New answers tagged sharpe-ratio
0
votes
Calculating Ex Post Sharp Ratio's for decile portfolios
Based on this calculation by morningstar;
https://awgmain.morningstar.com/webhelp/glossary_definitions/mutual_fund/mfglossary_Sharpe_Ratio.html
It is possible to report the annualized Sharpe ratio, ...
- 145
Top 50 recent answers are included