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Hedge fund backtesting and portfolio creation via live positions based on past performance and risk analysis.

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Showing 148 of 571 funds
+492%
Annualized 15.85%
Sharpe 1.01
Calmar 0.57
Max Drawdown -27.96%
Allocations 2025-12-31
Earliest Filing 1999-03-31

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+768%
Annualized 19.49%
Sharpe 1.00
Calmar 0.63
Max Drawdown -30.78%
Allocations 2025-12-31
Earliest Filing 2002-03-31

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CIK: 0001050464
+1570%
Annualized 26.34%
Sharpe 1.00
Calmar 0.75
Max Drawdown -35.32%
Allocations 2025-09-30
Earliest Filing 2005-03-30

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CIK: 0001085227
+435%
Annualized 14.93%
Sharpe 0.98
Calmar 0.46
Max Drawdown -32.51%
Allocations 2025-09-30
Earliest Filing 1999-03-31

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CIK: 0000914976
+560%
Annualized 16.96%
Sharpe 0.96
Calmar 0.46
Max Drawdown -36.87%
Allocations 2025-09-30
Earliest Filing 1999-01-31

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+408%
Annualized 14.39%
Sharpe 0.95
Calmar 0.48
Max Drawdown -29.68%
Allocations 2025-09-30
Earliest Filing 2002-12-31

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+672%
Annualized 18.48%
Sharpe 0.94
Calmar 0.50
Max Drawdown -36.98%
Allocations 2025-09-30
Earliest Filing 2011-12-31

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+701%
Annualized 18.76%
Sharpe 0.93
Calmar 0.60
Max Drawdown -31.24%
Allocations 2025-12-31
Earliest Filing 1999-03-31

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+459%
Annualized 15.33%
Sharpe 0.92
Calmar 0.47
Max Drawdown -32.76%
Allocations 2025-09-30
Earliest Filing 1998-12-31

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+704%
Annualized 18.90%
Sharpe 0.91
Calmar 0.54
Max Drawdown -35.21%
Allocations 2025-09-30
Earliest Filing 2011-12-31

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+550%
Annualized 16.82%
Sharpe 0.91
Calmar 0.51
Max Drawdown -33.05%
Allocations 2025-09-30
Earliest Filing 1999-03-31

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+421%
Annualized 14.66%
Sharpe 0.91
Calmar 0.46
Max Drawdown -31.67%
Allocations 2025-09-30
Earliest Filing 2002-06-30

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CIK: 0001426749
+782%
Annualized 19.81%
Sharpe 0.90
Calmar 0.52
Max Drawdown -37.88%
Allocations 2025-09-30
Earliest Filing 2007-12-31

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+396%
Annualized 14.22%
Sharpe 0.90
Calmar 0.55
Max Drawdown -25.90%
Allocations 2025-09-30
Earliest Filing 2000-12-31

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+498%
Annualized 16.02%
Sharpe 0.90
Calmar 0.41
Max Drawdown -38.63%
Allocations 2025-09-30
Earliest Filing 2004-12-31

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+424%
Annualized 14.73%
Sharpe 0.89
Calmar 0.50
Max Drawdown -29.53%
Allocations 2025-12-31
Earliest Filing 2013-06-30

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+1405%
Annualized 17.80%
Sharpe 0.89
Calmar 0.39
Max Drawdown -45.29%
Allocations 2025-09-30
Earliest Filing 2008-12-31

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+444%
Annualized 15.10%
Sharpe 0.89
Calmar 0.52
Max Drawdown -28.79%
Allocations 2025-12-31
Earliest Filing 2007-09-30

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+531%
Annualized 17.32%
Sharpe 0.89
Calmar 0.50
Max Drawdown -34.51%
Allocations 2025-09-30
Earliest Filing 2013-12-31

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+398%
Annualized 14.12%
Sharpe 0.89
Calmar 0.40
Max Drawdown -35.06%
Allocations 2025-09-30
Earliest Filing 2012-12-31

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+377%
Annualized 13.81%
Sharpe 0.89
Calmar 0.45
Max Drawdown -30.77%
Allocations 2020-06-30
Earliest Filing 1999-03-31

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CIK: 0001115418
+677%
Annualized 13.56%
Sharpe 0.88
Calmar 0.42
Max Drawdown -32.00%
Allocations 2025-09-30
Earliest Filing 2000-06-30

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+641%
Annualized 23.34%
Sharpe 0.88
Calmar 0.65
Max Drawdown -35.87%
Allocations 2025-09-30
Earliest Filing 2015-12-31

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+488%
Annualized 16.13%
Sharpe 0.88
Calmar 0.54
Max Drawdown -29.89%
Allocations 2025-09-30
Earliest Filing 2003-12-31

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