ZeroHedge recently posted what they claim to be is SAC Capital's monthly performance since inception. It is fairly interesting to look at. Needless to say Steve Cohen and friends have done a terrific job. Amazingly they have only had three down months in the past 29 months - granted the market has been fairly upward oriented in that time frame it is nonetheless impressive.
Any way you slice it one down year in the past nearly two decades in crazy impressive - I can see why people allow SAC to charge the insane fees that they do.