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> Apparently the latest Barrons Online magazine has a negative article on
> John W Henry who is one of the world's largest and longest running CTA.
I don't know anything about that but if you go to
http://iasg.pertrac2000.com/mainframe.asp?
and sort managers by 3 year Sharpe ratio, the BEST of Henry's many funds
is .09. Only 3 of them made the top 100 cutoff of .02. Not too good. Of
course the industry as a whole is not too good. Only 2 funds had 3 year
Sharpe ratios greater than 1.
--
Dennis
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