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"Historical Sharpe & Notes"
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Corpus: 1990-03-17 – 2025-12-01
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Undated
(150,429)
None
Light
Medium
Heavy
EFTA00288399
Set 9
2014-05-29
16p
5,488w
customized to eac h investor. T24M
Sharpe
Ratio: 1.18
Sharpe
Since 1/1/12: 1.28
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288399.pdf
EFTA00288527
Set 9
2014-06-16
16p
5,505w
customized to eac h investor. T24M
Sharpe
Ratio: 1.19
Sharpe
Since 1/1/12: 1.29
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288527.pdf
EFTA00598573
Set 9
2014-07-23
16p
5,390w
customized to eac h investor. T24M
Sharpe
Ratio: 1.33
Sharpe
Since 1/1/12: 1.42
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00598573.pdf
EFTA00288671
Set 9
2014-08-08
16p
5,219w
customized to eac h investor. T24M
Sharpe
Ratio: 1.25
Sharpe
Since 1/1/12: 1.34
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288671.pdf
EFTA00288559
Set 9
2014-07-01
16p
5,572w
customized to eac h investor. T24M
Sharpe
Ratio: 1.35
Sharpe
Since 1/1/12: 1.43
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288559.pdf
EFTA00288639
Set 9
2014-07-28
16p
5,393w
customized to eac h investor. T24M
Sharpe
Ratio: 1.30
Sharpe
Since 1/1/12: 1.38
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288639.pdf
EFTA01852337
Set 10
2014-07-28
16p
5,238w
customized to eac h investor. 124M
Sharpe
Ratio: 1.30
Sharpe
Since 1/1/12: 1.38
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01852337.pdf
EFTA00288415
Set 9
2014-05-30
16p
5,536w
customized to eac h investor. T24M
Sharpe
Ratio: 1.19
Sharpe
Since 1/1/12: 1.29
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288415.pdf
EFTA00288607
Set 9
2014-07-17
16p
5,390w
customized to eac h investor. T24M
Sharpe
Ratio: 1.27
Sharpe
Since 1/1/12: 1.36
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288607.pdf
EFTA00288655
Set 9
2014-08-04
16p
5,251w
customized to eac h investor. T24M
Sharpe
Ratio: 1.21
Sharpe
Since 1/1/12: 1.30
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288655.pdf
EFTA00288591
Set 9
2014-07-11
16p
5,522w
customized to eac h investor. T24M
Sharpe
Ratio: 1.27
Sharpe
Since 1/1/12: 1.36
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288591.pdf
EFTA00288543
Set 9
2014-06-20
16p
5,483w
customized to eac h investor. T24M
Sharpe
Ratio: 1.23
Sharpe
Since 1/1/12: 1.33
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288543.pdf
EFTA02705116
Set 11
2014-06-09
16p
5,420w
customized to eac h investor. 124M
Sharpe
Ratio: 1.23
Sharpe
Since 1/1/12: 1.33
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02705116.pdf
EFTA00288511
Set 9
2014-06-12
16p
5,541w
customized to eac h investor. T24M
Sharpe
Ratio: 1.20
Sharpe
Since 1/1/12: 1.30
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288511.pdf
EFTA00288479
Set 9
2014-06-09
16p
5,507w
customized to eac h investor. T24M
Sharpe
Ratio: 1.23
Sharpe
Since 1/1/12: 1.33
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288479.pdf
EFTA00288463
Set 9
2014-06-06
16p
5,555w
customized to eac h investor. T24M
Sharpe
Ratio: 1.23
Sharpe
Since 1/1/12: 1.32
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288463.pdf
EFTA00288623
Set 9
2014-07-23
16p
5,390w
customized to eac h investor. T24M
Sharpe
Ratio: 1.33
Sharpe
Since 1/1/12: 1.42
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288623.pdf
EFTA00288575
Set 9
2014-07-10
16p
5,485w
customized to eac h investor. T24M
Sharpe
Ratio: 1.27
Sharpe
Since 1/1/12: 1.36
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288575.pdf
EFTA00288447
Set 9
2014-06-05
16p
5,556w
customized to eac h investor. T24M
Sharpe
Ratio: 1.20
Sharpe
Since 1/1/12: 1.30
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288447.pdf
EFTA00288431
Set 9
2014-06-03
16p
5,501w
customized to eac h investor. T24M
Sharpe
Ratio: 1.19
Sharpe
Since 1/1/12: 1.28
Historical
Sharpe
&
Notes
:
Historical
sharpe
ratio is in excess of 2.0X (backtest from 1995, see Investor
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288431.pdf
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Results by Dataset
112 total
Set 9
96
Set 10
1
Set 11
15