market folly

As always, we're back with our monthly transparent performance update on the Market Folly custom portfolio we created with Alphaclone. Our goal is to replicate hedge fund portfolios by combining some of their holdings into a cohesive portfolio.

January 2010
MF: -3.4%
S&P: -3.6%

December 2009
MF: +4.0%
S&P: +1.9%


Backtested performance figures:

If you had been mimicking the holdings of these top hedge funds since inception in January of 2000, here's what your theoretical returns would have looked like:

Total Return
MF: +862.1%
S&P: -9.6%

Annualized
MF: +24.9%
S&P: -1.0%




Alphaclone currently has a free 14-day trial so take advantage of it to see what positions the portfolio currently holds and to replicate hedge funds on your own. Keep in mind that our portfolio is set to rebalance here in a few weeks too. If you're unfamiliar with the premise of the portfolio, check out our introduction.