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Where We Left Off : - in GAA, I Pursued A Sector-Specific Long-Short Strategy
Where We Left Off : - in GAA, I Pursued A Sector-Specific Long-Short Strategy
Where We Left Off : - in GAA, I Pursued A Sector-Specific Long-Short Strategy
Alpha
145.7 145.7 140.7 156.1 157.1
6.00 113.9 122.5 126.9 119.5 123.4
90.2 91.6 92.8 96.8 86.9
119.7 124.7 118.2 114.5 115.5
5.00 111.6 116.1 123.3 125.9 132.1
122.3 123.7 124.7 128.8 126.5
116.7 119.0 117.8 109.4 120.8
4.00 120.5 120.9 123.5 114.0 119.9
100.8 100.4 101.3 93.2 100.5
108.9 113.7 111.5 110.7 109.0
3.00
132.9 128.3 126.5 136.3 127.8
116.0 115.4 122.8 119.9 118.1
142.5 152.8 147.3 155.9 154.8
2.00
111.3 106.6 110.4 112.2 112.2
113.0 83.1 110.3 110.0 99.0
104.6 90.8 95.7 106.6 112.4
1.00
103.8 108.9 96.2 109.2 94.9
69.9 75.9 80.2 81.6 93.0
- 144.0 143.2 133.1 140.7 146.0
1 2 3 4 5 109.4 113.2 107.2 105.3 115.2
6.00
111.6 116.1 123.3 125.9 132.1
122.3 123.7 124.7 128.8 126.5
116.7 119.0 117.8 109.4 120.8
4.00
120.5 120.9 123.5 114.0 119.9
100.8 100.4 101.3 93.2 100.5
108.9 113.7 111.5 110.7 109.0
2.00
132.9 128.3 126.5 136.3 127.8
116.0 115.4 122.8 119.9 118.1
142.5 152.8 147.3 155.9 154.8
111.3 106.6 110.4 112.2 112.2
-
1 2 3 4 5 113.0 83.1 110.3 110.0 99.0
104.6 90.8 95.7 106.6 112.4
(2.00)
103.8 108.9 96.2 109.2 94.9
69.9 75.9 80.2 81.6 93.0
144.0 143.2 133.1 140.7 146.0
109.4 113.2 107.2 105.3 115.2
(4.00)
3.00
1996 117.9 119.5 120.8 113.1 117.5
1997 146.6 147.6 151.4 151.4 146.8
1998 117.9 105.9 107.9 112.7 91.8
2.00
1999 120.9 101.7 100.6 99.1 95.5
2000 97.5 98.6 122.5 105.4 106.4
1.00
6.00
5.00
3.00
1.00
-
1 2 3 4 5
7.00
6.00
5.00
4.00
3.00
2.00
(1.00) 1 2 3 4 5
9.00
8.00
7.00
6.00
5.00
4.00
3.00