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Manager Disclosure Document

Sigma Advantage Investments

Investment Adviser

Investment portfolio

Sigma Advantage Investments Aggressive Stock

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  • Strategy
    Stock selection
Sharpe ratio
-0.33

365 days

Manager performance
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-5.8%

365 days

Risk score

0.5% fee
$30,000 minimum


Portfolio commentary

  1. Why Tesla has the pedal to the metal

    12 September 2014

    Electric car company Tesla continues to scale up for rapid growth.

  2. What is risk adjusted return? 14 October 2012
  3. A primer on efficient frontier portfolio management 23 September 2012
  4. Risk, return, and the capital asset pricing model 28 August 2012

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Important Information

1. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".

2. Past performance is no guarantee of future results. Periodic and since inception performance returns are calculated daily. Monthly vs. S&P 500 return and the corresponding spark chart is calculated to the most recent month end date.

3. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.