# Tag Info

## Hot answers tagged performance

1

You actually need to consider a 0 return on the periods with no holdings (during that period volatility is 0 and you have a negative return due to the opportunity cost of not holding risk free debt). From that you can compute your daily sharpe ratio and then multiply by $252^{0.5}$ as you mention.

Only top voted, non community-wiki answers of a minimum length are eligible