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RE: "The Sharpe Engine" My 2008 project

To: <omega-list@xxxxxxxxxx>
Subject: RE: "The Sharpe Engine" My 2008 project
From: "cwest" <cwest@xxxxxxxxxxxx>
Date: Mon, 7 Jan 2008 10:35:01 -0700

PureBytes Links

Trading Reference Links

Seeking some ideas to express an SR comparison. For example, if the SR of a
sector index was 1.1 and its return was 9%, and for the same period the SR
of a Fund was .2 and its return was 14%, how many times more risky was the
Fund than the sector?

Follow-Ups:
- Re: "The Sharpe Engine" My 2008 project
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References:
- Re: "The Sharpe Engine" My 2008 project
  - From: Trey Johnson
- Re: "The Sharpe Engine" My 2008 project
  - From: jack zaner

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