Re: Sharpe Ratio

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In Reply to: Sharpe Ratio posted by Robert J. Karp on January 12, 1999 at 15:02:00:

: I think it would be wonderful if a future version of Fund Manager could calculate and display in a report the Sharpe Ratio for the funds in one's portfolio. Having just learned how to do this manually, it would appear that all of the data necessary to make this calculation is stored within Fund Manager with the exception of a "risk free" return assumption. FM could simply make such an assumption (e.g., 5%) or allow the user to specify a rate of his/her own choosing (possibly as an additional option or preference like the intervals one now specifies for moving average graphs, or asset allocation categories, etc.). What do you think?

What is the Sharpe Ratio?

Thanks,
Mark
--
Mark Beiley

Fund Manager for Windows 3.1x/95/98/NT

Replies:

• Re: Sharpe Ratio Robert J. Karp 08:42:38 1/13/99 (2)
  • Re: Sharpe Ratio Mark 12:34:57 1/13/99 (1)
    • Re: Sharpe Ratio Charalambos Macheras 13:47:07 1/13/99 (0)