The World's Largest Hedge Fund is a Fraud - qwafafew
The World's Largest Hedge Fund is a Fraud - qwafafew The World's Largest Hedge Fund is a Fraud - qwafafew
Year To Date: 2.52% Highest 12 Month Return: 19.98% Lowest 12 Month Return: 6.23% Average Annual Return: 12.00% Average Monthly Return: 0.96% Highest Monthly Return: 3.36% Lowest Monthly Return: -0.55% Average Gain: 1.01% Average Loss: -0.24% Profitable Percentage: 95.98% Compounded Monthly Return: 0.96% Longest Losing Streak: 1 mo. Maximum Drawdown: -0.55% Sharpe Ratio (Rolling 12): 2.56 Sharpe Ratio (Annualized): 2.55 Std. Dev. (Monthly): 0.75% Std. Dev. (Rolling 12): 2.74% Beta: 0.06 Alpha: 0.91 R: 0.30 R Squared: 0.09 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1990 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 2.83% E 1991 3.08% E 1.46% E 0.59% E 1.39% E 1.88% E 0.37% E 2.04% E 1.07% E 0.80% E 2.82% E 0.08% E 1.63% E 1992 0.49% E 2.79% E 1.01% E 2.86% E -0.19% 1.29% E 0.00% E 0.92% E 0.40% E 1.40% E 1.42% E 1.43% E 1993 0.00% E 1.93% E 1.86% E 0.06% E 1.72% E 0.86% E 0.09% E 1.78% E 0.35% E 1.77% E 0.26% E 0.45% E 1994 2.18% E -0.36% 1.52% E 1.82% E 0.51% E 0.29% E 1.78% E 0.42% E 0.82% E 1.88% E -0.55% 0.66% E 1995 0.92% E 0.76% E 0.84% E 1.69% E 1.72% E 0.50% E 1.08% E -0.16% 1.70% E 1.60% E 0.51% E 1.10% E 1996 1.49% E 0.73% E 1.23% E 0.64% E 1.41% E 0.22% E 1.92% E 0.27% E 1.22% E 1.10% E 1.58% E 0.48% E 1997 2.45% E 0.73% E 0.86% E 1.17% E 0.63% E 1.34% E 0.75% E 0.35% E 2.39% E 0.55% E 1.56% E 0.42% E 1998 0.91% E 1.29% E 1.75% E 0.42% E 1.76% E 1.28% E 0.83% E 0.28% E 1.04% E 1.93% E 0.84% E 0.33% E 1999 2.06% E 0.17% E 2.29% E 0.36% E 1.51% E 1.76% E 0.43% E 0.94% E 0.73% E 1.11% E 1.61% E 0.39% E 2000 2.20% E 0.20% E 1.84% E 0.34% E 1.37% E 0.80% E 0.65% E 1.32% E 0.25% E 0.92% E 0.68% E 0.43% E 2001 2.21% E 0.14% E 1.13% E 1.32% E 0.32% E 0.23% E 0.44% E 1.01% E 0.73% E 1.28% E 1.21% E 0.19% E 20
2002 0.03% E 0.60% E 0.46% E 1.16% E 2.12% E 0.26% E 3.36% E -0.06% 0.13% E 0.73% E 0.16% E 0.06% E 2003 -0.27% 0.04% E 1.97% E 0.10% E 0.95% E 1.00% E 1.44% E 0.22% E 0.93% E 1.32% E -0.08% 0.32% E 2004 0.94% E 0.50% E 0.05% C 0.43% C 0.66% C 1.28% C 0.08% C 1.33% E 0.53% E 0.03% E 0.79% E 0.24% E 2005 0.51% E 0.37% E 0.85% C 0.14% C 0.63% C N/A N/A N/A N/A N/A N/A N/A END ATTACHMENT # 1 FAIRFIELD SENTRY LTD. PERFORMANCE DATA 21
- Page 1 and 2: The World’s Largest Hedge Fund is
- Page 3 and 4: fund BM’s broker-dealer and ECN o
- Page 5 and 6: largest hedge fund manager be so se
- Page 7 and 8: BM would have to be over 100% of th
- Page 9 and 10: that BM. Ask yourself how BM’s tr
- Page 11 and 12: 14. Red Flag # 18: Madoff’s retur
- Page 13 and 14: a. Leon Gross, Managing Director of
- Page 15 and 16: Conclusions: 1. I have presented 17
- Page 17 and 18: plague. But these very same wire ho
- Page 19: ATTACHMENT 1: Fairfield Sentry Perf
Year To Date: 2.52%<br />
Highest 12 Month Return: 19.98%<br />
Lowest 12 Month Return: 6.23%<br />
Average Annual Return: 12.00%<br />
Average Monthly Return: 0.96%<br />
Highest Monthly Return: 3.36%<br />
Lowest Monthly Return: -0.55%<br />
Average Gain: 1.01%<br />
Average Loss: -0.24%<br />
Profitable Percentage: 95.98%<br />
Compounded Monthly Return: 0.96%<br />
Longest Losing Streak: 1 mo.<br />
Maximum Drawdown: -0.55%<br />
Sharpe Ratio (Rolling 12): 2.56<br />
Sharpe Ratio (Annualized): 2.55<br />
Std. Dev. (Monthly): 0.75%<br />
Std. Dev. (Rolling 12): 2.74%<br />
Beta: 0.06<br />
Alpha: 0.91<br />
R: 0.30<br />
R Squared: 0.09<br />
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec<br />
1990 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 2.83% E<br />
1991 3.08% E 1.46% E 0.59% E 1.39% E 1.88% E 0.37% E 2.04% E 1.07% E 0.80% E 2.82% E 0.08% E 1.63% E<br />
1992 0.49% E 2.79% E 1.01% E 2.86% E -0.19% 1.29% E 0.00% E 0.92% E 0.40% E 1.40% E 1.42% E 1.43% E<br />
1993 0.00% E 1.93% E 1.86% E 0.06% E 1.72% E 0.86% E 0.09% E 1.78% E 0.35% E 1.77% E 0.26% E 0.45% E<br />
1994 2.18% E -0.36% 1.52% E 1.82% E 0.51% E 0.29% E 1.78% E 0.42% E 0.82% E 1.88% E -0.55% 0.66% E<br />
1995 0.92% E 0.76% E 0.84% E 1.69% E 1.72% E 0.50% E 1.08% E -0.16% 1.70% E 1.60% E 0.51% E 1.10% E<br />
1996 1.49% E 0.73% E 1.23% E 0.64% E 1.41% E 0.22% E 1.92% E 0.27% E 1.22% E 1.10% E 1.58% E 0.48% E<br />
1997 2.45% E 0.73% E 0.86% E 1.17% E 0.63% E 1.34% E 0.75% E 0.35% E 2.39% E 0.55% E 1.56% E 0.42% E<br />
1998 0.91% E 1.29% E 1.75% E 0.42% E 1.76% E 1.28% E 0.83% E 0.28% E 1.04% E 1.93% E 0.84% E 0.33% E<br />
1999 2.06% E 0.17% E 2.29% E 0.36% E 1.51% E 1.76% E 0.43% E 0.94% E 0.73% E 1.11% E 1.61% E 0.39% E<br />
2000 2.20% E 0.20% E 1.84% E 0.34% E 1.37% E 0.80% E 0.65% E 1.32% E 0.25% E 0.92% E 0.68% E 0.43% E<br />
2001 2.21% E 0.14% E 1.13% E 1.32% E 0.32% E 0.23% E 0.44% E 1.01% E 0.73% E 1.28% E 1.21% E 0.19% E<br />
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