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By June 30, 2017 …
The ‘Sharpe Income’ project allows one a free look, as we grow an account whose eventual purpose is to pay a monthly income, as opposed to an actual ‘trading account’. We do not discuss the process we are using. We discuss the process we are using on the private forums of Sharpe Trade, LLC, via the Short-term Trading Course.
This account does benefit from weekly capital contributions, which naturally cannot be counted in with the computed returns.
Sharpe Income 2015 Return from Jan. 1, 2015 to Dec. 31, 2015: – 7.95% with a Maximum Drawdown of -11.60% with a Realized Yield of +1.64%
Sharpe Income 2016 Return from January 1, 2016 to Dec. 31, 2016: +7.45% with Maximum Drawdown of – 6.49% with a Realized Yield of +2.06%
Sharpe Income 2016 Return from January 1, 2017 to June 30, 2017: +2.86% with Maximum Drawdown of – 1.34% with a Realized Yield of +1.56%
Inception to Date Yield Paid: +4.55%
Sharpe Income’s Sharpe Ratio: Ex-Post Sharpe Ratio’s generally need three years worth of
information to collect to begin to understand the context of the returns. As this project has just
begun, there is not yet enough data to compile a Sharpe Ratio.
For several years, one’s watched Dan’s picks for his longer term, valuation investing account. This process was performed live in front of hundreds of clients, has produced incredible risk-adjusted metrics. This does not include leverage, and does not use options …
Sharpe Trade has now released a longer-term valuation investing course, that explains his approach. While this course is a complete breakdown and elucidation of the process … it does not track out or provide a week by week look at his valuation investing efforts.
Valuation Investing 2012 Return: +6.054% with a Maximum Drawdown of -2.252%
Valuation Investing 2013 Return: +5.320% with a Maximum Drawdown of -2.052%
Valuation Investing 2014 Return: +9.777% with a Maximum Drawdown of -1.336%
Valuation Investing 2015 Return: -2.763% with a Maximum Drawdown of -3.407%
Valuation Investing 2016 Return: -0.308% with a Maximum Drawdown of -2.915%
Valuation Investing to June 30, 2017 Return: +5.714% with a Maximum Drawdown of -1.632%
Demonstrating only the beginning strategy mentioned in the Short-Term Trading course, the following returns have taken place, based off of the same live ‘teaching account’. This account does not benefit from regular capital contributions. The risk free rate used from 2011 to 2015 was 0.75%. The risk free rate used in 2016 is 0.95%. Tracking the beginning strategy mentioned in the Short-Term Trading Course is from June 30, 2015 forward …
2011 Return: + 5.39 % with Maximum Drawdown of 1.685 %. Cumulative Return:
+ 5.39 % with Maximum Drawdown of 1.685 %
2012 Return: + 3.73 % with Maximum Drawdown of 11.05 %. Cumulative Return:
+9.123 % with Maximum Drawdown of 11.05 %
2013 Return: + 2.56 % with Maximum Drawdown of 1.8317 %. Cumulative Return:
+11.683 % with Maximum Drawdown of 11.05 %
2014 Return: + 16.20 % with Maximum Drawdown of 1.28 %. Cumulative Return:
+27.883 % with Maximum Drawdown of 11.05 %
2015 Return: -12.52 % with Maximum Drawdown of 13.30 %. Cumulative Return:
+15.36 % with Maximum Drawdown of 13.30 %
2016 Return: + 0.96 % with Maximum Drawdown of 4.16 %. Cumulative Return:
+16.283 % with Maximum Drawdown of 13.30 %
Up to June 30, 2017 Return: + 6.72 % with Maximum Drawdown of 1.18%. Cumulative Return:
+ 22.08 % % with Maximum Drawdown of 13.30 %
Here’s something we just realized in June of 2017. We had never published the returns of other strategies that we demonstrate live … in real-time in ‘The Sharpe Report‘. Just an oversight really. As you’ll see, the historical performance of these strategies is pretty outstanding.
One of those strategies we demonstrate … live … in real-time is of course … one of the strategies from our ‘Short-Term Trading Course‘. We do not explain the process in ‘The Sharpe Report‘. For that, we refer ones to the course. However, we have been doing quite well with that strategy in 2017 ….
And it’s historical performance looks something like this … re-balancing it back to a set portfolio percentile at the end of each year. If we didn’t do that, the return would actually be a lot higher …
(Past historical performance is no indication of future returns)