Performance Ratios: The Sharpe Ratio and Beyond » The Calculating Investor

Performance Ratios: The Sharpe Ratio and Beyond » The Calculating Investor

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日期:2025-05-27
I’ve started to use the Omega Ratio as my “go to” performance benchmark because it addressess the shortcomings of traditional benchmarks like the Sharpe or Sortino Ratio. For example, the Sharpe Ratio approximates the returns distribution with the mean an...看更多