Dear all,
Ken Griffin’s flagship fund, Wellington, was up 0.9% last month and 14.8% for the year.
It leads the way among multi-strategy funds but now lagging behind the S&P 500, which returned 8.9% in November and is now up 19% in 2023.
Regards
James
Here is the performance comparison of Citadel Wellington and S&P 500.
| Citadel Wellington | S&P 500 | |
|---|---|---|
| 2018 | 9.03% | -4.40% |
| 2019 | 19.32% | 31.00% |
| 2020 | 24.51% | 18.40% |
| 2021 | 26.58% | 28.70% |
| 2022 | 38.22% | -18.10% |
| 5 yr Sharpe :2.48 | 5yr Correlation to S&P : -0.08 | |
| 2023 | ||
| Feb | 0.66% | -3.54% |
| Mar | 1.38% | 4.11% |
| Apr | 1.11% | -0.03% |
| May | 0.71% | 0.56% |
| Jun | 0.95% | 5.48% |
| Jul | 1.30% | 2.86% |
| Aug | 2.00% | -1.34% |
| Sep | 1.70% | -6.23% |
| Oct | 1.00% | -2.13% |
| Nov | 0.90% | 8.90% |
| YTD | 14.80% | 19.00% |