Can I keep my Sharpe ratio higher then 4 for the rest of the year?

Sharpe is now 5.41 YTD, max DD peak to valley is 2.12%.

 

Sharpe is back to 5.61 YTD, max DD peak to valley is still at 2.12%

 

What a week. Reminds from Aug-Nov last year. I have started to cut position size today.

My Sharpe is over 6 YTD. Max DD peak to valley is 2.12%.

 

Sharpe is 5.68 YTD, Max DD is 2.12%. Seems pretty stable

 

May is over and these are the numbers. For the month up 7.63% while Max DD wad 2.48%. For YTD return is 41.8%, Sharpe is 5.38, Sartino is 12.16, Calmar is 91.07.
For next month I am increasing size, start managing 300k for 2 of my partners (I have a stop loss of 10%, and I will pick up any loss from 10-20% if stop loss is breached, for that I charge a monthly performance fee of any returns exceeding ½ of 1 percent)

 

Sharpe YTD is 5.33 . I am increasing size however I'm not sure if i would increase size by 50%, 100%, 200%. Will probably decide later this month.

 

Is this a Sharpe ratio journal?

 

It is. It is also very good...

 

I am not sure if your post was genuine or sarcastic (a lot of sarcastic quotes here on ET..) But yes it’s basically a Sharpe ratio journal, I wish there be some more Sharpe journals or Sartino/Calmar here.

 

Sharpe YTD is 4.97, max DD YTD peak to tough YTD is 2.48%. Now Sharpe is down a bit from the previous months, but given recent market movement it doesn’t sound bad. Will keep updating.