InvestorsHub Logo
Boards
News
Market Data
Markets
Discover
Discover
Subscribe Login/Register
S&P 500
4,967.23
(
-0.88%
)
US TECH 100
16,571.19
(
-2.16%
)
Dow Jones
37,986.40
(
0.56%
)
Brent Oil
86.63
(
0.24%
)
Bitcoin
63,213.68
(
-0.47%
)
Post# of 2188
Next 10
Reply Private New
Public Reply Private Reply New Post
Keep Last Read
Replies (2) Keep Next 10 Report Keyboard Shortcuts
Replies (2) Next 10 Prev Next

No-Quarter

Send PM Follow Ignore
Followers 36
Posts 6072
Boards Moderated 2
Alias Born 05/05/2014

No-Quarter

Re: stiv post# 210

Monday, 06/05/2017 10:10:04 AM

Monday, June 05, 2017 10:10:04 AM

Post# of 2188
I trust your weekend reading was fruitful. Two more bits for you -

http://news.morningstar.com/classroom2/course.asp?docId=2932&page=4

http://news.morningstar.com/classroom2/course.asp?docId=2932&page=5&CN=sample

...the main drawback of the Sharpe ratio is that it is expressed as a raw number. Of course, the higher the Sharpe ratio the better. But given no other information, you can't tell whether a Sharpe ratio of 1.5 is good or bad. Only when you compare one fund's Sharpe ratio with that of another fund (or group of funds) do you get a feel for its risk-adjusted return relative to other funds.



https://sumgrowth.com/InfoPages/advanced.aspx#401kExample

4. Exclude REIT funds (real estate investment trust). Their commodity-like character reduces trend reliability.



GLTY
Public Reply Private Reply New Post
Keep Last Read
Replies (2) Keep Last Read Next 10 Report Keyboard Shortcuts
Replies (2) Next 10 Prev Next

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.

Sign Up