Hints and tips:
...These days, equity mutual funds are only a fraction of the overall stock market, so they can outperform as a group without violating Bill Sharpe’s arithmetic of active management....
...Anecdotally (from lots of sources) many managed futures managers try to improve their Sharpe ratios and realised total returns by adding carry strategies....
...And its Sharpe ratio — a measure of return adjusting for risk — has also improved from 2.65 in the earlier period to 2.78 over the past 10 years....
...When Makepeace led FTSE Russell, the group teamed up with Nobel laureate and Stanford economics professor William Sharpe to create an adaptive asset-allocation tool that started to tackle the idea of an...
...Metro Bank has appointed Robert Sharpe, an industry veteran and the chairman of Bank of Ireland UK, as its chairman after co-founder Vernon Hill resigned in the wake of a reporting scandal last year....
...Alan Pelz-Sharpe Founder,Deep Analysis LLC,Nashua, NH, US...
...Here are the results: So Wealthfront's proposed fund delivered 3.9 and 2.7 percentage points of return respectively over the selected rivals, in the backtesting experiment, with a better sharpe ratio....
...William Sharpe, the Nobel laureate who originated the concept of beta, says the term makes him “definitionally sick” and doubts the strategies can work in the long term....
...For investors who do not feel comfortable wading through seas of Sharpe ratios (a measure of risk-adjusted performance) the paper does not make easy reading....
...Robert Sharpe, chief executive of West Bromwich, which made a £17m loss last year, said that while he would “never say never” to a private-equity deal, the society was “over the worst”, having agreed a £182.5m...
...Even in this scenario the managers have produced a Sharpe ratio – a measure of risk-adjusted return – of 1.25, far better than that typically available on mainstream asset classes....
...Research group has developed an index mimicking the three prevalent trading styles of active currency managers, and reports a return over Libor for the last 28 years of about 4 per cent per annum, at a Sharpe...
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