English
繁體中文
 
 
Performance
 
Alpha Generation
Relative Performance
Historical Performance
Return Attribution
Monthly Letter Archive
   
 
Historical Performance
 

 

 Gross Return Attribution

(%)

2017

2018

Aug

Sep

Oct

Nov

Dec

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Long Portfolio

3.0

0.4

7.1

-1.3

-4.0

-1.2

-3.9

2.5

1.7

7.4

-1.5

-0.8

0.2

-5.2

-10.2

Short Portfolio

-0.8

-1.1

-2.2

-1.8

3.0

3.1

1.6

-3.8

3.7

-3.9

1.0

-1.0

0.4

8.0

19.9

MMA volatility

10.4

10.3

10.3

10.4

10.3

10.3

10.3

10.3

10.3

10.3

10.2

10.2

10.2

10.1

10.3

Relative Performance

(%)

2017

2018

Aug

Sep

Oct

Nov

Dec

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

MMA

1.8

-1.37

3.8

-2.7

-1.1

2.1

-2.9

-1.5

3.8

2.4

-1.0

-1.7

0.5

2.0

7.1

TWSEELEC

1.5

1.9

6.2

-4.2

-1.6

5.5

-3.4

1.6

-5.6

3.3

-1.2

3.7

-0.5

-3.3

-11.4

NASDAQ

1.3

1.1

3.6

2.2

0.4

7.3

-1.9

2.9

0.5

5.3

0.9

2.1

5.7

-0.8

-9.2

EHFI18 Index

1.3

1.6

2.4

0.9

1.5

3.4

-2.1

-1.6

-0.4

1.3

-2.6

-0.9

-1.7

-1.4

 

 

 

 

   
 
Add: 2 Overhill Road, Scarsdale, NY 10583, USA Tel : +1-914-713-4688 Email: inquire@mmafundmgmt.com Legal Disclaimer

The Team

Executive Summary

Our Value Proposition

Summary of Terms

Investment Process

Portfolio Construction

Risk Management

Alpha Generation

Relative Performance

Historical Performance

Monthly Letter Archive

Details

Contact Us