PERFORMANCE: Short Rankings
Since we began publishing our short rankings in June 2008, they have outperformed the relevant benchmark by more than 30%. Detailed test results are below this chart.
Updated: September 14, 2009 (results through 09/09/09)
|Annualized Rate of Return||7.8%||1.2%|
|Annualized Differential Return||6.9%|
|Sharpe Ratio vs. Benchmark||0.38|
|Simple Sharpe Ratio||0.12||-0.05|
|Correlation with Benchmark||88.1%|
Disclaimer: These results are published solely for informational purposes and are not to be construed as advice or a recommendation to specific individuals. Individuals should take into account their own unique and specific circumstances in acting on any stock selection made by Sabrient. Sabrient makes no representations that the techniques used in these reports will result in or guarantee profits in trading. Trading involves risk, including possible loss of principal and other losses, and past performance is no indication of future results.