Performance SMF - November 12 01 Dec, 2012

Portfolio Long/Short performance during November was +1.51% vs +0.29% of S&P500 index, with an Accumulated of +7.61% vs +1.65%.

Portfolio mantains a Sharpe Ratio of 2.85 and VaR (99%) of -1.95%. In Performance area you can see the detials of other risk variables.

On Monday we will publish in the blog the Monthly Analysis with our view for December.

Have a good weekend.

 

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