Hints and tips:
...At one point, hedge fund manager Steve Cohen was the bank’s biggest shareholder through his two private investment vehicles....
...As Blackstone’s Steve Schwarzman said recently: “If you can earn 12 per cent, maybe 13 per cent on a really good day in senior secured bank debt, what else do you want to do in life? . . ....
...“Many plan sponsors would prefer to have the money stay in the plan,” says JPMorgan’s head of retirement Steve Rubino. “We are genuinely reaching a tipping point.”...
...And in 1960, she also started performing in a duo with the bassist Steve Swallow, whom she would later marry. (She was married three times.)...
...Richard Sharpe, a professor at the University of Edinburgh, believes the ultra-processed, high-fat western diet is the primary source of exposure to BPA and some phthalates....
...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....
...These strong performing stocks have also exhibited lower volatility than those falling foul of JPMAM’s scoring mechanism, meaning their Sharpe ratio, a measure of risk-adjusted return, is higher still....
...The ones you find most boring have the highest Sharpe ratios,” he said....
...One might think that the decreased volatility of EM currencies, combined with both theory and practice suggesting they deliver real gains (albeit with a lowish Sharpe ratio, or risk-adjusted return), should...
...After all, EMs tend to be more volatile than DMs, meaning they will exhibit a lower Sharpe ratio, a measure of risk-adjusted return, if they do not outperform....
...The trio reject this possibility, though, with their calculations suggesting that portfolios of value stocks tend to be less volatile than the wider market and have a Sharpe ratio, a measure of risk-adjusted...
...A great fund thus maximises the risk-adjusted return – has as high Sharpe ratio as possible, for example....
...The fund has proved a little more volatile than the market at large, but its Sharpe ratio, a measure of risk-adjusted returns, is 0.55, compared with 0.31 for the MSCI World....
...The SIB index has also produced a better Sharpe ratio, a measure of risk-adjusted return, than both the FTSE 100 and 250 over one and three years, although it lags behind over five years....
...This outstrips the returns from all other segments of the debt market (although US investment-grade credit had a Sharpe ratio of 0.81, albeit from a lower annualised return of 7.3 per cent)....
...In the place of mulleted perma-enthusiast Pat Sharpe, a team of luxuriantly wigged QCs have watched Tchenguiz charge gleefully through the courts, snatching up legal goodies....
...Rebranding Rule: The Restoration and Revolution Monarchy, 1660-1714, by Kevin Sharpe, Yale, RRP£45/$65 The third and final volume in Sharpe’s superb series on how the British monarchy projected its public...
...term, five to 10 years, the expected return [from] foreign currency may be zero, but its contribution to total portfolio volatility can be significant, resulting in lower portfolio information ratios and Sharpe...
...The Sharpe ratio, a measure of risk-adjusted return, remained higher for weak currency countries....
...Moreover, this portfolio would have exhibited a lower standard deviation, a measure of (unwanted) volatility, and a significantly higher Sharpe ratio, a measure of risk-adjusted returns, than the broad market...
...The Swiss house also has an unusual take on measuring risk, eschewing the likes of valuation at risk and the Sharpe ratio, a commonly used measure of risk-adjusted return....
...In terms of the Sharpe ratio, a measure of risk-adjusted return, bank funds did slightly less worse than non-bank funds recording a ratio of -0.043, against -0.053 for non-bank funds....
...Apple Design, by Ed Sabine Schultz and Ina Grätz, HatjeCantz, RRP£30 Steve Jobs’ death prompted endless eulogising....
...However, Steve Huxham, a longstanding building society campaigner, urged Kent and JC Flowers to offer immediate cash pay-outs....
...The most telling report of Derby Day, however, was in the Racing Post, which sent reporter Steve Dennis to Windsor to find out if the Queen’s neighbours were cheering on her horse....
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