Quantlab track record
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Quantlab Limited Track Record [email protected] Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2013 -3,53% 3,94% -2,04% 2014 10,60% 4,60% 5,50% 0,30% -1,50% 1,20% -0,20% 3,72% 0,75% 2,61% 0,28% 2,00% AUM = 450.000 Euro Avg.Month 1,88% Std. Dev 3,504065 Annual Ret 22,58% Sharpe Ratio 1,86 -20000 0 20000 40000 60000 80000 100000 120000 P&L P&L
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Transcript of Quantlab track record
Quantlab Limited
Track Record
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2013 -3,53% 3,94% -2,04%
2014 10,60% 4,60% 5,50% 0,30% -1,50% 1,20% -0,20% 3,72% 0,75% 2,61% 0,28% 2,00%
AUM = 450.000 Euro
Avg.Month 1,88%
Std. Dev 3,504065
Annual Ret 22,58%
Sharpe Ratio 1,86
-20000
0
20000
40000
60000
80000
100000
120000
P&L
P&L
