Archive for December, 2007
Sharpe Ratio (Annualised)
Tuesday, December 18th, 2007The Sharpe Ratio measures a fund’s return in excess of the risk free rate for a given period and divides this by the standard deviation of those returns. The Sharpe Ratio is a measure of how effectively a fundutilises risk. This means that the higher a fund’s Sharpe Ratio the better the fund’s historical risk-adjusted [...]
DJ Hedge Fund Strategy Performance November 2007
Wednesday, December 12th, 2007Nur eine der sechs Hedge Fond Strategien, die vom Dow Jones Hedge Fund Indexes erfaßt werden erzielte im November Gewinne. Equity market neutral war der beste Performer und die einzigste Strategie die im Gewinne erzielte.
Federal Open Market Committee Statement
Wednesday, December 12th, 2007The Federal Open Market Committee decided yesterday to lower its target for the federal funds rate 25 basis points to 4-1/4 percent. Incoming information suggests that economic growth is slowing, reflecting the intensification of the housing correction and some softening in business and consumer spending. Moreover, strains in financial markets have increased in recent weeks. [...]
Troubled Company Index Makes Largest Jump Since September 2001
Wednesday, December 5th, 2007Kamakura Corporation announced yesterday that its monthly index of troubled public companies showed the greatest one month increase since September 2001. The percent of public companies classified as troubled jumped 2.4 percent in November to 10.4 percent of the public company universe.