Comment Comment by karenrubin @murbard2I finally got the annualized sharpe calculation figured out. You can see what I did here: http://imgur.com/HlcjNYz but it shows my sharpe as 0.66 and the SPY as 0.3....Honestly, this seems implausible to me...so I will keep digging. :-) parent karenrubin 11 years ago
I finally got the annualized sharpe calculation figured out. You can see what I did here: http://imgur.com/HlcjNYz but it shows my sharpe as 0.66 and the SPY as 0.3....
Honestly, this seems implausible to me...so I will keep digging. :-)