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Fund Sharpe ratio

Questions on using, creating, or understanding data in Fund Manager reports.

Postby Nick » Tue Aug 21, 2018 2:12 am

Hi

Is there a fund Sharpe ration generated please based on what I might call a "Morningstar" definition "The Sharpe ratio is calculated for the past XX-month period by dividing a fund's annualised excess returns over the risk-free rate by its annualised standard deviation". I have found the risk free rate and how to update it but cannot find a Sharpe ratio based on my fund's performance. Thanks very much in advance.

Nick.
Nick
 
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Postby Mark » Tue Aug 21, 2018 9:12 am

Hi Nick,

Yes, you can calculate Sharpe Ratio in a Custom report when using the Professional or Advisor versions of Fund Manager. For details, see the online help on this field:

https://www.fundmanagersoftware.com/hel ... ratio.html
Thanks,
Mark
Fund Manager - Portfolio Management Software
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Postby Nick » Tue Aug 21, 2018 3:33 pm

Thank you Mark
Nick
 
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