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5 Ways To Rate Your Portfolio Manager - any other most watched metrics??
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When you start, you think you've analyzed the market, bought the deal, that's it. And when you analyze the whole topic by stages, you understand how many nuances and details there are in trading, you can go crazy!
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Originally posted by lal.remigiusz View PostWould you explain anout sharpe ration here? with simple explanation.
Basically, do you get a return for the extra volatility?
If two funds offer similar returns, the one with higher standard deviation will have a lower Sharpe ratio. In order to compensate for the higher standard deviation, the fund needs to generate a higher return to maintain a higher Sharpe ratio. In simple terms, it shows how much additional return an investor earns by taking additional risk. Intuitively, it can be inferred that the Sharpe ratio of a risk-free asset is zero.
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Would you explain anout sharpe ration here? with simple explanation.
Leave a comment:
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5 Ways To Rate Your Portfolio Manager - any other most watched metrics??
MEASURING PORTFOLIO PERFORMANCE
Measuring the success of your investment solely on the portfolio return may leave you open to risk. Learn how to evaluate your investment return.
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 = 0.19Last edited by OutsideTheBoxHK; 05-17-2018, 08:11 PM.Tags: None
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