Archive for May 16th, 2009

The CEC Strategy returned -0.89% YTD for 2009 vs. -10.30% for the S&P with a correlation coefficient of -0.18 to the Index.  The Strategy has generated Alpha of 2.02183% with a Beta of -0.02462.  Beta’s t-Stat is -3.3246 is statistically significant proof of a negative albeit small correlation with the S&P.  Comparing Standard Deviations; that… »