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!