S&P500 Recommended Trend - Lateral 18 Jun, 2013
Bullish ranking US Industry. 13 Jun, 2013
Rank nº 1: Consumer Services.
Rank nº 11: Telecommunications.
Performance SMF - May 2013 01 Jun, 2013
The Investment system of SMF closes May with a performance of -5.54% vs. +2.08% of S&P500 index, which leaves us an accumulated of +7.49% vs. +15.99% of the S&P500 in the same period.
The Portfolio maintains a Sharpe Ratio of 0.92 and a VaR (99%) of -4.42%. In the area of performance you can see the detail of the rest of risk parameters.
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