The quarterly performance of FatAlpha Active and FatAlpha Market Neutral is based on records of real trades executed via Interactive Brokers. The inception date of the Active Strategy was July 23rd 2012, while that of the Market Neutral Strategy is September 21st 2015. The FatAlpha Active benchmark is the S&P 500 ETF (SPY) while the FatAlpha Market Neutral benchmark is QuantShares US Market Neutral Value ETF (CHEF). Benchmark returns include dividends reinvested net of tax.
FatAlpha Active Performance
To see the 2012-15 portfolio statistics such as beta, sharpe ratio and a breakdown by market capitalization (USD), volume (USD) and gross & net exposure click here.
FatAlpha Market Neutral Performance