99.

Key Points: 
  • The technology sector was the best performing sector of 2020 with the highest annualized return at 63.89% and the highest annual Sharpe Ratio at 1.99.
  • The second industry based on annualized return at 61.87% is the Utilities sector and based on the Sharpe Ratio is the healthcare sector with a ratio of 1.56.
  • The financials sectors had an annualized return of negative -11.94% and a Sharpe Ratio of -0.42.
  • In conclusion, out of 12 key economic sectors, the technology and utilities sector had the highest annual returns and highest Sharpe Ratio in 2020.

The Difference Between the Sharpe Ratio (“SR”) and the Smart Sharpe Ratio - AlternativeSoft

Retrieved on: 
Thursday, May 27, 2021
Professional services, Data management, Technology, Finance, Other Science, Science, Finance, Money, Financial ratios, Economy, Mathematical finance, Financial risk modeling, Financial models, Sharpe ratio, Investment, Drawdown, Sharpe, Alpha

The Sharpe Ratio (SR) does not consider sharp drawdowns, while Smart Sharpe Ratio does.

Key Points: 
  • The Sharpe Ratio (SR) does not consider sharp drawdowns, while Smart Sharpe Ratio does.
  • View the full release here: https://www.businesswire.com/news/home/20210527005597/en/
    Sharpe Ratio is one of the most used metrics for Asset Analysis in the investment industry.
  • The ratio simply measures the excess return over volatility; hence it does not forecast the future.
  • Anything below 1 is considered sub-optimal, while anything above 2 is regarded as good, and above 3 is excellent.

How to Compare Performance of Hedge Funds Strategies Using NilssonHedge Data by AlternativeSoft

Retrieved on: 
Wednesday, April 28, 2021
Professional services, Data management, Technology, Finance, Software, Banking, Finance, Money, Financial ratios, Economy, Sharpe ratio, Hedge fund, Rate of return, Investment

b'We found that Hedge funds investing in Crypto have had the highest Annual Sharpe Ratio between 1st of March 2020 and 31st of March 2021.\nAlternativeSoft analysed and compared 1563 Hedge Funds that comprise the NilssonHedge database between the time period 1st March 2020 to 31st March 2021.

Key Points: 
  • b'We found that Hedge funds investing in Crypto have had the highest Annual Sharpe Ratio between 1st of March 2020 and 31st of March 2021.\nAlternativeSoft analysed and compared 1563 Hedge Funds that comprise the NilssonHedge database between the time period 1st March 2020 to 31st March 2021.
  • The best performing strategy was Crypto with an annualized return of 269.94% and an annual Sharpe Ratio of 3.13.
  • The second-best performing strategy was the CTA which generated an annualized return of 12.94%, with annual volatility of 15.5%.\nThe worst performing strategy was the RiskPremia.
  • It generated negative annualized return of -3.04% and it has an annual Sharpe Ratio of -0.48.\n'

Macquarie Asset Management Launches “The Sharpe Advisor” Digital Educational Platform for Advisors Centered Around Private Markets

Retrieved on: 
Monday, April 19, 2021
Banking, Accounting, Education, Technology, Professional services, Training, Software, Audio, Video, Internet, Human resources, Finance, Finance, Money, Economy, Financial advisors, Investment, Financial markets, Sharpe ratio, Macquarie Group, Portfolio, Financial adviser

b'Macquarie Asset Management (\xe2\x80\x9cMAM\xe2\x80\x9d) today announced the launch of The Sharpe Advisor , a specialized digital resource for financial advisors that provides comprehensive educational content on private markets.

Key Points: 
  • b'Macquarie Asset Management (\xe2\x80\x9cMAM\xe2\x80\x9d) today announced the launch of The Sharpe Advisor , a specialized digital resource for financial advisors that provides comprehensive educational content on private markets.
  • With education as a key driver of success in bringing alternative investment solutions to financial advisors and their clients, Macquarie Asset Management aims to serve advisors with a practical guide to private markets investing with specialized content from industry experts and experienced allocators across asset classes.\n\xe2\x80\x9cFinancial advisors are not satisfied when it comes to alternative investments education.
  • We see this as an opportunity to help advisors access usable resources and materials that will help them incorporate private market solutions in their practice,\xe2\x80\x9d said Shawn Lytle, global head of Public Investments, Macquarie Asset Management.
  • \xe2\x80\x9cAs private market products become more democratized to the mass affluent market, The Sharpe Advisor will arm advisors with the tools they need to best serve the needs of their clients.\xe2\x80\x9d\nThe Sharpe Advisor name is derived from the term \xe2\x80\x9cSharpe ratio,\xe2\x80\x9d a measure of risk-adjusted return where portfolios with higher Sharpe ratios are considered superior relative to its peers.