top of page

Extreme Sharpe

Writer's picture: Gustavo A Cano, CFA, FRMGustavo A Cano, CFA, FRM

It’s an understament to say that this year is being a very tough one for investors. Unfortunately, extremes to the upside are mostly corrected with extremes to the downside. A positive note? We are seeing some extreme measures already. Average 6 month Sharpe ratio (a measure of returns adjusted to risk) as shown below, has the most negative read of the last 30 years. It can and it may get worse, but it’s already extreme. Once we clean the excesses, we can start building from there.


Want to know more? join Fund@mental here https://apps.apple.com/us/app/fund-mental/id1495036084


Source: Bloomberg



 
 
 

Recent Posts

See All

Opmerkingen

Beoordeeld met 0 uit 5 sterren.
Nog geen beoordelingen

Voeg een beoordeling toe
bottom of page