Forum: Commodities
November 14th, 2015, 06:52 AM
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Replies: 27
Views: 7,752
You can get SPY' 3/5/10 year sharpe ratio from...
You can get SPY' 3/5/10 year sharpe ratio from Morning Star
SPDRŽ S&P 500 ETF (SPY) ETFs Risk and Morningstar Rating (http://performance.morningstar.com/funds/cef/ratings-risk.action?t=SPY)
If...
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Forum: Commodities
November 14th, 2015, 06:26 AM
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Replies: 27
Views: 7,752
I would compare your sharpe ratio of .67 to a...
I would compare your sharpe ratio of .67 to a benchmark like buying and holding the S&P. For the last 6 years SPY has a sharpe ratio better than 1 so you would have been better off just buying and...
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