Sharpe Ratio of ETF Investment System is 1.64.
Detailed calculation is shown below:
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Murmur Hudson Investments website:
http://murmurhudson.com
Friday, May 24, 2013
Sharpe Ratio of ETF Investment System
Sharpe ratio = Average investment return in excess of risk-free rate / Standard deviation of net investment returns
Sharpe Ratio of ETF Investment System is 1.64.
Detailed calculation is shown below:
========
Murmur Hudson Investments website:
http://murmurhudson.com
Sharpe Ratio of ETF Investment System is 1.64.
Detailed calculation is shown below:
========
Murmur Hudson Investments website:
http://murmurhudson.com
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