Sharpe ratio

concept
10 mentions 2 recordings first heard Oct 2017 last heard 23 May ↑3 vs the 6 months before

Statistical measure of risk‑adjusted return for investments

Trend

mentions per week · public audio 7d30d6M12M
3 · 20 May MarMayJunJulSepnow

Peak in the week of 20 May — 3 mentions across 1 series.

Moments

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UnknownBreaking News To Trading Moves · Stock trading risk management is killing your profits · 8:25 · 23 May
…If a CTA catches a massive upward trend in crude oil and their portfolio jumps 20% in a month, the Sharp ratio will actually penalize them for that extreme upward volatility.…
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UnknownBreaking News To Trading Moves · Stock trading risk management is killing your profits · 8:15 · 23 May
…Right, because the Sharp ratio evaluates returns against total volatility.…
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UnknownBreaking News To Trading Moves · Stock trading risk management is killing your profits · 8:12 · 23 May
…You cannot use traditional metrics like the Sharp ratio.…
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Chris DietrichWSJ Your Money Briefing · Dow's Reward to Risk Ratio at Historic Levels · 2:35 · Oct 2017
…So it's just this really stark illustration of how unusual……
Chris DietrichWSJ Your Money Briefing · Dow's Reward to Risk Ratio at Historic Levels · 2:25 · Oct 2017
…So like over 15 years, the Sharpe ratio for the……
Chris DietrichWSJ Your Money Briefing · Dow's Reward to Risk Ratio at Historic Levels · 2:21 · Oct 2017
…And there's a lot of different time periods that you……
J.R. WhelanWSJ Your Money Briefing · Dow's Reward to Risk Ratio at Historic Levels · 2:05 · Oct 2017
…So all the readings this ratio has shown, and it……
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