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.










