Hedged Equity Comparison Update for October 2018

I realize that October’s volatile market movement has made the September Peer Comparison  a little less interesting. However, in the spirit of regularly updating  the ZEGA community on strategy performance, we still find it relevant  to post.

The data still sheds a favorable light on ZEGA compared  to our peers in all performance time frames as well as the Risk adjusted  Return category of Sharpe Ratio.

We’ll do our best to expedite the October comparison report once this volatile month comes to end. Until then, Happy Hedging!