Good read this month
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From the latest Investor Letter.
“When your sharpe ratio is above 2, you don’t need a marketing department” - Richard
Last 12 Months Performance Gross of Fees (2022-01-01 — 2022-12-31)
Annualized Return Gross of Fees 26.17%
Annualized Volatility 12.77%
Sortino Ratio 3.07
Sharpe Ratio 2.05
Max Drawdown -7.62%
Return Over Max Drawdown 3.43
Percent Up Months 66.67%
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