MEASURING PORTFOLIO PERFORMANCE
https://www.theinvestorspodcast.com/blog/measuring-portfolio-performance-the-sharp-ratio-and-sortino-ratio-for-value-investors-2/
Just wanted to comment here about different Strategy Performance Metrics that are used in the Money Management / Asset Management / Hedge Fund industry. Which ones are most watched for traders / investment managers? The two articles above get into this debate and what metric / measurement / statistic will most accurately assess an investment strategy / portfolio / trader.
Most reputable articles and finance professionals say the Sharpe Ratio is the measure that gives the best all around assessment of how profitable a system is and how likely it is to continue its previous performance according to that measurement. But which Sharpe Ratio?
I'd love to hear your ideas.
Just to confuse things even more....
Sharpe Ratios are calculated differently at MyFXBook at other investment / track record statistics verification websites like:
FundSeeder
PsyQuation
FXStat
FXBlue
MQL5
SignalStart
SimpleTrader
FXJunction
See my Sharpe Ratio at these three different verification websites (most are different values):
https://psyquation.com/#!/home/leaderboard -- Outside the Box is now ranked #12 -- Sharpe Ratio = 4.16
https://www.fxjunction.com/profile/O...K/#performance -- Sharpe Ratio = 1.97
https://www.fxstat.com/en/performanc...-Account-84720 -- Sharpe Ratio = 0.63
https://fundseeder.com/leaderboard/l...d/sharpe_ver/1 -- Sharpe Ratio = 3.83
https://www.mql5.com/en/signals/305461 -- Sharpe Ratio = 0.18
https://www.myfxbook.com/members/Out...ccount/2087437 -- Sharpe Ratio = 0.19
https://www.theinvestorspodcast.com/blog/measuring-portfolio-performance-the-sharp-ratio-and-sortino-ratio-for-value-investors-2/
Just wanted to comment here about different Strategy Performance Metrics that are used in the Money Management / Asset Management / Hedge Fund industry. Which ones are most watched for traders / investment managers? The two articles above get into this debate and what metric / measurement / statistic will most accurately assess an investment strategy / portfolio / trader.
Most reputable articles and finance professionals say the Sharpe Ratio is the measure that gives the best all around assessment of how profitable a system is and how likely it is to continue its previous performance according to that measurement. But which Sharpe Ratio?
I'd love to hear your ideas.
Just to confuse things even more....
Sharpe Ratios are calculated differently at MyFXBook at other investment / track record statistics verification websites like:
FundSeeder
PsyQuation
FXStat
FXBlue
MQL5
SignalStart
SimpleTrader
FXJunction
See my Sharpe Ratio at these three different verification websites (most are different values):
https://psyquation.com/#!/home/leaderboard -- Outside the Box is now ranked #12 -- Sharpe Ratio = 4.16
https://www.fxjunction.com/profile/O...K/#performance -- Sharpe Ratio = 1.97
https://www.fxstat.com/en/performanc...-Account-84720 -- Sharpe Ratio = 0.63
https://fundseeder.com/leaderboard/l...d/sharpe_ver/1 -- Sharpe Ratio = 3.83
https://www.mql5.com/en/signals/305461 -- Sharpe Ratio = 0.18
https://www.myfxbook.com/members/Out...ccount/2087437 -- Sharpe Ratio = 0.19
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